```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,326,776
COMMITMENTS
 1050304  114,166  1572073  2675527  3611708  5297904  5297947   28,872   28,829

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:   -108,075)
  69,490   -2,449  -64,087 -117,912  -16,758 -112,509  -83,294    4,434  -24,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      2.1     29.5     50.2     67.8     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      46       21       54      137      132      201      191
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      309,529
COMMITMENTS
  10,202    1,399    8,320  271,356  291,186  289,878  300,905   19,651    8,624

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -10,608)
   3,717   -1,444   -2,038  -12,500   -5,213  -10,821   -8,695      213   -1,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.5      2.7     87.7     94.1     93.7     97.2      6.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        2        6       31       30       39       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      144,708
COMMITMENTS
  11,805        0    2,081  127,741  138,974  141,627  141,055    3,081    3,653

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -15,009)
  -1,246        0     -170  -13,987  -14,282  -15,403  -14,452      394     -557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      1.4     88.3     96.0     97.9     97.5      2.1      2.5

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 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      234,998
COMMITMENTS
  10,914   11,537    1,232  215,953  216,040  228,099  228,809    6,899    6,189

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -10,003)
     152    1,678      127  -11,270  -12,091  -10,991  -10,286      988      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      4.9      0.5     91.9     91.9     97.1     97.4      2.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        1       31       28       33       31
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      786,175
COMMITMENTS
   2,882        0   12,418  758,461  773,362  773,761  785,780   12,414      395

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -31,183)
    -195   -1,320      480  -32,994  -28,939  -32,709  -29,779    1,526   -1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      1.6     96.5     98.4     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        0        6       49       39       56       45
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      190,889
COMMITMENTS
   5,302    2,140    1,359  174,839  179,068  181,500  182,567    9,389    8,322

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -12,173)
   1,952      -85   -1,211  -12,333  -12,073  -11,592  -13,369     -581    1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.1      0.7     91.6     93.8     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       18       22       21       25
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      206,771
COMMITMENTS
   5,647    3,852    2,347  193,661  196,606  201,655  202,805    5,116    3,966

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -17,933)
     879   -1,523   -1,490  -18,962  -15,216  -19,573  -18,229    1,640      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.9      1.1     93.7     95.1     97.5     98.1      2.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        1        3       29       35       32       39
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       79,624
COMMITMENTS
   9,564        0    2,654   63,705   69,264   75,923   71,918    3,701    7,706

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:    -13,032)
   4,432   -2,637   -1,942  -15,533   -9,386  -13,043  -13,965       11      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      0.0      3.3     80.0     87.0     95.4     90.3      4.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       15       22       18       24
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Updated March 8, 2013