```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,589,794
COMMITMENTS
 568,720  257,291  1317220  2686506  3003579  4572446  4578090   17,348   11,704

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     10,151)
  43,367   -2,789    8,855  -40,235    2,327   11,987    8,393   -1,836    1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      5.6     28.7     58.5     65.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      43       27       59      143      137      210      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      289,999
COMMITMENTS
   4,619   13,141    6,925  265,227  267,632  276,771  287,698   13,228    2,301

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      4,951)
  -1,101       51    1,592    4,386    3,283    4,877    4,926       74       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      4.5      2.4     91.5     92.3     95.4     99.2      4.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        4        6       37       38       44       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      155,797
COMMITMENTS
   4,710    3,772    3,611  145,183  144,885  153,504  152,268    2,293    3,529

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -1,615)
   1,885      466     -169   -2,921   -1,204   -1,205     -907     -410     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      2.4      2.3     93.2     93.0     98.5     97.7      1.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        5       31       32       37       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      258,139
COMMITMENTS
   1,032   11,149    3,877  250,211  238,201  255,120  253,227    3,019    4,912

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      7,706)
   1,032    1,395    1,914    7,239    6,569   10,185    9,878   -2,479   -2,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      4.3      1.5     96.9     92.3     98.8     98.1      1.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        4        4       40       40       44       46
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      718,346
COMMITMENTS
   1,769    3,121   17,857  695,155  694,924  714,781  715,902    3,565    2,444

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      3,109)
  -3,029     -640   -1,377    7,648    5,016    3,242    2,999     -133      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.4      2.5     96.8     96.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       2        4        6       56       46       63       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      211,999
COMMITMENTS
     596       74    1,309  202,512  206,984  204,417  208,367    7,582    3,632

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,337)
    -395       74      111     -235    1,367     -519    1,552    1,856     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.6     95.5     97.6     96.4     98.3      3.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        2       31       33       33       35
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      280,801
COMMITMENTS
  14,238      797    8,866  251,838  267,924  274,942  277,587    5,859    3,214

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:       -780)
  -6,667        5   -3,008    8,438    2,432   -1,237     -571      457     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.3      3.2     89.7     95.4     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        2        4       42       45       46       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      128,564
COMMITMENTS
   6,803      775    7,746  111,274  113,464  125,823  121,985    2,741    6,579

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -2,963)
  -4,183      775    3,365   -1,837   -6,315   -2,655   -2,175     -308     -788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.6      6.0     86.6     88.3     97.9     94.9      2.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        2       36       30       40       33
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      170,738
COMMITMENTS
  27,706      934   21,524  120,391  147,878  169,621  170,336    1,117      402

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        258)
   1,836     -564     -277     -988    1,434      571      593     -313     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      0.5     12.6     70.5     86.6     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      15        5       14       53       53       72       68
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       65,090
COMMITMENTS
     581       77    1,379   63,082   63,634   65,042   65,090       48        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,447)
     399      -34        8    1,141    1,550    1,548    1,524     -101      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.1      2.1     96.9     97.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       30       29       32       32
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      550,193
COMMITMENTS
   6,347   10,327    2,292  541,554  537,574  550,193  550,193        0        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     12,526)
   1,819    2,925    1,283    9,424    8,318   12,526   12,526        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.9      0.4     98.4     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        2       28       29       32       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,758,160
COMMITMENTS
 249,809   20,746   63,516  1444835  1673898  1758160  1758160        0        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     33,747)
  38,656    4,687   -2,641   -1,675   31,701   34,340   33,747     -593        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      1.2      3.6     82.2     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        4        6       40       44       48       51
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       73,954
COMMITMENTS
     367      115    3,699   69,812   70,065   73,878   73,879       76       75

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,580)
    -176      -77      -27    1,786    1,662    1,583    1,558       -3       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.2      5.0     94.4     94.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        1        4       33       35       38       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      494,669
COMMITMENTS
   7,909        0    6,316  480,444  488,353  494,669  494,669        0        0

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     14,733)
    -251        0    2,511   12,473   12,222   14,733   14,733        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      1.3     97.1     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        2       24       22       26       24
```

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Updated September 28, 2012