```
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                      Code-023391
Commitments of Traders - Futures Only, March 26, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  : 5,953,891: 1,420,608    113,462  1,680,036  2,829,713  4,135,438  5,930,357  5,928,936:    23,534     24,955
Old  : 5,953,891: 1,420,608    113,462  1,680,036  2,829,713  4,135,438  5,930,357  5,928,936:    23,534     24,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :   110,890:    84,621     12,444     53,010    -19,585     54,116    118,046    119,570:    -7,156     -8,680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        1.9       28.2       47.5       69.5       99.6       99.6:       0.4        0.4
Old  :     100.0:      23.9        1.9       28.2       47.5       69.5       99.6       99.6:       0.4        0.4
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  :       228:        54         20         62        142        136        213        201:
Old  :       228:        54         20         62        142        136        213        201:
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  :                 24.7       23.9       38.9       41.0       12.7       21.2       20.8       29.6
Old  :                 24.7       23.9       38.9       41.0       12.7       21.2       20.8       29.6
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, March 26, 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  :   322,489:    36,598      3,165      7,134    261,044    305,333    304,776    315,632:    17,713      6,857
Old  :   322,489:    36,598      3,165      7,134    261,044    305,333    304,776    315,632:    17,713      6,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     5,161:     3,349     -1,396        602      1,862      7,495      5,813      6,701:      -652     -1,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        1.0        2.2       80.9       94.7       94.5       97.9:       5.5        2.1
Old  :     100.0:      11.3        1.0        2.2       80.9       94.7       94.5       97.9:       5.5        2.1
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  :        53:         6          3          5         37         38         46         43:
Old  :        53:         6          3          5         37         38         46         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  :                 38.3       64.0       58.1       79.1       33.3       47.7       44.5       56.8
Old  :                 38.3       64.0       58.1       79.1       33.3       47.7       44.5       56.8
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, March 26, 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  :   171,445:    17,716          0        762    149,669    167,368    168,147    168,130:     3,298      3,315
Old  :   171,445:    17,716          0        762    149,669    167,368    168,147    168,130:     3,298      3,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     6,038:     1,258          0       -321      5,554      6,993      6,491      6,672:      -453       -634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        0.0        0.4       87.3       97.6       98.1       98.1:       1.9        1.9
Old  :     100.0:      10.3        0.0        0.4       87.3       97.6       98.1       98.1:       1.9        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  :        39:         5          0          2         29         31         34         33:
Old  :        39:         5          0          2         29         31         34         33:
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  :                 48.6       42.6       65.8       63.9       38.5       37.8       52.8       53.6
Old  :                 48.6       42.6       65.8       63.9       38.5       37.8       52.8       53.6
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, March 26, 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  :   257,485:    14,815      4,838      4,705    230,902    242,892    250,422    252,435:     7,063      5,050
Old  :   257,485:    14,815      4,838      4,705    230,902    242,892    250,422    252,435:     7,063      5,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     6,054:       116      1,273         50      6,152      6,311      6,318      7,634:      -264     -1,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        1.9        1.8       89.7       94.3       97.3       98.0:       2.7        2.0
Old  :     100.0:       5.8        1.9        1.8       89.7       94.3       97.3       98.0:       2.7        2.0
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  :        48:         3          4          3         32         31         37         36:
Old  :        48:         3          4          3         32         31         37         36:
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  :                 49.6       50.4       67.7       68.3       46.3       48.7       62.6       60.8
Old  :                 49.6       50.4       67.7       68.3       46.3       48.7       62.6       60.8
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, March 26, 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  :   808,823:     2,055      2,238      8,296    787,833    795,065    798,184    805,599:    10,639      3,224
Old  :   808,823:     2,055      2,238      8,296    787,833    795,065    798,184    805,599:    10,639      3,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     4,189:       297      1,537       -706      4,831      2,542      4,422      3,373:      -233        816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.3        1.0       97.4       98.3       98.7       99.6:       1.3        0.4
Old  :     100.0:       0.3        0.3        1.0       97.4       98.3       98.7       99.6:       1.3        0.4
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  :        61:         3          2          6         52         40         58         46:
Old  :        61:         3          2          6         52         40         58         46:
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  :                 30.8       44.4       51.9       64.5       23.8       37.5       41.7       50.3
Old  :                 30.8       44.4       51.9       64.5       23.8       37.5       41.7       50.3
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, March 26, 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  :   217,050:     5,676      3,956      2,234    201,506    202,736    209,416    208,926:     7,634      8,124
Old  :   217,050:     5,676      3,956      2,234    201,506    202,736    209,416    208,926:     7,634      8,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    10,735:    -2,490        736        896     14,104     11,178     12,510     12,810:    -1,775     -2,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        1.8        1.0       92.8       93.4       96.5       96.3:       3.5        3.7
Old  :     100.0:       2.6        1.8        1.0       92.8       93.4       96.5       96.3:       3.5        3.7
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         25         29         29         32:
Old  :        43:         4          1          2         25         29         29         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  :                 58.9       55.8       75.1       74.4       58.5       54.5       69.4       67.7
Old  :                 58.9       55.8       75.1       74.4       58.5       54.5       69.4       67.7
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, March 26, 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  :   219,221:     5,266      5,234      2,611    206,015    207,816    213,892    215,661:     5,329      3,560
Old  :   219,221:     5,266      5,234      2,611    206,015    207,816    213,892    215,661:     5,329      3,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     5,280:    -2,166       -437        284      7,439      5,014      5,557      4,861:      -277        419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4        2.4        1.2       94.0       94.8       97.6       98.4:       2.4        1.6
Old  :     100.0:       2.4        2.4        1.2       94.0       94.8       97.6       98.4:       2.4        1.6
