```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,570,371
COMMITMENTS
 1194441  111,675  1644422  2699642  3783948  5538505  5540045   31,866   30,326

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:    243,595)
 144,137   -2,491   72,349   24,115  172,240  240,601  242,098    2,994    1,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      2.0     29.5     48.5     67.9     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      50       21       57      136      132      203      195
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,290
COMMITMENTS
  24,378    1,638    8,792  263,031  296,555  296,201  306,985   18,089    7,305

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      4,761)
  14,176      239      472   -8,325    5,369    6,323    6,080   -1,562   -1,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.5      2.8     83.7     94.4     94.2     97.7      5.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7        2        6       32       34       41       40
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      157,202
COMMITMENTS
  12,990        0    2,184  138,975  151,259  154,149  153,443    3,053    3,759

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     12,494)
   1,185        0      103   11,234   12,285   12,522   12,388      -28      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      1.4     88.4     96.2     98.1     97.6      1.9      2.4

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 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,238
COMMITMENTS
  13,200   14,342    1,282  219,245  221,535  233,727  237,159    8,511    5,079

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      7,240)
   2,286    2,805       50    3,292    5,495    5,628    8,350    1,612   -1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      5.9      0.5     90.5     91.5     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        2       32       28       36       31
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      799,125
COMMITMENTS
   1,868    1,337    7,761  780,743  789,129  790,372  798,227    8,753      898

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     12,950)
  -1,014    1,337   -4,657   22,282   15,767   16,611   12,447   -3,661      503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.2      1.0     97.7     98.7     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        2        4       51       40       56       44
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,072
COMMITMENTS
   3,852    3,335    2,072  179,114  179,713  185,038  185,120   11,034   10,952

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      5,183)
  -1,450    1,195      713    4,275      645    3,538    2,553    1,645    2,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.7      1.1     91.4     91.7     94.4     94.4      5.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        2       20       23       23       26
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      212,091
COMMITMENTS
   3,463    6,058    2,734  200,108  196,385  206,305  205,177    5,786    6,914

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:      5,320)
  -2,184    2,206      387    6,447     -221    4,650    2,372      670    2,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.9      1.3     94.4     92.6     97.3     96.7      2.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        3       29       35       32       39
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       92,524
COMMITMENTS
  18,858    1,832    1,248   67,065   82,177   87,171   85,257    5,353    7,267

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     12,900)
   9,294    1,832   -1,406    3,360   12,913   11,248   13,339    1,652     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      2.0      1.3     72.5     88.8     94.2     92.1      5.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       15       23       18       26
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      157,770
COMMITMENTS
  28,310      827   16,965  111,581  139,441  156,856  157,233      914      537

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     -7,351)
    -534   -1,217   -1,663   -4,623   -3,992   -6,820   -6,872     -531     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      0.5     10.8     70.7     88.4     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      16        6       17       49       50       70       68
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,265
COMMITMENTS
   1,572        0    1,026   59,667   61,239   62,265   62,265        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:       -209)
    -177        0       25      -57     -234     -209     -209        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      1.6     95.8     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        3       25       29       29       32
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      586,027
COMMITMENTS
  10,079        0   10,761  565,187  575,266  586,027  586,027        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     22,654)
  -3,656        0      936   25,374   21,718   22,654   22,654        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      1.8     96.4     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        2       23       29       28       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,559,127
COMMITMENTS
 271,608   46,536   46,068  1241451  1466523  1559127  1559127        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:    -69,716)
  -6,964   -7,308    1,690  -62,330  -64,098  -67,604  -69,716   -2,112        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      3.0      3.0     79.6     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        5        7       38       46       49       54
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,995
COMMITMENTS
   1,845      584    3,874   57,276   58,537   62,995   62,995        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     -1,533)
     231      276      -77   -1,687   -1,708   -1,533   -1,509        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.9      6.1     90.9     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       28       27       31       31
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 03/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      394,698
COMMITMENTS
  16,860        0    7,791  370,047  386,907  394,698  394,698        0        0

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:    -18,120)
     200        0     -576  -17,744  -17,544  -18,120  -18,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      2.0     93.8     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       18       20       21       22
```

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Updated March 15, 2013