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NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                      Code-023391
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  : 5,873,370: 1,376,565     91,583  1,728,276  2,749,874  4,033,307  5,854,715  5,853,166:    18,655     20,204
Old  : 5,873,370: 1,376,565     91,583  1,728,276  2,749,874  4,033,307  5,854,715  5,853,166:    18,655     20,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :   -80,521:   -44,043    -21,879     48,240    -79,839   -102,131    -75,642    -75,770:    -4,879     -4,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        1.6       29.4       46.8       68.7       99.7       99.7:       0.3        0.3
Old  :     100.0:      23.4        1.6       29.4       46.8       68.7       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        56         15         58        139        136        207        199:
Old  :       225:        56         15         58        139        136        207        199:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       24.0       39.4       41.8       12.5       21.3       19.8       29.4
Old  :                 24.8       24.0       39.4       41.8       12.5       21.3       19.8       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                         Code-023393
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   317,889:    47,015      1,598      7,394    245,488    301,976    299,897    310,968:    17,992      6,921
Old  :   317,889:    47,015      1,598      7,394    245,488    301,976    299,897    310,968:    17,992      6,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :    -4,600:    10,417     -1,567        260    -15,556     -3,357     -4,879     -4,664:       279         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        0.5        2.3       77.2       95.0       94.3       97.8:       5.7        2.2
Old  :     100.0:      14.8        0.5        2.3       77.2       95.0       94.3       97.8:       5.7        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         9          1          5         37         36         47         41:
Old  :        54:         9          1          5         37         36         47         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       65.5       56.0       82.2       32.9       51.5       45.1       59.0
Old  :                 38.2       65.5       56.0       82.2       32.9       51.5       45.1       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                        Code-023394
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   179,086:    12,568          0      1,546    161,708    173,128    175,822    174,674:     3,264      4,412
Old  :   179,086:    12,568          0      1,546    161,708    173,128    175,822    174,674:     3,264      4,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :     7,641:    -5,148          0        784     12,039      5,760      7,675      6,544:       -34      1,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        0.0        0.9       90.3       96.7       98.2       97.5:       1.8        2.5
Old  :     100.0:       7.0        0.0        0.9       90.3       96.7       98.2       97.5:       1.8        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         5          0          1         32         31         37         32:
Old  :        40:         5          0          1         32         31         37         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       42.2       66.8       61.6       40.7       36.7       53.3       52.3
Old  :                 51.5       42.2       66.8       61.6       40.7       36.7       53.3       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                          Code-023395
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   246,997:    17,724      5,139      4,328    218,208    231,787    240,260    241,254:     6,737      5,743
Old  :   246,997:    17,724      5,139      4,328    218,208    231,787    240,260    241,254:     6,737      5,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :   -10,488:     2,909        301       -377    -12,694    -11,105    -10,162    -11,181:      -326        693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        2.1        1.8       88.3       93.8       97.3       97.7:       2.7        2.3
Old  :     100.0:       7.2        2.1        1.8       88.3       93.8       97.3       97.7:       2.7        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         3          5          4         34         32         40         38:
Old  :        50:         3          5          4         34         32         40         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       48.8       69.0       66.4       45.1       46.7       60.4       57.9
Old  :                 50.3       48.8       69.0       66.4       45.1       46.7       60.4       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023396
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   750,145:     2,821      4,438      5,854    729,608    736,061    738,283    746,353:    11,862      3,792
Old  :   750,145:     2,821      4,438      5,854    729,608    736,061    738,283    746,353:    11,862      3,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :   -58,678:       766      2,200     -2,442    -58,225    -59,004    -59,901    -59,246:     1,223        568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.6        0.8       97.3       98.1       98.4       99.5:       1.6        0.5
Old  :     100.0:       0.4        0.6        0.8       97.3       98.1       98.4       99.5:       1.6        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         2          3          4         48         38         53         43:
Old  :        58:         2          3          4         48         38         53         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       42.5       51.8       62.9       24.9       37.1       43.3       50.5
Old  :                 30.3       42.5       51.8       62.9       24.9       37.1       43.3       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                              Code-023397
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   232,735:     9,261      3,956      1,779    212,646    217,251    223,686    222,986:     9,049      9,749
Old  :   232,735:     9,261      3,956      1,779    212,646    217,251    223,686    222,986:     9,049      9,749
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :    15,685:     3,585          0       -455     11,140     14,515     14,270     14,060:     1,415      1,625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        1.7        0.8       91.4       93.3       96.1       95.8:       3.9        4.2
Old  :     100.0:       4.0        1.7        0.8       91.4       93.3       96.1       95.8:       3.9        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         4          1          2         24         31         28         34:
Old  :        43:         4          1          2         24         31         28         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       52.3       74.7       74.2       58.6       51.0       69.4       68.5
Old  :                 59.0       52.3       74.7       74.2       58.6       51.0       69.4       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                  Code-023398
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   221,303:     4,192      5,785      3,515    208,204    207,871    215,911    217,171:     5,392      4,132
Old  :   221,303:     4,192      5,785      3,515    208,204    207,871    215,911    217,171:     5,392      4,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :     2,082:    -1,074        551        904      2,189         55      2,019      1,510:        63        572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        2.6        1.6       94.1       93.9       97.6       98.1:       2.4        1.9
Old  :     100.0:       1.9        2.6        1.6       94.1       93.9       97.6       98.1:       2.4        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         2          3          3         31         35         34         40:
Old  :        51:         2          3          3         31         35         34         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       27.2       59.6       49.6       32.5       27.1       50.0       47.6
Old  :                 39.0       27.2       59.6       49.6       32.5       27.1       50.0       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023399
