```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,363,922
COMMITMENTS
 661,666  116,361  1696940  2987374  3531620  5345980  5344921   17,942   19,001

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    158,699)
  42,319   11,787   65,606   51,415   80,193  159,340  157,586     -641    1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      2.2     31.6     55.7     65.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      46       27       69      141      135      215      207
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      271,166
COMMITMENTS
   7,415    3,524    2,165  245,371  260,732  254,951  266,421   16,215    4,745

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     10,526)
   4,004      966   -1,407    5,743    9,300    8,340    8,859    2,186    1,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.3      0.8     90.5     96.2     94.0     98.3      6.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        4       34       37       39       43
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      155,247
COMMITMENTS
   2,438    3,599    4,224  146,552  145,005  153,214  152,828    2,033    2,419

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:       -262)
    -301      269       30      176     -374      -95      -75     -167     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.3      2.7     94.4     93.4     98.7     98.4      1.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        3       33       34       39       37
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      244,347
COMMITMENTS
   3,830    9,025    3,250  232,346  228,151  239,426  240,426    4,921    3,921

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      2,056)
    -520    2,814     -762    2,805    1,306    1,523    3,358      533   -1,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      3.7      1.3     95.1     93.4     98.0     98.4      2.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        2       31       37       34       40
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      706,245
COMMITMENTS
       0    3,699   14,621  683,508  684,404  698,129  702,724    8,116    3,521

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      8,862)
    -829     -170     -325    6,982    6,994    5,828    6,499    3,034    2,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      2.1     96.8     96.9     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       0        3        5       51       45       56       50
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      204,038
COMMITMENTS
   4,443        0    1,672  188,662  196,799  194,777  198,471    9,261    5,567

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -1,109)
    -257        0      980   -2,108   -2,246   -1,385   -1,266      276      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.8     92.5     96.5     95.5     97.3      4.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        1       29       31       30       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      276,702
COMMITMENTS
   6,490       59    8,029  255,681  264,929  270,200  273,017    6,502    3,685

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     10,852)
  -2,935       59      923   12,226    9,524   10,214   10,506      638      346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      2.9     92.4     95.7     97.7     98.7      2.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        1        3       37       41       40       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      122,521
COMMITMENTS
   5,715        0    3,724  109,671  113,549  119,110  117,273    3,411    5,248

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,406)
  -4,155        0    1,257    4,274    1,365    1,376    2,622       30   -1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.0      3.0     89.5     92.7     97.2     95.7      2.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        1       27       29       28       30
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      168,333
COMMITMENTS
  27,031    1,082   23,220  116,762  143,492  167,013  167,794    1,320      539

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -1,597)
    -316        1      155   -1,218   -1,584   -1,379   -1,428     -218     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      0.6     13.8     69.4     85.2     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15        3       12       54       52       71       65
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       61,729
COMMITMENTS
     928       50    1,413   59,388   60,266   61,729   61,729        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:       -469)
     559     -177     -529     -499      237     -469     -469        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.1      2.3     96.2     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       26       29       28       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      519,741
COMMITMENTS
   2,496    8,743    4,168  513,077  506,830  519,741  519,741        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -6,797)
    -963     -333      677   -6,511   -7,141   -6,797   -6,797        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.7      0.8     98.7     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       27       27       29       30
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,788,623
COMMITMENTS
 292,543   20,704   45,484  1450596  1722435  1788623  1788623        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     20,442)
   3,681   -4,360    1,873   14,888   22,929   20,442   20,442        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      1.2      2.5     81.1     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        4        6       37       44       48       51
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       71,026
COMMITMENTS
     331      104    3,377   67,291   67,545   70,999   71,026       27        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,025)
     -63        0      130      956      895    1,023    1,025        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.1      4.8     94.7     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        2       32       36       36       40
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      452,504
COMMITMENTS
   6,649        0    5,970  439,885  446,534  452,504  452,504        0        0

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,306)
  -1,307        0        0    2,613    1,306    1,306    1,306        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      1.3     97.2     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 October 26, 2012