```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,172,917
COMMITMENTS
 616,819  385,902  1586170  2954435  3180910  5157424  5152982   15,493   19,935

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -6,954)
 -76,433  -40,373   51,850    6,980  -28,880  -17,603  -17,403   10,649   10,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      7.5     30.7     57.1     61.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      33       40       65      139      130      208      201
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      382,319
COMMITMENTS
  15,746   23,138    7,845  344,413  344,156  368,004  375,139   14,315    7,180

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -15,491)
   4,917    3,668   -4,975  -14,812  -15,734  -14,870  -17,041     -621    1,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      6.1      2.1     90.1     90.0     96.3     98.1      3.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        5        7       36       35       44       44
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      170,512
COMMITMENTS
   2,319      514    6,129  158,481  162,099  166,929  168,742    3,583    1,770

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -3,046)
     711     -123      557   -4,005   -2,338   -2,737   -1,904     -309   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.3      3.6     92.9     95.1     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        3       32       37       35       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      337,077
COMMITMENTS
  18,036    9,899    5,027  312,203  312,493  335,266  327,419    1,811    9,658

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -14,718)
   1,009   -3,874     -389  -14,852  -12,880  -14,232  -17,143     -486    2,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      2.9      1.5     92.6     92.7     99.5     97.1      0.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       30       33       35       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      728,912
COMMITMENTS
     710   54,726   10,374  715,600  658,748  726,684  723,848    2,228    5,064

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -19,691)
     329   13,364   -3,735  -18,257  -34,197  -21,663  -24,568    1,972    4,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      7.5      1.4     98.2     90.4     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       2        7        7       54       46       61       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,610
COMMITMENTS
  11,969   13,033    1,144  217,788  218,742  230,901  232,919    5,709    3,691

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -10,292)
   2,727   -2,420   -1,415  -13,013   -3,629  -11,701   -7,464    1,409   -2,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      5.5      0.5     92.0     92.4     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        2       30       28       32       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      391,146
COMMITMENTS
   6,968   10,335   30,946  343,782  345,252  381,696  386,533    9,450    4,613

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -18,478)
  -4,441    3,874    2,102  -17,855  -25,331  -20,194  -19,355    1,716      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.6      7.9     87.9     88.3     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        4        5       39       39       45       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      251,193
COMMITMENTS
  15,358   30,097    8,518  223,479  205,571  247,355  244,186    3,838    7,007

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -13,429)
   1,474       56     -651  -13,876  -11,725  -13,053  -12,320     -376   -1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     12.0      3.4     89.0     81.8     98.5     97.2      1.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        2       28       28       32       33
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      176,772
COMMITMENTS
  38,307    2,121   21,468  116,440  153,101  176,215  176,690      557       82

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -6,962)
  -4,038     -165      790   -3,459   -7,556   -6,707   -6,931     -255      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      1.2     12.1     65.9     86.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15        5       14       51       52       70       67
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       76,440
COMMITMENTS
     204      397    1,120   75,116   74,923   76,440   76,440        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -2,662)
     125     -289       30   -2,766   -2,352   -2,611   -2,611      -51      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.5      1.5     98.3     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        5       31       31       38       36
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      721,163
COMMITMENTS
   6,060      638    6,664  708,439  713,861  721,163  721,163        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -43,658)
     335      303      704  -44,697  -44,665  -43,658  -43,658        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.1      0.9     98.2     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        3       29       29       34       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,580,424
COMMITMENTS
  67,867   19,054  111,702  1400835  1449668  1580404  1580424       20        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -59,349)
  -4,784   -4,322   -4,860  -48,983  -49,447  -58,627  -58,629     -722     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      1.2      7.1     88.6     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        3        6       41       40       51       47
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      106,874
COMMITMENTS
   1,382      560    1,566  103,926  104,721  106,874  106,847        0       27

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -634)
    -486       78      179     -327     -891     -634     -634        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.5      1.5     97.2     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        4       34       34       39       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      658,499
COMMITMENTS
   6,611        0    1,244  650,644  657,255  658,499  658,499        0        0

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -26,315)
  -1,033        0        0  -25,282  -26,315  -26,315  -26,315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.2     98.8     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        1       25       25       28       26
```

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Updated March 9, 2012