```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,140,707
COMMITMENTS
 626,643  114,482  1610311  2887813  3399435  5124767  5124228   15,940   16,479

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:   -223,215)
 -35,023   -1,879  -86,629  -99,561 -132,185 -221,213 -220,693   -2,002   -2,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      2.2     31.3     56.2     66.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      44       27       61      137      135      205      202
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,338
COMMITMENTS
   6,405    3,321    2,569  248,181  262,473  257,155  268,363   15,183    3,975

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,172)
  -1,010     -203      404    2,810    1,741    2,204    1,942   -1,032     -770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.2      0.9     91.1     96.4     94.4     98.5      5.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        4        6       35       38       41       46
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,452
COMMITMENTS
   4,035    3,561    3,902  143,240  143,442  151,177  150,905    2,275    2,547

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,795)
   1,597      -38     -322   -3,312   -1,563   -2,037   -1,923      242      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.3      2.5     93.3     93.5     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        3       34       34       41       37
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      241,812
COMMITMENTS
   7,753    5,907    3,348  225,177  228,362  236,278  237,617    5,534    4,195

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -2,535)
   3,923   -3,118       98   -7,169      211   -3,148   -2,809      613      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      2.4      1.4     93.1     94.4     97.7     98.3      2.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        1       31       36       35       38
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      720,137
COMMITMENTS
       0    3,368   14,405  697,557  698,047  711,962  715,820    8,175    4,317

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     13,892)
       0     -331     -216   14,049   13,643   13,833   13,096       59      796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      2.0     96.9     96.9     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       0        3        5       54       45       59       50
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      209,148
COMMITMENTS
   5,487        0      722  195,456  202,614  201,665  203,336    7,483    5,812

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      5,110)
   1,044        0     -950    6,794    5,815    6,888    4,865   -1,778      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.3     93.5     96.9     96.4     97.2      3.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        1       32       33       33       34
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      278,806
COMMITMENTS
   6,010        0    7,712  258,402  267,687  272,124  275,399    6,682    3,407

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      2,104)
    -480      -59     -317    2,721    2,758    1,924    2,382      180     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      2.8     92.7     96.0     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        0        3       40       42       43       45
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      122,050
COMMITMENTS
   5,532        0    3,572  109,625  111,620  118,729  115,192    3,321    6,858

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -471)
    -183        0     -152      -46   -1,929     -381   -2,081      -90    1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      2.9     89.8     91.5     97.3     94.4      2.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        1       29       29       30       30
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      168,209
COMMITMENTS
  24,294    1,041   23,465  119,277  143,039  167,036  167,545    1,173      664

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -124)
  -2,737      -41      245    2,515     -453       23     -249     -147      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      0.6     13.9     70.9     85.0     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15        2       12       55       53       72       66
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       63,212
COMMITMENTS
     295       25    1,972   60,945   61,215   63,212   63,212        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,483)
    -633      -25      559    1,557      949    1,483    1,483        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      3.1     96.4     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       27       30       29       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      525,371
COMMITMENTS
   2,496    9,984    3,225  519,650  512,162  525,371  525,371        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      5,630)
       0    1,241     -943    6,573    5,332    5,630    5,630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.9      0.6     98.9     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       27       29       29       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,772,302
COMMITMENTS
 287,503   23,104   43,154  1441260  1706044  1771917  1772302      385        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -16,321)
  -5,040    2,400   -2,330   -9,336  -16,391  -16,706  -16,321      385        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      1.3      2.4     81.3     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        4        6       38       44       49       51
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       72,035
COMMITMENTS
     764      131    3,329   67,938   68,575   72,031   72,035        4        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,009)
     433       27      -48      647    1,030    1,032    1,009      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.2      4.6     94.3     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        2       32       35       36       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      457,320
COMMITMENTS
   7,271        0    5,027  445,022  452,293  457,320  457,320        0        0

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      4,816)
     622        0     -943    5,137    5,759    4,816    4,816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      1.1     97.3     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       22       23       25       25
```

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Updated November 2, 2012