```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,843,001
COMMITMENTS
 1335987  101,018  1627026  2849298  4081322  5812311  5809366   30,690   33,635

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:    272,630)
 141,546  -10,657  -17,396  149,656  297,374  273,806  269,321   -1,176    3,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      1.7     27.8     48.8     69.8     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      51       19       58      140      136      208      197
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      317,328
COMMITMENTS
  33,249    4,561    6,532  259,182  297,838  298,963  308,931   18,365    8,397

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:      3,038)
   8,871    2,923   -2,260   -3,849    1,283    2,762    1,946      276    1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      1.4      2.1     81.7     93.9     94.2     97.4      5.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        3        7       33       33       42       40
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      165,407
COMMITMENTS
  16,458        0    1,083  144,115  160,375  161,656  161,458    3,751    3,949

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:      8,205)
   3,468        0   -1,101    5,140    9,116    7,507    8,015      698      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.0      0.7     87.1     97.0     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        2       28       29       33       31
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      251,431
COMMITMENTS
  14,699    3,565    4,655  224,750  236,581  244,104  244,801    7,327    6,630

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:      9,193)
   1,499  -10,777    3,373    5,505   15,046   10,377    7,642   -1,184    1,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      1.4      1.9     89.4     94.1     97.1     97.4      2.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        3       33       28       38       31
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      804,634
COMMITMENTS
   1,758      701    9,002  783,002  792,523  793,762  802,226   10,872    2,408

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:      5,509)
    -110     -636    1,241    2,259    3,394    3,390    3,999    2,119    1,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.1      1.1     97.3     98.5     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        1        6       52       40       58       46
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      206,315
COMMITMENTS
   8,166    3,220    1,338  187,402  191,558  196,906  196,116    9,409   10,199

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:     10,243)
   4,314     -115     -734    8,288   11,845   11,868   10,996   -1,625     -753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.6      0.6     90.8     92.8     95.4     95.1      4.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        2       23       26       27       29
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      213,941
COMMITMENTS
   7,432    5,671    2,327  198,576  202,802  208,335  210,800    5,606    3,141

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:      1,850)
   3,969     -387     -407   -1,532    6,417    2,030    5,623     -180   -3,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      2.7      1.1     92.8     94.8     97.4     98.5      2.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        4       27       35       31       40
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       95,910
COMMITMENTS
  11,617    3,154    3,533   76,905   81,792   92,055   88,479    3,855    7,431

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:      3,386)
  -7,241    1,322    2,285    9,840     -385    4,884    3,222   -1,498      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      3.3      3.7     80.2     85.3     96.0     92.3      4.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        2       17       22       20       26
```

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Updated March 22, 2013