```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 03/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      168,070
COMMITMENTS
  28,146    2,608   18,358  120,519  146,371  167,023  167,337    1,047      733

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:      6,196)
     841    1,053      273    5,171    4,956    6,285    6,282      -89      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      1.6     10.9     71.7     87.1     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      14        7       17       51       54       71       72
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 03/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       64,618
COMMITMENTS
   1,859       30    1,127   61,632   63,461   64,618   64,618        0        0

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:      1,607)
     213       30       99    1,295    1,478    1,607    1,607        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      1.7     95.4     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        3       25       30       30       34
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 03/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      630,799
COMMITMENTS
  22,281        0    9,889  598,629  620,910  630,799  630,799        0        0

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:     28,564)
  11,891     -855   -1,057   17,730   30,476   28,564   28,564        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      1.6     94.9     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        2       23       29       27       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 03/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,616,770
COMMITMENTS
 285,089   53,589   44,539  1287142  1518642  1616770  1616770        0        0

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:     13,510)
   2,867      137      -57   10,700   13,430   13,510   13,510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      3.3      2.8     79.6     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        5        7       40       48       51       56
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 03/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,401
COMMITMENTS
   1,763      615    4,185   58,453   59,601   64,401   64,401        0        0

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:       -684)
     -77     -275       47     -654     -456     -684     -684        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.0      6.5     90.8     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        3       28       27       32       31
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 03/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      404,916
COMMITMENTS
  15,905      959   10,985  378,026  392,972  404,916  404,916        0        0

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:      4,811)
  -1,577      312    3,513    2,875      986    4,811    4,811        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.2      2.7     93.4     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       18       20       21       23
```

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Updated March 29, 2013