```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,767,309
COMMITMENTS
 667,012   99,925  1478416  2601687  3164500  4747115  4742841   20,194   24,468

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:   -207,191)
  34,228  -36,851  -76,874 -159,767  -88,139 -202,413 -201,864   -4,778   -5,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      2.1     31.0     54.6     66.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      40       24       56      136      132      200      190
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,024
COMMITMENTS
   2,675      173    5,137  221,874  232,709  229,686  238,019   16,338    8,005

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      6,516)
   1,017   -1,172      -66    4,037    9,789    4,988    8,551    1,528   -2,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.1      2.1     90.2     94.6     93.4     96.7      6.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        4       32       32       37       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      157,999
COMMITMENTS
   6,717        0    3,021  145,146  151,547  154,884  154,568    3,115    3,431

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      5,919)
   1,167        0      -10    5,608    6,211    6,765    6,201     -846     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      1.9     91.9     95.9     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        2       28       32       31       34
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      220,589
COMMITMENTS
   8,030   11,151    1,383  202,969  202,908  212,382  215,442    8,207    5,147

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      3,861)
     856     -413       44    3,178    4,264    4,078    3,895     -217      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      5.1      0.6     92.0     92.0     96.3     97.7      3.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        3       30       33       34       36
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      711,912
COMMITMENTS
   4,512      671   10,350  686,749  697,696  701,611  708,717   10,301    3,195

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     10,751)
     763        0      257    9,544   10,493   10,564   10,750      187        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.1      1.5     96.5     98.0     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        1        6       51       44       58       50
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      199,113
COMMITMENTS
   4,240    1,712    1,668  183,722  188,782  189,630  192,162    9,483    6,951

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,582)
     170   -1,122      293    1,240    2,544    1,703    1,715     -121     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.9      0.8     92.3     94.8     95.2     96.5      4.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        1       27       30       30       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      234,262
COMMITMENTS
   7,539      939    5,282  215,097  225,622  227,918  231,843    6,344    2,419

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        261)
    -377      -66      -11      408      183       20      106      241      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.4      2.3     91.8     96.3     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        2        4       32       42       36       46
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       83,971
COMMITMENTS
   6,506        0    1,698   72,068   73,554   80,272   75,252    3,699    8,719

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        235)
    -476        0      699      -53     -619      170       80       65      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.0      2.0     85.8     87.6     95.6     89.6      4.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        2       23       24       25       26
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      167,105
COMMITMENTS
  27,133    1,734   18,623  120,775  146,364  166,531  166,721      574      384

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        -14)
   1,514       95     -827     -344      762      343       30     -357      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      1.0     11.1     72.3     87.6     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18        6       16       55       48       78       66
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,187
COMMITMENTS
     308      985    1,362   60,493   59,640   62,163   61,987       24      200

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -345)
       0     -175       -2      -31      152      -33      -25     -312     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.6      2.2     97.3     95.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        3       27       28       31       31
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      564,875
COMMITMENTS
   3,918   15,042    2,512  556,381  547,321  562,811  564,875    2,064        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -163)
   1,518     -249     -864   -2,881      950   -2,227     -163    2,064        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.7      0.4     98.5     96.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       26       29       29       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,674,564
COMMITMENTS
 300,427   62,731   38,866  1335271  1572967  1674564  1674564        0        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      8,574)
   8,960    5,927   -1,960    1,574    4,607    8,574    8,574        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      3.7      2.3     79.7     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        4        7       42       45       53       52
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       65,619
COMMITMENTS
     634      334    3,324   61,661   61,937   65,619   65,595        0       24

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -242)
    -410        0      179      171     -213      -60      -34     -182     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.5      5.1     94.0     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        2       35       32       37       36
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      427,239
COMMITMENTS
  14,036        0    2,564  410,639  424,675  427,239  427,239        0        0

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        657)
       0        0        0      657      657      657      657        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.6     96.1     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       20       19       22       21
```

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Updated January 4, 2013