```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,969,699
COMMITMENTS
 574,276  142,528  1495694  2870302  3306139  4940272  4944361   29,427   25,338

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    134,977)
   3,890  -13,718   14,719  107,618  123,247  126,227  124,248    8,750   10,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      2.9     30.1     57.8     66.5     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      50       24       62      139      135      210      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      267,586
COMMITMENTS
   3,202    9,497    3,411  247,986  251,506  254,599  264,414   12,987    3,172

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -26,095)
  -3,011   -5,832   -2,620  -20,466  -18,453  -26,097  -26,905        2      810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.5      1.3     92.7     94.0     95.1     98.8      4.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        5        4       35       35       39       42
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      150,880
COMMITMENTS
   3,361    3,510    3,261  141,934  141,777  148,556  148,548    2,324    2,332

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -13,097)
  -1,222   -1,179     -843  -11,386  -10,148  -13,451  -12,170      354     -927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      2.3      2.2     94.1     94.0     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        3       32       33       37       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,913
COMMITMENTS
   3,343    6,167    3,871  231,098  227,298  238,312  237,336    4,601    5,577

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -19,590)
     905   -5,454    1,074  -22,185  -16,208  -20,206  -20,588      616      998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      2.5      1.6     95.1     93.6     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        1       30       33       33       35
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      680,964
COMMITMENTS
   1,678    2,282   13,915  662,671  663,397  678,264  679,594    2,700    1,370

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     -4,259)
      33   -2,631      404   -2,871   -1,509   -2,434   -3,736   -1,825     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.3      2.0     97.3     97.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2        2        5       53       44       58       50
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      198,572
COMMITMENTS
     817        0    1,056  187,959  194,481  189,832  195,537    8,740    3,035

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -17,678)
  -1,590        0       27  -17,135  -17,259  -18,698  -17,232    1,020     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.5     94.7     97.9     95.6     98.5      4.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        1       27       30       28       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      264,870
COMMITMENTS
  14,676       94    5,616  238,954  256,674  259,246  262,384    5,624    2,486

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -33,919)
  -2,117       -4   -3,976  -27,360  -29,400  -33,453  -33,380     -466     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.0      2.1     90.2     96.9     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        1        3       38       40       41       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      109,926
COMMITMENTS
   5,860        0    2,371   98,572  100,703  106,803  103,074    3,123    6,852

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -22,117)
     157   -1,674   -5,527  -16,385  -15,283  -21,755  -22,484     -362      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.0      2.2     89.7     91.6     97.2     93.8      2.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        1       25       26       27       27
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      169,735
COMMITMENTS
  28,675    1,081   22,972  116,292  145,209  167,939  169,262    1,796      473

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     -3,797)
   1,144      309      535   -6,255   -4,410   -4,576   -3,566      779     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      0.6     13.5     68.5     85.6     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      17        3       12       54       50       73       63
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       60,254
COMMITMENTS
     487      229    1,767   58,000   58,234   60,254   60,230        0       24

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:       -286)
     124       27      -25     -385     -312     -286     -310        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.4      2.9     96.3     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        3       26       29       30       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      507,729
COMMITMENTS
   3,780    9,053    3,170  500,779  495,506  507,729  507,729        0        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     12,572)
     321   -2,553    1,886   10,365   13,239   12,572   12,572        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.8      0.6     98.6     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        2       27       27       30       30
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,743,195
COMMITMENTS
 278,269   23,008   47,953  1416958  1672234  1743180  1743195       15        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -65,869)
  17,148   -1,986     -755  -71,196  -62,696  -54,803  -65,437  -11,066     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      1.3      2.8     81.3     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        3        6       37       42       46       49
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       77,941
COMMITMENTS
     269      481    3,593   74,079   73,844   77,941   77,918        0       23

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      1,862)
      75      276      -99    1,886    1,683    1,862    1,860        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.6      4.6     95.0     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        5       32       36       38       42
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 10/09/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      500,824
COMMITMENTS
   7,627        0    5,970  487,227  494,854  500,824  500,824        0        0

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:      2,585)
      48        0      -34    2,571    2,619    2,585    2,585        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:       36)
       3        0        2       25       23       28       25
```

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Updated October 12, 2012