```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,205,223
COMMITMENTS
 619,347  104,574  1631334  2935959  3451427  5186640  5187335   18,583   17,888

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:    235,524)
  45,071  -37,954  135,640   65,657  145,288  246,368  242,974  -10,844   -7,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      2.0     31.3     56.4     66.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      50       23       63      142      136      213      202
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      260,640
COMMITMENTS
   3,411    2,558    3,572  239,628  251,432  246,611  257,562   14,029    3,078

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -6,946)
     209   -6,939      161   -8,358      -74   -7,988   -6,852    1,042      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.0      1.4     91.9     96.5     94.6     98.8      5.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        5       34       36       39       43
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      155,509
COMMITMENTS
   2,739    3,330    4,194  146,376  145,379  153,309  152,903    2,200    2,606

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      4,629)
    -622     -180      933    4,442    3,602    4,753    4,355     -124      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.1      2.7     94.1     93.5     98.6     98.3      1.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        3       31       33       36       37
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,291
COMMITMENTS
   4,350    6,211    4,012  229,541  226,845  237,903  237,068    4,388    5,223

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:       -622)
   1,007       44      141   -1,557     -453     -409     -268     -213     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.6      1.7     94.7     93.6     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        2       29       33       33       36
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      697,383
COMMITMENTS
     829    3,869   14,946  676,526  677,410  692,301  696,225    5,082    1,158

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     16,419)
    -849    1,587    1,031   13,855   14,013   14,037   16,631    2,382     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.6      2.1     97.0     97.1     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       1        3        5       53       45       58       51
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      205,147
COMMITMENTS
   4,700        0      692  190,770  199,045  196,162  199,737    8,985    5,410

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      6,575)
   3,883        0     -364    2,811    4,564    6,330    4,200      245    2,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      0.3     93.0     97.0     95.6     97.4      4.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        1       26       29       27       30
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      265,850
COMMITMENTS
   9,425        0    7,106  243,455  255,405  259,986  262,511    5,864    3,339

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        980)
  -5,251      -94    1,490    4,501   -1,269      740      127      240      853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      2.7     91.6     96.1     97.8     98.7      2.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        0        3       38       40       41       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      121,115
COMMITMENTS
   9,870        0    2,467  105,397  112,184  117,734  114,651    3,381    6,464

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     11,189)
   4,010        0       96    6,825   11,481   10,931   11,577      258     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.0      2.0     87.0     92.6     97.2     94.7      2.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        2       24       27       26       29
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      169,930
COMMITMENTS
  27,347    1,081   23,065  117,980  145,076  168,392  169,222    1,538      708

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        195)
  -1,328        0       93    1,688     -133      453      -40     -258      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      0.6     13.6     69.4     85.4     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16        3       12       54       52       72       65
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,198
COMMITMENTS
     369      227    1,942   59,887   60,029   62,198   62,198        0        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      1,944)
    -118       -2      175    1,887    1,795    1,944    1,968        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.4      3.1     96.3     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       27       29       29       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      526,538
COMMITMENTS
   3,459    9,076    3,491  519,588  513,971  526,538  526,538        0        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     18,809)
    -321       23      321   18,809   18,465   18,809   18,809        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.7      0.7     98.7     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 FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,768,181
COMMITMENTS
 288,862   25,064   43,611  1435708  1699506  1768181  1768181        0        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     24,986)
  10,593    2,056   -4,342   18,750   27,272   25,001   24,986      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      1.4      2.5     81.2     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        4        6       37       41       48       48
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       70,001
COMMITMENTS
     394      104    3,247   66,335   66,650   69,976   70,001       25        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -7,940)
     125     -377     -346   -7,744   -7,194   -7,965   -7,917       25      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.1      4.6     94.8     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        2        3       30       36       35       41
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      451,198
COMMITMENTS
   7,956        0    5,970  437,272  445,228  451,198  451,198        0        0

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:    -49,626)
     329        0        0  -49,955  -49,626  -49,626  -49,626        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      1.3     96.9     98.7    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 June 29, 2007