```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,977,067
COMMITMENTS
 659,479  130,161  1603036  2700987  3226748  4963502  4959945   13,565   17,122

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:     33,396)
 -61,348   17,338   42,265   52,250  -28,915   33,167   30,688      229    2,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      2.6     32.2     54.3     64.8     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      42       25       55      138      135      202      195
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,696
COMMITMENTS
   3,730    2,959    3,443  214,841  223,770  222,014  230,172   14,682    6,524

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:    -13,430)
    -654      134      105  -10,242  -15,090  -10,791  -14,851   -2,639    1,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.3      1.5     90.8     94.5     93.8     97.2      6.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        3       32       33       36       38
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      150,935
COMMITMENTS
   5,915        0    2,736  138,782  145,440  147,433  148,176    3,502    2,759

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:      2,697)
   2,759        0     -530    1,870    5,477    4,099    4,947   -1,402   -2,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      1.8     91.9     96.4     97.7     98.2      2.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        1       27       32       30       33
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      211,425
COMMITMENTS
   5,784   11,622      733  196,793  193,353  203,310  205,708    8,115    5,717

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:    -14,077)
    -220     -640      151  -13,967  -12,735  -14,036  -13,224      -41     -853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.5      0.3     93.1     91.5     96.2     97.3      3.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       28       33       32       36
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      711,887
COMMITMENTS
   2,723      862    9,912  688,727  696,529  701,362  707,303   10,525    4,584

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:     12,532)
   1,159      808      281    7,931   11,221    9,371   12,310    3,161      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.1      1.4     96.7     97.8     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        2        5       51       41       57       47
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      183,744
COMMITMENTS
   4,753    3,562    2,090  168,795  171,128  175,638  176,780    8,106    6,964

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:    -14,166)
    -912    1,244     -156  -12,638  -16,078  -13,706  -14,990     -460      824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      1.9      1.1     91.9     93.1     95.6     96.2      4.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        2       25       27       29       30
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      232,127
COMMITMENTS
   3,696      452    8,249  214,420  220,622  226,365  229,323    5,762    2,804

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:    -23,291)
  -6,226     -732    3,810  -20,559  -23,670  -22,975  -20,592     -316   -2,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.2      3.6     92.4     95.0     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        4       31       40       35       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       79,032
COMMITMENTS
   5,754       70    1,692   67,328   71,346   74,774   73,108    4,258    5,924

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:    -18,012)
   2,389   -1,633   -1,769  -19,670  -13,685  -19,050  -17,087    1,038     -925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.1      2.1     85.2     90.3     94.6     92.5      5.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       19       22       21       24
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      158,869
COMMITMENTS
  24,530    1,717   18,195  115,026  138,567  157,751  158,479    1,118      390

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:     -6,916)
    -826     -976   -1,341   -4,874   -4,588   -7,041   -6,905      125      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      1.1     11.5     72.4     87.2     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19        2       15       53       48       74       64
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       61,734
COMMITMENTS
     308    1,365    1,108   60,294   59,261   61,710   61,734       24        0

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:        -91)
      52      413     -665      498      161     -115      -91       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.2      1.8     97.7     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       27       28       30       30
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      534,323
COMMITMENTS
     984   13,098    1,560  531,779  519,665  534,323  534,323        0        0

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:     27,110)
     984    3,248   -1,016   27,142   24,878   27,110   27,110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.5      0.3     99.5     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       24       29       27       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,652,364
COMMITMENTS
 281,883   44,062   40,665  1329816  1567637  1652364  1652364        0        0

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:    -43,628)
  -1,187   -1,484   -7,392  -35,049  -34,752  -43,628  -43,628        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      2.7      2.5     80.5     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        4        7       43       41       54       48
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       65,713
COMMITMENTS
     134      508    3,618   61,961   61,587   65,713   65,713        0        0

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:     -6,157)
     -45      124      103   -6,215   -6,384   -6,157   -6,157        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.8      5.5     94.3     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        2       35       32       37       36
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      435,167
COMMITMENTS
  15,923        0      981  418,263  434,186  435,167  435,167        0        0

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:    -25,384)
  -2,883        0        0  -22,501  -25,384  -25,384  -25,384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.2     96.1     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       20       19       22       20
```

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Updated December 14, 2012