```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,974,546
COMMITMENTS
 621,697  175,458  1560102  2775567  3218113  4957366  4953673   17,180   20,873

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -2,521)
 -37,782   45,297  -42,934   74,580   -8,635   -6,136   -6,272    3,615    3,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      3.5     31.4     55.8     64.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      39       32       60      142      138      210      203
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,273
COMMITMENTS
   3,664        0    4,727  218,752  226,611  227,143  231,338   15,130   10,935

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      5,577)
     -66   -2,959    1,284    3,911    2,841    5,129    1,166      448    4,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      2.0     90.3     93.5     93.8     95.5      6.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        0        3       33       33       38       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      155,560
COMMITMENTS
   5,325        0    3,743  143,147  148,877  152,215  152,620    3,345    2,940

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      4,625)
    -590        0    1,007    4,365    3,437    4,782    4,444     -157      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      2.4     92.0     95.7     97.8     98.1      2.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        3       28       31       32       34
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,956
COMMITMENTS
   6,404   10,747    1,783  198,897  198,779  207,084  211,309    7,872    3,647

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      3,531)
     620     -875    1,050    2,104    5,426    3,774    5,601     -243   -2,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      5.0      0.8     92.5     92.5     96.3     98.3      3.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        3       29       34       33       39
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      691,503
COMMITMENTS
   3,015    1,002   10,218  667,975  677,060  681,208  688,280   10,295    3,223

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -20,384)
     292      140      306  -20,752  -19,469  -20,154  -19,023     -230   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.1      1.5     96.6     97.9     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        2        6       51       44       58       50
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      192,581
COMMITMENTS
   4,070    3,754      929  178,124  180,522  183,123  185,205    9,458    7,376

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      8,837)
    -683      192   -1,161    9,329    9,394    7,485    8,425    1,352      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.9      0.5     92.5     93.7     95.1     96.2      4.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        1       25       28       29       30
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      232,817
COMMITMENTS
   7,236    1,005    5,657  214,131  223,351  227,024  230,013    5,793    2,804

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        690)
   3,540      553   -2,592     -289    2,729      659      690       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.4      2.4     92.0     95.9     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        4       31       39       35       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       80,798
COMMITMENTS
   5,813        0    1,319   68,104   71,206   75,236   72,525    5,562    8,273

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,766)
      59      -70     -373      776     -140      462     -583    1,304    2,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      1.6     84.3     88.1     93.1     89.8      6.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       19       21       21       22
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      163,735
COMMITMENTS
  25,887    1,033   18,424  118,252  143,894  162,563  163,351    1,172      384

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      4,866)
   1,357     -684      229    3,226    5,327    4,812    4,872       54       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      0.6     11.3     72.2     87.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18        5       18       54       49       77       68
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,937
COMMITMENTS
     360    1,286    1,186   61,367   60,465   62,913   62,937       24        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,203)
      52      -79       78    1,073    1,204    1,203    1,203        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.0      1.9     97.5     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       27       27       31       29
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      556,758
COMMITMENTS
   2,296   15,050    2,512  551,950  539,196  556,758  556,758        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     22,435)
   1,312    1,952      952   20,171   19,531   22,435   22,435        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.7      0.5     99.1     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        2       25       28       28       30
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,670,594
COMMITMENTS
 286,863   54,924   38,410  1340641  1577260  1665914  1670594    4,680        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     18,230)
   4,980   10,862   -2,255   10,825    9,623   13,550   18,230    4,680        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      3.3      2.3     80.2     94.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        4        7       43       44       54       51
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,636
COMMITMENTS
     987      334    3,351   60,298   60,927   64,636   64,612        0       24

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -1,077)
     853     -174     -267   -1,663     -660   -1,077   -1,101        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.5      5.2     93.3     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        2       35       31       37       35
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      423,424
COMMITMENTS
  15,914        0    1,606  405,904  421,818  423,424  423,424        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -11,743)
      -9        0      625  -12,359  -12,368  -11,743  -11,743        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      0.4     95.9     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       20       18       22       19
```

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Updated December 21, 2012