```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,091,335
COMMITMENTS
 564,128  114,386  1634514  2884935  3334994  5083577  5083894    7,758    7,441

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      8,914)
 -19,986  -13,583   30,663     -923   -7,001    9,754   10,079     -840   -1,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      2.2     32.1     56.7     65.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      44       28       61      137      136      206      201
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      245,172
COMMITMENTS
   3,390    1,496    2,614  223,182  236,544  229,186  240,654   15,986    4,518

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -1,178)
     586      670     -100   -2,427   -3,505   -1,941   -2,935      763    1,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.6      1.1     91.0     96.5     93.5     98.2      6.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        4       33       37       38       42
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      129,065
COMMITMENTS
   1,476      693    3,007  122,361  120,926  126,844  124,626    2,221    4,439

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -3,009)
    -386      693     -111   -2,021   -4,454   -2,518   -3,872     -491      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.5      2.3     94.8     93.7     98.3     96.6      1.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        3       28       29       32       32
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,497
COMMITMENTS
   5,608    8,116    2,273  207,890  207,034  215,771  217,423    6,726    5,074

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      3,014)
      87    4,152     -783    2,749   -1,493    2,053    1,876      961    1,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      3.6      1.0     93.4     93.1     97.0     97.7      3.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       28       34       31       36
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      696,413
COMMITMENTS
   1,530      423   10,397  675,833  680,132  687,760  690,952    8,653    5,461

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      4,617)
    -166       45     -719    6,609    5,964    5,724    5,290   -1,107     -673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.1      1.5     97.0     97.7     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        2        5       52       44       57       49
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      200,377
COMMITMENTS
     880    1,801    1,999  190,291  187,220  193,170  191,020    7,207    9,357

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      3,813)
  -2,541    1,801    1,646    7,268   -1,770    6,373    1,677   -2,560    2,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.9      1.0     95.0     93.4     96.4     95.3      3.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        1       27       29       29       31
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      263,425
COMMITMENTS
   6,961    1,091    5,450  245,009  254,006  257,420  260,547    6,005    2,878

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     13,449)
    -368      298   -1,031   14,848   14,182   13,449   13,449        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.4      2.1     93.0     96.4     97.7     98.9      2.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        3       38       39       41       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       98,137
COMMITMENTS
   5,464      871    1,369   86,641   88,293   93,474   90,533    4,663    7,604

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:    -11,205)
    -626      400   -1,723   -8,840   -9,398  -11,189  -10,721      -16     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.9      1.4     88.3     90.0     95.2     92.3      4.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       24       27       26       29
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      161,140
COMMITMENTS
  24,196    1,348   19,946  115,774  139,467  159,916  160,761    1,224      379

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      3,153)
   1,575   -1,112   -1,014    2,742    5,299    3,303    3,173     -150      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      0.8     12.4     71.8     86.6     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15        2       12       53       49       70       62
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       61,081
COMMITMENTS
     173      321    2,051   58,857   58,709   61,081   61,081        0        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      2,206)
    -701      296      472    2,435    1,438    2,206    2,206        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.5      3.4     96.4     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        3       28       28       31       32
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      497,964
COMMITMENTS
       0    9,027    3,555  494,409  485,382  497,964  497,964        0        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     16,140)
       0   -1,265    2,257   13,883   15,148   16,140   16,140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.7     99.3     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        1       26       29       27       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,715,893
COMMITMENTS
 299,015   19,835   43,040  1373838  1653018  1715893  1715893        0        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:    -14,182)
  -7,356   -3,703      464   -7,290  -10,943  -14,182  -14,182        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      1.2      2.5     80.1     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        5        6       39       43       50       51
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       69,672
COMMITMENTS
     577       50    3,402   65,689   66,220   69,668   69,672        4        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -3,199)
     351      -81     -364   -3,186   -2,754   -3,199   -3,199        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.1      4.9     94.3     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        1       32       35       36       37
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 11/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      450,434
COMMITMENTS
  12,553        0        0  437,881  450,434  450,434  450,434        0        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -8,871)
   1,510        0   -1,255   -9,126   -7,616   -8,871   -8,871        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     97.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       19       22       21       22
```

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Updated November 16, 2012