```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,140,707
COMMITMENTS
 626,643  114,482  1610311  2887813  3399435  5124767  5124228   15,940   16,479

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:   -223,215)
 -35,023   -1,879  -86,629  -99,561 -132,185 -221,213 -220,693   -2,002   -2,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      2.2     31.3     56.2     66.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      44       27       61      137      135      205      202
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,338
COMMITMENTS
   6,405    3,321    2,569  248,181  262,473  257,155  268,363   15,183    3,975

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      1,172)
  -1,010     -203      404    2,810    1,741    2,204    1,942   -1,032     -770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.2      0.9     91.1     96.4     94.4     98.5      5.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        4        6       35       38       41       46
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,452
COMMITMENTS
   4,035    3,561    3,902  143,240  143,442  151,177  150,905    2,275    2,547

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,795)
   1,597      -38     -322   -3,312   -1,563   -2,037   -1,923      242      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.3      2.5     93.3     93.5     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        3       34       34       41       37
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      241,812
COMMITMENTS
   7,753    5,907    3,348  225,177  228,362  236,278  237,617    5,534    4,195

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -2,535)
   3,923   -3,118       98   -7,169      211   -3,148   -2,809      613      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      2.4      1.4     93.1     94.4     97.7     98.3      2.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        1       31       36       35       38
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      720,137
COMMITMENTS
       0    3,368   14,405  697,557  698,047  711,962  715,820    8,175    4,317

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     13,892)
       0     -331     -216   14,049   13,643   13,833   13,096       59      796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      2.0     96.9     96.9     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       0        3        5       54       45       59       50
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      209,148
COMMITMENTS
   5,487        0      722  195,456  202,614  201,665  203,336    7,483    5,812

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      5,110)
   1,044        0     -950    6,794    5,815    6,888    4,865   -1,778      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.3     93.5     96.9     96.4     97.2      3.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        1       32       33       33       34
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      278,806
COMMITMENTS
   6,010        0    7,712  258,402  267,687  272,124  275,399    6,682    3,407

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      2,104)
    -480      -59     -317    2,721    2,758    1,924    2,382      180     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      2.8     92.7     96.0     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        0        3       40       42       43       45
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      122,050
COMMITMENTS
   5,532        0    3,572  109,625  111,620  118,729  115,192    3,321    6,858

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -471)
    -183        0     -152      -46   -1,929     -381   -2,081      -90    1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      2.9     89.8     91.5     97.3     94.4      2.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        1       29       29       30       30
```

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Updated November 2, 2012