```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,210,778
COMMITMENTS
 613,246  367,872  1634474  2952780  3192479  5200500  5194825   10,278   15,953

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     31,104)
  26,568  -21,296   45,287  -41,451    4,432   30,404   28,423      700    2,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      7.1     31.4     56.7     61.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      26       46       63      140      134      207      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      368,422
COMMITMENTS
   7,262   30,129    8,307  337,370  321,889  352,939  360,325   15,483    8,097

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -4,130)
     445    6,075      772   -6,529  -10,810   -5,312   -3,963    1,182     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      8.2      2.3     91.6     87.4     95.8     97.8      4.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        4        5       39       36       46       43
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,005
COMMITMENTS
   1,979        0    6,771  164,618  168,226  173,368  174,997    3,637    2,008

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      2,449)
     536     -668      194    1,450    3,502    2,180    3,028      269     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      3.8     93.0     95.0     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       33       37       35       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      325,059
COMMITMENTS
  11,056    8,811    3,932  304,670  299,786  319,658  312,529    5,401   12,530

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:        918)
  -1,774     -194   -2,195    3,949    4,365      -20    1,976      938   -1,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      2.7      1.2     93.7     92.2     98.3     96.1      1.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       31       33       36       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      747,495
COMMITMENTS
     389   44,256   15,442  728,691  684,245  744,522  743,943    2,973    3,552

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     23,389)
     -82   -3,575    6,812   15,614   21,588   22,344   24,825    1,045   -1,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      5.9      2.1     97.5     91.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       2        7        7       53       47       60       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      229,949
COMMITMENTS
  13,464    2,104    3,329  207,204  218,319  223,997  223,752    5,952    6,197

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -11,381)
     613   -9,209    1,966  -14,176   -3,770  -11,597  -11,013      216     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.9      1.4     90.1     94.9     97.4     97.3      2.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        3       31       24       34       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      400,042
COMMITMENTS
   6,594   13,823   34,467  349,746  342,935  390,807  391,225    9,235    8,817

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:       -612)
     101   -2,556    2,574   -3,256     -630     -581     -612      -31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      3.5      8.6     87.4     85.7     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        5        6       38       39       45       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      244,756
COMMITMENTS
  13,227   29,790    7,211  221,977  202,578  242,415  239,579    2,341    5,177

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -5,357)
    -535     -618     -499   -4,436   -3,627   -5,470   -4,744      113     -613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     12.2      2.9     90.7     82.8     99.0     97.9      1.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        2       30       31       34       36
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      178,449
COMMITMENTS
  33,635    2,439   22,807  120,936  152,836  177,378  178,082    1,071      367

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      1,533)
  -1,431      230    1,056    1,797      286    1,422    1,572      111      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      1.4     12.8     67.8     85.6     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13        6       12       53       53       69       68
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       77,078
COMMITMENTS
   1,775    1,122    1,496   73,783   74,460   77,054   77,078       24        0

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      1,065)
     718      826      -75      422      314    1,065    1,065        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.5      1.9     95.7     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        4       32       31       40       35
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      760,837
COMMITMENTS
  14,600    3,969    7,637  738,600  749,231  760,837  760,837        0        0

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     20,802)
   7,856    2,017   -1,921   14,867   20,706   20,802   20,802        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.5      1.0     97.1     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       29       29       34       33
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,637,118
COMMITMENTS
  57,431   31,795  101,058  1478609  1504265  1637098  1637118       20        0

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     37,637)
  -1,455   -2,784    2,553   37,715   38,652   38,813   38,421   -1,176     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.9      6.2     90.3     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        4        6       40       41       50       48
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      103,795
COMMITMENTS
   1,481      934    1,537  100,777  101,273  103,795  103,744        0       51

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      1,966)
     -79      930      -74    2,145    1,136    1,992    1,992      -26      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.9      1.5     97.1     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        4       34       34       40       40
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      642,651
COMMITMENTS
  12,723   11,760    1,244  628,684  629,647  642,651  642,651        0        0

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     16,840)
   4,072    7,000        0   12,768    9,840   16,840   16,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.8      0.2     97.8     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        1       24       24       28       27
```

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Updated March 23, 2012