```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,953,891
COMMITMENTS
 1420608  113,462  1680036  2829713  4135438  5930357  5928936   23,534   24,955

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:    110,890)
  84,621   12,444   53,010  -19,585   54,116  118,046  119,570   -7,156   -8,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      1.9     28.2     47.5     69.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      54       20       62      142      136      213      201
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,489
COMMITMENTS
  36,598    3,165    7,134  261,044  305,333  304,776  315,632   17,713    6,857

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:      5,161)
   3,349   -1,396      602    1,862    7,495    5,813    6,701     -652   -1,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      1.0      2.2     80.9     94.7     94.5     97.9      5.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        3        5       37       38       46       43
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      171,445
COMMITMENTS
  17,716        0      762  149,669  167,368  168,147  168,130    3,298    3,315

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:      6,038)
   1,258        0     -321    5,554    6,993    6,491    6,672     -453     -634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      0.0      0.4     87.3     97.6     98.1     98.1      1.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        0        2       29       31       34       33
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      257,485
COMMITMENTS
  14,815    4,838    4,705  230,902  242,892  250,422  252,435    7,063    5,050

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:      6,054)
     116    1,273       50    6,152    6,311    6,318    7,634     -264   -1,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      1.9      1.8     89.7     94.3     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        3       32       31       37       36
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      808,823
COMMITMENTS
   2,055    2,238    8,296  787,833  795,065  798,184  805,599   10,639    3,224

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:      4,189)
     297    1,537     -706    4,831    2,542    4,422    3,373     -233      816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.3      1.0     97.4     98.3     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        2        6       52       40       58       46
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      217,050
COMMITMENTS
   5,676    3,956    2,234  201,506  202,736  209,416  208,926    7,634    8,124

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:     10,735)
  -2,490      736      896   14,104   11,178   12,510   12,810   -1,775   -2,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      1.8      1.0     92.8     93.4     96.5     96.3      3.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        2       25       29       29       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      219,221
COMMITMENTS
   5,266    5,234    2,611  206,015  207,816  213,892  215,661    5,329    3,560

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:      5,280)
  -2,166     -437      284    7,439    5,014    5,557    4,861     -277      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.4      1.2     94.0     94.8     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        3       31       35       34       40
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       99,155
COMMITMENTS
  13,704    3,218    3,464   77,762   84,883   94,930   91,565    4,225    7,590

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:      3,245)
   2,087       64      -69      857    3,091    2,875    3,086      370      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      3.2      3.5     78.4     85.6     95.7     92.3      4.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        2       20       23       23       27
```

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Updated March 29, 2013