```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,415,532
COMMITMENTS
 1429472   76,617  2021855  2937018  4290120  6388345  6388592   27,187   26,940

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:    250,568)
  53,550    1,264  136,697   54,966  107,590  245,213  245,551    5,355    5,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      1.2     31.5     45.8     66.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      56       16       64      145      140      218      206
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      286,759
COMMITMENTS
  42,476        0    6,056  219,048  271,757  267,580  277,813   19,179    8,946

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      5,844)
   1,733   -1,381    1,564    1,853    5,246    5,150    5,429      694      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      0.0      2.1     76.4     94.8     93.3     96.9      6.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10        0        7       31       29       41       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,822
COMMITMENTS
   5,150        0    3,702  174,428  180,947  183,280  184,649    3,542    2,173

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      6,609)
  -1,584        0    2,353    5,384    4,651    6,153    7,004      456     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      2.0     93.4     96.9     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        3       34       30       38       33
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,061
COMMITMENTS
  17,929    2,279    5,074  209,699  227,487  232,702  234,840    7,359    5,221

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      4,192)
     -87     -842    1,750    3,015    3,930    4,678    4,838     -486     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.9      2.1     87.4     94.8     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        5       26       29       33       34
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      781,119
COMMITMENTS
   5,865    3,083    6,181  757,291  768,160  769,337  777,424   11,782    3,695

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:     17,376)
  -2,223    1,073     -388   19,648   16,229   17,037   16,914      339      462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.4      0.8     96.9     98.3     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        1        6       48       36       54       42
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,954
COMMITMENTS
   6,874    4,804    2,697  209,628  209,640  219,199  217,141    7,755    9,813

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:     10,106)
  -1,897      600    1,052   10,654    8,593    9,809   10,245      297     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      2.1      1.2     92.4     92.4     96.6     95.7      3.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        2       22       27       26       31
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,354
COMMITMENTS
   6,229    6,090    4,770  206,531  207,829  217,530  218,689    4,824    3,665

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      9,743)
   1,094      211    1,257    7,197    8,033    9,548    9,501      195      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.7      2.1     92.9     93.5     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        3        4       30       36       34       41
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      104,663
COMMITMENTS
  10,893    2,715    4,638   85,878   88,801  101,409   96,154    3,254    8,509

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      3,033)
  -2,134      -31      590    5,182    3,460    3,638    4,019     -605     -986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      2.6      4.4     82.1     84.8     96.9     91.9      3.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        3       18       21       22       26
```

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Updated April 19, 2013