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:         3          2          3         31         35         34         40:
Old  :        51:         3          2          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  :                 39.6       27.5       60.5       50.1       33.5       27.2       50.9       48.0
Old  :                 39.6       27.5       60.5       50.1       33.5       27.2       50.9       48.0
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, March 26, 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  :    99,155:    13,704      3,218      3,464     77,762     84,883     94,930     91,565:     4,225      7,590
Old  :    99,155:    13,704      3,218      3,464     77,762     84,883     94,930     91,565:     4,225      7,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     3,245:     2,087         64        -69        857      3,091      2,875      3,086:       370        159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        3.2        3.5       78.4       85.6       95.7       92.3:       4.3        7.7
Old  :     100.0:      13.8        3.2        3.5       78.4       85.6       95.7       92.3:       4.3        7.7
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  :        36:         3          2          2         20         23         23         27:
Old  :        36:         3          2          2         20         23         23         27:
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  :                 57.6       50.7       81.2       69.8       56.6       48.9       77.4       66.6
Old  :                 57.6       50.7       81.2       69.8       56.6       48.9       77.4       66.6
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, March 26, 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  :   168,070:    28,146      2,608     18,358    120,519    146,371    167,023    167,337:     1,047        733
Old  :   168,070:    28,146      2,608     18,358    120,519    146,371    167,023    167,337:     1,047        733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     6,196:       841      1,053        273      5,171      4,956      6,285      6,282:       -89        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        1.6       10.9       71.7       87.1       99.4       99.6:       0.6        0.4
Old  :     100.0:      16.7        1.6       10.9       71.7       87.1       99.4       99.6:       0.6        0.4
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  :        81:        14          7         17         51         54         71         72:
Old  :        81:        14          7         17         51         54         71         72:
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       45.8       57.9       20.5       34.4       33.9       45.8
Old  :                 27.0       38.4       45.8       57.9       20.5       34.4       33.9       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, March 26, 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  :    64,618:     1,859         30      1,127     61,632     63,461     64,618     64,618:         0          0
Old  :    64,618:     1,859         30      1,127     61,632     63,461     64,618     64,618:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     1,607:       213         30         99      1,295      1,478      1,607      1,607:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        0.0        1.7       95.4       98.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.9        0.0        1.7       95.4       98.2      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  :        39:         3          2          3         25         30         30         34:
Old  :        39:         3          2          3         25         30         30         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  :                 60.7       46.4       79.8       68.8       56.2       42.7       69.0       57.9
Old  :                 60.7       46.4       79.8       68.8       56.2       42.7       69.0       57.9
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, March 26, 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  :   630,799:    22,281          0      9,889    598,629    620,910    630,799    630,799:         0          0
Old  :   630,799:    22,281          0      9,889    598,629    620,910    630,799    630,799:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    28,564:    11,891       -855     -1,057     17,730     30,476     28,564     28,564:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        0.0        1.6       94.9       98.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.5        0.0        1.6       94.9       98.4      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          2         23         29         27         31:
Old  :        35:         4          0          2         23         29         27         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  :                 52.4       52.0       76.7       70.6       44.5       47.9       61.8       62.8
Old  :                 52.4       52.0       76.7       70.6       44.5       47.9       61.8       62.8
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, March 26, 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  : 1,616,770:   285,089     53,589     44,539  1,287,142  1,518,642  1,616,770  1,616,770:         0          0
Old  : 1,616,770:   285,089     53,589     44,539  1,287,142  1,518,642  1,616,770  1,616,770:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    13,510:     2,867        137        -57     10,700     13,430     13,510     13,510:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        3.3        2.8       79.6       93.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      17.6        3.3        2.8       79.6       93.9      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  :        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  :                 37.2       46.3       58.5       62.8       34.0       39.3       50.3       53.1
Old  :                 37.2       46.3       58.5       62.8       34.0       39.3       50.3       53.1
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, March 26, 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  :    64,401:     1,763        615      4,185     58,453     59,601     64,401     64,401:         0          0
Old  :    64,401:     1,763        615      4,185     58,453     59,601     64,401     64,401:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :      -684:       -77       -275         47       -654       -456       -684       -684:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        1.0        6.5       90.8       92.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.7        1.0        6.5       90.8       92.5      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  :                 40.4       42.3       63.9       67.0       25.7       35.4       36.9       41.3
Old  :                 40.4       42.3       63.9       67.0       25.7       35.4       36.9       41.3
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, March 26, 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  :   404,916:    15,905        959     10,985    378,026    392,972    404,916    404,916:         0          0
Old  :   404,916:    15,905        959     10,985    378,026    392,972    404,916    404,916:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     4,811:    -1,577        312      3,513      2,875        986      4,811      4,811:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        0.2        2.7       93.4       97.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.9        0.2        2.7       93.4       97.1      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         20         21         23:
Old  :        28:         2          1          3         18         20         21         23:
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  :                 58.6       70.4       80.4       86.8       51.8       65.7       68.9       75.4
Old  :                 58.6       70.4       80.4       86.8       51.8       65.7       68.9       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 29, 2013