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NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                      Code-023391
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  : 4,977,067:   659,479    130,161  1,603,036  2,700,987  3,226,748  4,963,502  4,959,945:    13,565     17,122
Old  : 4,977,067:   659,479    130,161  1,603,036  2,700,987  3,226,748  4,963,502  4,959,945:    13,565     17,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :    33,396:   -61,348     17,338     42,265     52,250    -28,915     33,167     30,688:       229      2,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        2.6       32.2       54.3       64.8       99.7       99.7:       0.3        0.3
Old  :     100.0:      13.3        2.6       32.2       54.3       64.8       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        42         25         55        138        135        202        195:
Old  :       219:        42         25         55        138        135        202        195:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       22.8       40.6       39.9       15.5       19.2       22.4       27.5
Old  :                 23.6       22.8       40.6       39.9       15.5       19.2       22.4       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                         Code-023393
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   236,696:     3,730      2,959      3,443    214,841    223,770    222,014    230,172:    14,682      6,524
Old  :   236,696:     3,730      2,959      3,443    214,841    223,770    222,014    230,172:    14,682      6,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :   -13,430:      -654        134        105    -10,242    -15,090    -10,791    -14,851:    -2,639      1,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        1.3        1.5       90.8       94.5       93.8       97.2:       6.2        2.8
Old  :     100.0:       1.6        1.3        1.5       90.8       94.5       93.8       97.2:       6.2        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         4          2          3         32         33         36         38:
Old  :        43:         4          2          3         32         33         36         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       60.6       63.3       73.7       39.2       49.6       51.9       59.5
Old  :                 43.5       60.6       63.3       73.7       39.2       49.6       51.9       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                        Code-023394
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   150,935:     5,915          0      2,736    138,782    145,440    147,433    148,176:     3,502      2,759
Old  :   150,935:     5,915          0      2,736    138,782    145,440    147,433    148,176:     3,502      2,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :     2,697:     2,759          0       -530      1,870      5,477      4,099      4,947:    -1,402     -2,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        0.0        1.8       91.9       96.4       97.7       98.2:       2.3        1.8
Old  :     100.0:       3.9        0.0        1.8       91.9       96.4       97.7       98.2:       2.3        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          0          1         27         32         30         33:
Old  :        36:         3          0          1         27         32         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       48.9       76.9       68.9       49.0       47.1       61.8       56.2
Old  :                 55.6       48.9       76.9       68.9       49.0       47.1       61.8       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                          Code-023395
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   211,425:     5,784     11,622        733    196,793    193,353    203,310    205,708:     8,115      5,717
Old  :   211,425:     5,784     11,622        733    196,793    193,353    203,310    205,708:     8,115      5,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :   -14,077:      -220       -640        151    -13,967    -12,735    -14,036    -13,224:       -41       -853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        5.5        0.3       93.1       91.5       96.2       97.3:       3.8        2.7
Old  :     100.0:       2.7        5.5        0.3       93.1       91.5       96.2       97.3:       3.8        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          2          2         28         33         32         36:
Old  :        40:         3          2          2         28         33         32         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       40.5       75.4       62.2       53.5       31.0       64.8       51.0
Old  :                 57.1       40.5       75.4       62.2       53.5       31.0       64.8       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023396
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   711,887:     2,723        862      9,912    688,727    696,529    701,362    707,303:    10,525      4,584
Old  :   711,887:     2,723        862      9,912    688,727    696,529    701,362    707,303:    10,525      4,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :    12,532:     1,159        808        281      7,931     11,221      9,371     12,310:     3,161        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.1        1.4       96.7       97.8       98.5       99.4:       1.5        0.6
Old  :     100.0:       0.4        0.1        1.4       96.7       97.8       98.5       99.4:       1.5        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         3          2          5         51         41         57         47:
Old  :        61:         3          2          5         51         41         57         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       46.3       56.9       67.1       25.4       40.1       40.5       53.0
Old  :                 35.8       46.3       56.9       67.1       25.4       40.1       40.5       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                              Code-023397
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   183,744:     4,753      3,562      2,090    168,795    171,128    175,638    176,780:     8,106      6,964
Old  :   183,744:     4,753      3,562      2,090    168,795    171,128    175,638    176,780:     8,106      6,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :   -14,166:      -912      1,244       -156    -12,638    -16,078    -13,706    -14,990:      -460        824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        1.9        1.1       91.9       93.1       95.6       96.2:       4.4        3.8
Old  :     100.0:       2.6        1.9        1.1       91.9       93.1       95.6       96.2:       4.4        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3          2          2         25         27         29         30:
Old  :        41:         3          2          2         25         27         29         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       57.5       70.7       75.5       50.0       57.5       63.6       69.4
Old  :                 54.4       57.5       70.7       75.5       50.0       57.5       63.6       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                  Code-023398
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   232,127:     3,696        452      8,249    214,420    220,622    226,365    229,323:     5,762      2,804
Old  :   232,127:     3,696        452      8,249    214,420    220,622    226,365    229,323:     5,762      2,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :   -23,291:    -6,226       -732      3,810    -20,559    -23,670    -22,975    -20,592:      -316     -2,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        0.2        3.6       92.4       95.0       97.5       98.8:       2.5        1.2
Old  :     100.0:       1.6        0.2        3.6       92.4       95.0       97.5       98.8:       2.5        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         3          1          4         31         40         35         44:
Old  :        53:         3          1          4         31         40         35         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       30.1       59.3       50.6       39.3       28.2       52.6       45.6
Old  :                 42.6       30.1       59.3       50.6       39.3       28.2       52.6       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023399