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   108,869:    14,606      3,444      4,273     86,201     93,312    105,080    101,029:     3,789      7,840
Old  :   108,869:    14,606      3,444      4,273     86,201     93,312    105,080    101,029:     3,789      7,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :     9,714:       902        226        809      8,439      8,429     10,150      9,464:      -436        250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        3.2        3.9       79.2       85.7       96.5       92.8:       3.5        7.2
Old  :     100.0:      13.4        3.2        3.9       79.2       85.7       96.5       92.8:       3.5        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         3          2          3         19         25         23         29:
Old  :        37:         3          2          3         19         25         23         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       46.2       82.0       65.4       57.6       44.5       78.3       60.9
Old  :                 57.8       46.2       82.0       65.4       57.6       44.5       78.3       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                                                      Code-064363
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :   172,008:    29,226      3,051     17,843    123,980    150,555    171,049    171,449:       959        559
Old  :   172,008:    29,226      3,051     17,843    123,980    150,555    171,049    171,449:       959        559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :     3,938:     1,080        443       -515      3,461      4,184      4,026      4,112:       -88       -174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        1.8       10.4       72.1       87.5       99.4       99.7:       0.6        0.3
Old  :     100.0:      17.0        1.8       10.4       72.1       87.5       99.4       99.7:       0.6        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        13          8         18         52         55         72         74:
Old  :        82:        13          8         18         52         55         72         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       38.4       45.9       57.8       20.8       34.4       34.6       45.8
Old  :                 27.0       38.4       45.9       57.8       20.8       34.4       34.6       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                                                       Code-064391
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    61,167:     2,780         26        694     57,693     60,447     61,167     61,167:         0          0
Old  :    61,167:     2,780         26        694     57,693     60,447     61,167     61,167:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :    -3,451:       921         -4       -433     -3,939     -3,014     -3,451     -3,451:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        0.0        1.1       94.3       98.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.5        0.0        1.1       94.3       98.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         3          1          4         22         30         27         34:
Old  :        37:         3          1          4         22         30         27         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       48.4       82.1       71.9       59.2       46.8       71.9       62.8
Old  :                 63.0       48.4       82.1       71.9       59.2       46.8       71.9       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                                                   Code-064392
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 MWh)                                                      :
     :          :                                                                            :
All  :   595,388:    30,061          0      6,008    559,319    589,380    595,388    595,388:         0          0
Old  :   595,388:    30,061          0      6,008    559,319    589,380    595,388    595,388:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :   -35,411:     7,780          0     -3,881    -39,310    -31,530    -35,411    -35,411:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        0.0        1.0       93.9       99.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.0        0.0        1.0       93.9       99.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          0          3         23         29         27         32:
Old  :        35:         4          0          3         23         29         27         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       58.6       77.8       75.6       43.8       55.7       67.7       70.8
Old  :                 51.2       58.6       77.8       75.6       43.8       55.7       67.7       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV                                                  Code-064394
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 50 Megawatt Hours)                                           :
     :          :                                                                            :
All  : 1,640,034:   276,046     58,759     45,251  1,318,737  1,536,024  1,640,034  1,640,034:         0          0
Old  : 1,640,034:   276,046     58,759     45,251  1,318,737  1,536,024  1,640,034  1,640,034:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :    23,264:    -9,043      5,170        712     31,595     17,382     23,264     23,264:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        3.6        2.8       80.4       93.7      100.0      100.0:       0.0        0.0
Old  :     100.0:      16.8        3.6        2.8       80.4       93.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         7          5          7         40         48         51         56:
Old  :        64:         7          5          7         40         48         51         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       45.4       59.0       61.8       35.3       38.1       51.0       52.1
Old  :                 38.7       45.4       59.0       61.8       35.3       38.1       51.0       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV                                                 Code-064395
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    65,821:     1,865        564      4,265     59,691     60,992     65,821     65,821:         0          0
Old  :    65,821:     1,865        564      4,265     59,691     60,992     65,821     65,821:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :     1,420:       102        -51         80      1,238      1,391      1,420      1,420:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        0.9        6.5       90.7       92.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.8        0.9        6.5       90.7       92.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         2          3          3         28         27         32         31:
Old  :        38:         2          3          3         28         27         32         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       41.6       63.8       68.1       25.9       35.1       37.4       41.9
Old  :                 40.0       41.6       63.8       68.1       25.9       35.1       37.4       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                                                   Code-064396
Commitments of Traders - Futures Only, April 2, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   411,883:    15,593        631     12,249    384,041    399,003    411,883    411,883:         0          0
Old  :   411,883:    15,593        631     12,249    384,041    399,003    411,883    411,883:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :     6,967:      -312       -328      1,264      6,015      6,031      6,967      6,967:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        0.2        3.0       93.2       96.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.8        0.2        3.0       93.2       96.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          1          3         18         19         21         22:
Old  :        28:         2          1          3         18         19         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       70.2       81.0       86.1       52.4       65.5       69.4       75.7
Old  :                 59.5       70.2       81.0       86.1       52.4       65.5       69.4       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 5, 2013