```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,943,671
COMMITMENTS
 720,827  112,823  1560771  2648737  3255663  4930335  4929257   13,336   14,414

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:   -367,629)
 -33,903    8,117  -69,565 -264,143 -306,713 -367,611 -368,161      -18      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      2.3     31.6     53.6     65.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      39       26       58      137      134      203      196
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      250,126
COMMITMENTS
   4,384    2,825    3,338  225,083  238,860  232,805  245,023   17,321    5,103

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      3,428)
    -533    2,286     -136    4,700    2,560    4,031    4,710     -603   -1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.1      1.3     90.0     95.5     93.1     98.0      6.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        2       34       38       39       42
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      148,238
COMMITMENTS
   3,156        0    3,266  136,912  139,963  143,334  143,229    4,904    5,009

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      5,176)
   1,653       -7     -620    1,564    3,893    2,597    3,266    2,579    1,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      2.2     92.4     94.4     96.7     96.6      3.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        3       29       32       33       35
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      225,502
COMMITMENTS
   6,004   12,262      582  210,760  206,088  217,346  218,932    8,156    6,570

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,834)
     973     -217      268   -3,405   -3,594   -2,164   -3,543      330    1,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      5.4      0.3     93.5     91.4     96.4     97.1      3.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        2       30       35       35       37
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      699,355
COMMITMENTS
   1,564       54    9,631  680,796  685,308  691,991  694,993    7,364    4,362

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -14,816)
  -1,311       54   -1,498  -11,615  -12,650  -14,424  -14,094     -392     -722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      1.4     97.3     98.0     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        1        5       51       42       56       47
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      197,910
COMMITMENTS
   5,665    2,318    2,246  181,433  187,206  189,344  191,770    8,566    6,140

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -2,869)
   2,161     -803      -50   -5,626   -2,477   -3,515   -3,330      646      461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.2      1.1     91.7     94.6     95.7     96.9      4.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        1       29       31       34       33
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      255,418
COMMITMENTS
   9,922    1,184    4,439  234,979  244,292  249,340  249,915    6,078    5,503

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -4,893)
   2,929      142     -731   -6,948   -6,867   -4,750   -7,456     -143    2,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.5      1.7     92.0     95.6     97.6     97.8      2.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        1        3       36       42       39       46
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       97,044
COMMITMENTS
   3,365    1,703    3,461   86,998   85,031   93,824   90,195    3,220    6,849

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -5,173)
   2,349     -248   -1,276   -4,662   -2,562   -3,589   -4,086   -1,584   -1,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.8      3.6     89.6     87.6     96.7     92.9      3.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       26       28       28       30
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Updated December 7, 2012