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    79,032:     5,754         70      1,692     67,328     71,346     74,774     73,108:     4,258      5,924
Old  :    79,032:     5,754         70      1,692     67,328     71,346     74,774     73,108:     4,258      5,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :   -18,012:     2,389     -1,633     -1,769    -19,670    -13,685    -19,050    -17,087:     1,038       -925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        0.1        2.1       85.2       90.3       94.6       92.5:       5.4        7.5
Old  :     100.0:       7.3        0.1        2.1       85.2       90.3       94.6       92.5:       5.4        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          1          2         19         22         21         24:
Old  :        31:         1          1          2         19         22         21         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       49.9       77.1       68.2       46.6       47.9       72.7       63.1
Old  :                 49.9       49.9       77.1       68.2       46.6       47.9       72.7       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                                                      Code-064363
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :   158,869:    24,530      1,717     18,195    115,026    138,567    157,751    158,479:     1,118        390
Old  :   158,869:    24,530      1,717     18,195    115,026    138,567    157,751    158,479:     1,118        390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :    -6,916:      -826       -976     -1,341     -4,874     -4,588     -7,041     -6,905:       125        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        1.1       11.5       72.4       87.2       99.3       99.8:       0.7        0.2
Old  :     100.0:      15.4        1.1       11.5       72.4       87.2       99.3       99.8:       0.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        19          2         15         53         48         74         64:
Old  :        81:        19          2         15         53         48         74         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       40.7       47.9       60.1       24.0       35.3       34.9       45.5
Old  :                 30.2       40.7       47.9       60.1       24.0       35.3       34.9       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                                                       Code-064391
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    61,734:       308      1,365      1,108     60,294     59,261     61,710     61,734:        24          0
Old  :    61,734:       308      1,365      1,108     60,294     59,261     61,710     61,734:        24          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :       -91:        52        413       -665        498        161       -115        -91:        24          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        2.2        1.8       97.7       96.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.5        2.2        1.8       97.7       96.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          2          2         27         28         30         30:
Old  :        35:         1          2          2         27         28         30         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       51.8       76.2       71.2       54.5       47.4       65.8       59.3
Old  :                 56.1       51.8       76.2       71.2       54.5       47.4       65.8       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                                                   Code-064392
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 MWh)                                                      :
     :          :                                                                            :
All  :   534,323:       984     13,098      1,560    531,779    519,665    534,323    534,323:         0          0
Old  :   534,323:       984     13,098      1,560    531,779    519,665    534,323    534,323:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :    27,110:       984      3,248     -1,016     27,142     24,878     27,110     27,110:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        2.5        0.3       99.5       97.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.2        2.5        0.3       99.5       97.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          2          2         24         29         27         31:
Old  :        35:         1          2          2         24         29         27         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       55.7       83.4       74.7       48.1       52.8       62.4       61.1
Old  :                 57.9       55.7       83.4       74.7       48.1       52.8       62.4       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV                                                  Code-064394
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 50 Megawatt Hours)                                           :
     :          :                                                                            :
All  : 1,652,364:   281,883     44,062     40,665  1,329,816  1,567,637  1,652,364  1,652,364:         0          0
Old  : 1,652,364:   281,883     44,062     40,665  1,329,816  1,567,637  1,652,364  1,652,364:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :   -43,628:    -1,187     -1,484     -7,392    -35,049    -34,752    -43,628    -43,628:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        2.7        2.5       80.5       94.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      17.1        2.7        2.5       80.5       94.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         7          4          7         43         41         54         48:
Old  :        60:         7          4          7         43         41         54         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       58.2       62.0       71.2       42.0       53.3       58.3       63.8
Old  :                 43.9       58.2       62.0       71.2       42.0       53.3       58.3       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV                                                 Code-064395
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    65,713:       134        508      3,618     61,961     61,587     65,713     65,713:         0          0
Old  :    65,713:       134        508      3,618     61,961     61,587     65,713     65,713:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :    -6,157:       -45        124        103     -6,215     -6,384     -6,157     -6,157:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.8        5.5       94.3       93.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.2        0.8        5.5       94.3       93.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         1          3          2         35         32         37         36:
Old  :        44:         1          3          2         35         32         37         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       40.7       59.8       63.5       23.4       30.6       34.3       36.6
Old  :                 37.8       40.7       59.8       63.5       23.4       30.6       34.3       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                                                   Code-064396
Commitments of Traders - Futures Only, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   435,167:    15,923          0        981    418,263    434,186    435,167    435,167:         0          0
Old  :   435,167:    15,923          0        981    418,263    434,186    435,167    435,167:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :   -25,384:    -2,883          0          0    -22,501    -25,384    -25,384    -25,384:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        0.0        0.2       96.1       99.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.7        0.0        0.2       96.1       99.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          0          1         20         19         22         20:
Old  :        29:         2          0          1         20         19         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       69.2       79.2       88.3       53.1       64.5       71.5       79.4
Old  :                 58.2       69.2       79.2       88.3       53.1       64.5       71.5       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 14, 2012