```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,212,169
COMMITMENTS
 663,955  107,210  1590410  2948042  3504578  5202407  5202198    9,762    9,971

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:    120,834)
  99,827   -7,176  -44,104   63,107  169,584  118,830  118,304    2,004    2,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      2.1     30.5     56.6     67.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      49       23       64      140      136      214      202
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,077
COMMITMENTS
   2,507      886    3,722  224,263  236,852  230,492  241,460   15,585    4,617

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        905)
    -883     -610    1,108    1,081      308    1,306      806     -401       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.4      1.5     91.1     96.3     93.7     98.1      6.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        2       32       38       37       41
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      142,998
COMMITMENTS
   1,423      523    3,364  136,488  136,043  141,275  139,930    1,723    3,068

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     13,933)
     -53     -170      357   14,127   15,117   14,431   15,304     -498   -1,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.4      2.4     95.4     95.1     98.8     97.9      1.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        3       30       31       34       34
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,755
COMMITMENTS
   5,819   13,871      664  212,827  206,458  219,310  220,993    7,445    5,762

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      4,258)
     211    5,755   -1,609    4,937     -576    3,539    3,570      719      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      6.1      0.3     93.9     91.0     96.7     97.5      3.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       28       34       31       36
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      707,763
COMMITMENTS
   1,949       22   11,382  686,794  692,493  700,125  703,897    7,638    3,866

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     11,350)
     419     -401      985   10,961   12,361   12,365   12,945   -1,015   -1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      1.6     97.0     97.8     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        1        5       52       44       57       49
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,097
COMMITMENTS
   3,299    3,477    1,602  189,908  186,806  194,809  191,885    6,288    9,212

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        720)
   2,419    1,676     -397     -383     -414    1,639      865     -919     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.7      0.8     94.4     92.9     96.9     95.4      3.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        1       28       29       32       31
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      259,592
COMMITMENTS
   6,937    1,031    5,301  240,677  250,289  252,915  256,621    6,677    2,971

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -3,833)
     -24      -60     -149   -4,332   -3,717   -4,505   -3,926      672       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.4      2.0     92.7     96.4     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        2        3       35       39       38       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      101,472
COMMITMENTS
     864    1,982    4,387   92,648   88,967   97,899   95,336    3,573    6,136

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      3,335)
  -4,600    1,111    3,018    6,007      674    4,425    4,803   -1,090   -1,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.0      4.3     91.3     87.7     96.5     94.0      3.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       27       28       29       30
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      164,272
COMMITMENTS
  25,520    1,567   20,278  117,132  142,050  162,930  163,895    1,342      377

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      3,132)
   1,324      219      332    1,358    2,583    3,014    3,134      118       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      1.0     12.3     71.3     86.5     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      16        3       12       53       49       72       62
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       63,110
COMMITMENTS
     152      548    2,104   60,854   60,458   63,110   63,110        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      2,029)
     -21      227       53    1,997    1,749    2,029    2,029        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.9      3.3     96.4     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        3       28       29       31       34
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      516,839
COMMITMENTS
     360    7,018    4,860  511,619  504,961  516,839  516,839        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     18,875)
     360   -2,009    1,305   17,210   19,579   18,875   18,875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.4      0.9     99.0     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       25       29       27       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,735,220
COMMITMENTS
 307,823   21,425   40,713  1386260  1673082  1734796  1735220      424        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     19,327)
   8,808    1,590   -2,327   12,422   20,064   18,903   19,327      424        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      1.2      2.3     79.9     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        5        7       41       44       52       52
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       70,782
COMMITMENTS
     232      122    3,588   66,937   67,072   70,757   70,782       25        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,110)
    -345       72      186    1,248      852    1,089    1,110       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.2      5.1     94.6     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        2       32       34       37       37
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      455,581
COMMITMENTS
  15,103        0        0  440,478  455,581  455,581  455,581        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      5,147)
   2,550        0        0    2,597    5,147    5,147    5,147        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.0     96.7    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 26, 2012