```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 03/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      161,874
COMMITMENTS
  27,305    1,555   18,085  115,348  141,415  160,738  161,055    1,136      819

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:      4,104)
  -1,005      728    1,120    3,767    1,974    3,882    3,822      222      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      1.0     11.2     71.3     87.4     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15        7       18       52       54       73       73
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 03/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       63,011
COMMITMENTS
   1,646        0    1,028   60,337   61,983   63,011   63,011        0        0

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:        746)
      74        0        2      670      744      746      746        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      1.6     95.8     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        3       25       29       30       32
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 03/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      602,235
COMMITMENTS
  10,390      855   10,946  580,899  590,434  602,235  602,235        0        0

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:     16,208)
     311      855      185   15,712   15,168   16,208   16,208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.1      1.8     96.5     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       23       29       27       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 03/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,603,260
COMMITMENTS
 282,222   53,452   44,596  1276442  1505212  1603260  1603260        0        0

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:     44,133)
  10,614    6,916   -1,472   34,991   38,689   44,133   44,133        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 03/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       65,085
COMMITMENTS
   1,840      890    4,138   59,107   60,057   65,085   65,085        0        0

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:      2,090)
      -5      306      264    1,831    1,520    2,090    2,090        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.4      6.4     90.8     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        4       30       28       35       32
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 03/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      400,105
COMMITMENTS
  17,482      647    7,472  375,151  391,986  400,105  400,105        0        0

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:      5,407)
     622      647     -319    5,104    5,079    5,407    5,407        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.2      1.9     93.8     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       18       20       21       22
```

----

Updated March 22, 2013