```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,974,500
COMMITMENTS
 632,784  136,776  1555290  2761454  3252639  4949528  4944705   24,972   29,795

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        -46)
  11,087  -38,682   -4,812  -14,113   34,526   -7,838   -8,968    7,792    8,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      2.7     31.3     55.5     65.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      37       33       55      141      139      205      200
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,508
COMMITMENTS
   1,658    1,345    5,203  217,837  222,920  224,698  229,468   14,810   10,040

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -2,765)
  -2,006    1,345      476     -915   -3,691   -2,445   -1,870     -320     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.6      2.2     91.0     93.1     93.8     95.8      6.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        4       32       33       37       37
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      152,080
COMMITMENTS
   5,550        0    3,031  139,538  145,336  148,119  148,367    3,961    3,713

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -3,480)
     225        0     -712   -3,609   -3,541   -4,096   -4,253      616      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      2.0     91.8     95.6     97.4     97.6      2.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       30       30       32
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,728
COMMITMENTS
   7,174   11,564    1,339  199,791  198,644  208,304  211,547    8,424    5,181

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      1,772)
     770      817     -444      894     -135    1,220      238      552    1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      5.3      0.6     92.2     91.7     96.1     97.6      3.9      2.4

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 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      701,161
COMMITMENTS
   3,749      671   10,093  677,205  687,203  691,047  697,967   10,114    3,194

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      9,658)
     734     -331     -125    9,230   10,143    9,839    9,687     -181      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.1      1.4     96.6     98.0     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        1        6       52       45       59       51
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      197,531
COMMITMENTS
   4,070    2,834    1,375  182,482  186,238  187,927  190,447    9,604    7,084

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      4,950)
       0     -920      446    4,358    5,716    4,804    5,242      146     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.4      0.7     92.4     94.3     95.1     96.4      4.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        1       26       30       30       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      234,001
COMMITMENTS
   7,916    1,005    5,293  214,689  225,439  227,898  231,737    6,103    2,264

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      1,184)
     680        0     -364      558    2,088      874    1,724      310     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.4      2.3     91.7     96.3     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        4       32       40       36       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       83,736
COMMITMENTS
   6,982        0      999   72,121   74,173   80,102   75,172    3,634    8,564

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      2,938)
   1,169        0     -320    4,017    2,967    4,866    2,647   -1,928      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      1.2     86.1     88.6     95.7     89.8      4.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       22       23       24       24
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      167,119
COMMITMENTS
  25,619    1,639   19,450  121,119  145,602  166,188  166,691      931      428

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      3,384)
    -268      606    1,026    2,867    1,708    3,625    3,340     -241       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      1.0     11.6     72.5     87.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19        5       18       56       48       80       68
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,532
COMMITMENTS
     308    1,160    1,364   60,524   59,488   62,196   62,012      336      520

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:       -405)
     -52     -126      178     -843     -977     -717     -925      312      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.9      2.2     96.8     95.1     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        3       27       27       31       30
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      565,038
COMMITMENTS
   2,400   15,291    3,376  559,262  546,371  565,038  565,038        0        0

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      8,280)
     104      241      864    7,312    7,175    8,280    8,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.7      0.6     99.0     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        3       26       28       29       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,665,990
COMMITMENTS
 291,467   56,804   40,826  1333697  1568360  1665990  1665990        0        0

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -4,604)
   4,604    1,880    2,416   -6,944   -8,900       76   -4,604   -4,680        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      3.4      2.5     80.1     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        4        7       43       45       54       52
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       65,861
COMMITMENTS
   1,044      334    3,145   61,490   62,150   65,679   65,629      182      232

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      1,225)
      57        0     -206    1,192    1,223    1,043    1,017      182      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.5      4.8     93.4     94.4     99.7     99.6      0.3      0.4

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 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      426,582
COMMITMENTS
  14,036        0    2,564  409,982  424,018  426,582  426,582        0        0

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      3,158)
  -1,878        0      958    4,078    2,200    3,158    3,158        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       18       22       20
```

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Updated December 28, 2012