```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,326,776
COMMITMENTS
 1050304  114,166  1572073  2675527  3611708  5297904  5297947   28,872   28,829

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:   -108,075)
  69,490   -2,449  -64,087 -117,912  -16,758 -112,509  -83,294    4,434  -24,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      2.1     29.5     50.2     67.8     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      46       21       54      137      132      201      191
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      309,529
COMMITMENTS
  10,202    1,399    8,320  271,356  291,186  289,878  300,905   19,651    8,624

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -10,608)
   3,717   -1,444   -2,038  -12,500   -5,213  -10,821   -8,695      213   -1,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.5      2.7     87.7     94.1     93.7     97.2      6.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        2        6       31       30       39       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      144,708
COMMITMENTS
  11,805        0    2,081  127,741  138,974  141,627  141,055    3,081    3,653

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -15,009)
  -1,246        0     -170  -13,987  -14,282  -15,403  -14,452      394     -557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.0      1.4     88.3     96.0     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        2       28       29       33       31
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      234,998
COMMITMENTS
  10,914   11,537    1,232  215,953  216,040  228,099  228,809    6,899    6,189

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -10,003)
     152    1,678      127  -11,270  -12,091  -10,991  -10,286      988      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      4.9      0.5     91.9     91.9     97.1     97.4      2.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        1       31       28       33       31
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      786,175
COMMITMENTS
   2,882        0   12,418  758,461  773,362  773,761  785,780   12,414      395

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -31,183)
    -195   -1,320      480  -32,994  -28,939  -32,709  -29,779    1,526   -1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      1.6     96.5     98.4     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        0        6       49       39       56       45
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      190,889
COMMITMENTS
   5,302    2,140    1,359  174,839  179,068  181,500  182,567    9,389    8,322

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -12,173)
   1,952      -85   -1,211  -12,333  -12,073  -11,592  -13,369     -581    1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.1      0.7     91.6     93.8     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       18       22       21       25
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      206,771
COMMITMENTS
   5,647    3,852    2,347  193,661  196,606  201,655  202,805    5,116    3,966

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -17,933)
     879   -1,523   -1,490  -18,962  -15,216  -19,573  -18,229    1,640      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.9      1.1     93.7     95.1     97.5     98.1      2.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        1        3       29       35       32       39
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       79,624
COMMITMENTS
   9,564        0    2,654   63,705   69,264   75,923   71,918    3,701    7,706

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -13,032)
   4,432   -2,637   -1,942  -15,533   -9,386  -13,043  -13,965       11      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      0.0      3.3     80.0     87.0     95.4     90.3      4.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       15       22       18       24
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      165,121
COMMITMENTS
  28,844    2,044   18,628  116,204  143,433  163,676  164,105    1,445    1,016

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      2,272)
    -853     -478    1,373    1,261      852    1,781    1,747      491      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      1.2     11.3     70.4     86.9     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10        9       16       51       50       68       68
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,474
COMMITMENTS
   1,749        0    1,001   59,724   61,473   62,474   62,474        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -2,930)
    -210        0      109   -2,781   -3,039   -2,882   -2,930      -48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      1.6     95.6     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        0        4       25       29       31       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      563,373
COMMITMENTS
  13,735        0    9,825  539,813  553,548  563,373  563,373        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -33,982)
   8,106   -1,696   -5,055  -37,033  -27,231  -33,982  -33,982        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      1.7     95.8     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       22       29       25       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,628,843
COMMITMENTS
 278,572   53,844   44,378  1303781  1530621  1626731  1628843    2,112        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     27,483)
  16,486    3,513      416    8,469   23,554   25,371   27,483    2,112        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      3.3      2.7     80.0     94.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       8        4        7       39       47       50       55
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,528
COMMITMENTS
   1,614      308    3,951   58,963   60,245   64,528   64,504        0       24

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      1,646)
     551        0     -279    1,374    1,925    1,646    1,646        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.5      6.1     91.4     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        3       29       27       32       31
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 03/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      412,818
COMMITMENTS
  16,660        0    8,367  387,791  404,451  412,818  412,818        0        0

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:      5,381)
    -959        0    1,281    5,059    4,100    5,381    5,381        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      2.0     93.9     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        2       19       20       22       22
```

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Updated March 8, 2013