```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,091,335
COMMITMENTS
 564,128  114,386  1634514  2884935  3334994  5083577  5083894    7,758    7,441

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      8,914)
 -19,986  -13,583   30,663     -923   -7,001    9,754   10,079     -840   -1,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      2.2     32.1     56.7     65.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      44       28       61      137      136      206      201
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      245,172
COMMITMENTS
   3,390    1,496    2,614  223,182  236,544  229,186  240,654   15,986    4,518

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -1,178)
     586      670     -100   -2,427   -3,505   -1,941   -2,935      763    1,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.6      1.1     91.0     96.5     93.5     98.2      6.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        4       33       37       38       42
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      129,065
COMMITMENTS
   1,476      693    3,007  122,361  120,926  126,844  124,626    2,221    4,439

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -3,009)
    -386      693     -111   -2,021   -4,454   -2,518   -3,872     -491      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.5      2.3     94.8     93.7     98.3     96.6      1.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        3       28       29       32       32
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,497
COMMITMENTS
   5,608    8,116    2,273  207,890  207,034  215,771  217,423    6,726    5,074

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      3,014)
      87    4,152     -783    2,749   -1,493    2,053    1,876      961    1,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      3.6      1.0     93.4     93.1     97.0     97.7      3.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       28       34       31       36
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      696,413
COMMITMENTS
   1,530      423   10,397  675,833  680,132  687,760  690,952    8,653    5,461

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      4,617)
    -166       45     -719    6,609    5,964    5,724    5,290   -1,107     -673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.1      1.5     97.0     97.7     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        2        5       52       44       57       49
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      200,377
COMMITMENTS
     880    1,801    1,999  190,291  187,220  193,170  191,020    7,207    9,357

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      3,813)
  -2,541    1,801    1,646    7,268   -1,770    6,373    1,677   -2,560    2,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.9      1.0     95.0     93.4     96.4     95.3      3.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        1       27       29       29       31
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      263,425
COMMITMENTS
   6,961    1,091    5,450  245,009  254,006  257,420  260,547    6,005    2,878

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     13,449)
    -368      298   -1,031   14,848   14,182   13,449   13,449        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.4      2.1     93.0     96.4     97.7     98.9      2.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        3       38       39       41       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       98,137
COMMITMENTS
   5,464      871    1,369   86,641   88,293   93,474   90,533    4,663    7,604

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:    -11,205)
    -626      400   -1,723   -8,840   -9,398  -11,189  -10,721      -16     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.9      1.4     88.3     90.0     95.2     92.3      4.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       24       27       26       29
```

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Updated November 16, 2012