```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
```

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Updated January 4, 2013