```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,834,722
COMMITMENTS
 570,386  156,246  1480975  2762684  3182892  4814045  4820113   20,677   14,609

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    244,928)
   1,666 -101,045  163,755   76,178  179,313  241,599  242,023    3,329    2,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      3.2     30.6     57.1     65.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      48       26       62      137      133      206      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,681
COMMITMENTS
   6,213   15,329    6,031  268,452  269,959  280,696  291,319   12,985    2,362

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      3,682)
   1,594    2,188     -894    3,225    2,327    3,925    3,621     -243       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      5.2      2.1     91.4     91.9     95.6     99.2      4.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        5        6       38       40       45       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,977
COMMITMENTS
   4,583    4,689    4,104  153,320  151,925  162,007  160,718    1,970    3,259

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      8,180)
    -127      917      493    8,137    7,040    8,503    8,450     -323     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      2.9      2.5     93.5     92.7     98.8     98.0      1.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        5       35       34       41       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      262,503
COMMITMENTS
   2,438   11,621    2,797  253,283  243,506  258,518  257,924    3,985    4,579

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      4,364)
   1,406      472   -1,080    3,072    5,305    3,398    4,697      966     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.4      1.1     96.5     92.8     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        4        3       41       40       45       45
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      685,223
COMMITMENTS
   1,645    4,913   13,511  665,542  664,906  680,698  683,330    4,525    1,893

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -33,123)
    -124    1,792   -4,346  -29,613  -30,018  -34,083  -32,572      960     -551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.7      2.0     97.1     97.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        3        5       51       44       56       50
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,250
COMMITMENTS
   2,407        0    1,029  205,094  211,740  208,530  212,769    7,720    3,481

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      4,251)
   1,811      -74     -280    2,582    4,756    4,113    4,402      138     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.5     94.8     97.9     96.4     98.4      3.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        2       32       34       34       36
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      298,789
COMMITMENTS
  16,793       98    9,592  266,314  286,074  292,699  295,764    6,090    3,025

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     17,988)
   2,555     -699      726   14,476   18,150   17,757   18,177      231     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.0      3.2     89.1     95.7     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        1        3       41       47       44       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      132,043
COMMITMENTS
   5,703    1,674    7,898  114,957  115,986  128,558  125,558    3,485    6,485

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      3,479)
  -1,100      899      152    3,683    2,522    2,735    3,573      744      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      1.3      6.0     87.1     87.8     97.4     95.1      2.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        1        2       35       30       39       33
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      173,532
COMMITMENTS
  27,531      772   22,437  122,547  149,619  172,515  172,828    1,017      704

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      2,794)
    -175     -162      913    2,156    1,741    2,894    2,492     -100      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.4     12.9     70.6     86.2     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      18        4       13       54       53       75       67
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       60,540
COMMITMENTS
     363      202    1,792   58,385   58,546   60,540   60,540        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -4,550)
    -218      125      413   -4,697   -5,088   -4,502   -4,550      -48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.3      3.0     96.4     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        3       27       29       31       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      495,157
COMMITMENTS
   3,459   11,606    1,284  490,414  482,267  495,157  495,157        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -55,036)
  -2,888    1,279   -1,008  -51,140  -55,307  -55,036  -55,036        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.3      0.3     99.0     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       27       27       30       29
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,809,064
COMMITMENTS
 261,121   24,994   48,708  1488154  1734930  1797983  1808632   11,081      432

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     50,904)
  11,312    4,248  -14,808   43,319   61,032   39,823   50,472   11,081      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      1.4      2.7     82.3     95.9     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        4        6       40       44       48       51
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       76,079
COMMITMENTS
     194      205    3,692   72,193   72,161   76,079   76,058        0       21

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      2,125)
    -173       90       -7    2,381    2,096    2,201    2,179      -76      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.3      4.9     94.9     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        6       32       36       38       43
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      498,239
COMMITMENTS
   7,579        0    6,004  484,656  492,235  498,239  498,239        0        0

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      3,570)
    -330        0     -312    4,212    3,882    3,570    3,570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      1.2     97.3     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        2       25       23       27       25
```

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Updated October 5, 2012