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NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,311,300
COMMITMENTS
 754,730  104,706  1630336  2912880  3562376  5297946  5297418   13,354   13,882

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     99,131)
  90,775   -2,504   39,926  -35,162   57,798   95,539   95,220    3,592    3,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      2.0     30.7     54.8     67.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      48       27       64      140      136      214      203
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,698
COMMITMENTS
   4,917      539    3,474  220,383  236,300  228,774  240,313   17,924    6,385

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        621)
   2,410     -347     -248   -3,880     -552   -1,718   -1,147    2,339    1,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.2      1.4     89.3     95.8     92.7     97.4      7.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        2       33       38       37       41
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      143,062
COMMITMENTS
   1,503        7    3,886  135,348  136,070  140,737  139,963    2,325    3,099

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         64)
      80     -516      522   -1,140       27     -538       33      602       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      2.7     94.6     95.1     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        3       30       32       34       35
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,336
COMMITMENTS
   5,031   12,479      314  214,165  209,682  219,510  222,475    7,826    4,861

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        581)
    -788   -1,392     -350    1,338    3,224      200    1,482      381     -901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      5.5      0.1     94.2     92.2     96.6     97.9      3.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       28       34       30       35
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      714,171
COMMITMENTS
   2,875        0   11,129  692,411  697,958  706,415  709,087    7,756    5,084

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      6,408)
     926      -22     -253    5,617    5,465    6,290    5,190      118    1,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      1.6     97.0     97.7     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        0        5       51       43       56       48
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      200,779
COMMITMENTS
   3,504    3,121    2,296  187,059  189,683  192,859  195,100    7,920    5,679

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -318)
     205     -356      694   -2,849    2,877   -1,950    3,215    1,632   -3,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.6      1.1     93.2     94.5     96.1     97.2      3.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        1       29       32       33       34
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      260,311
COMMITMENTS
   6,993    1,042    5,170  241,927  251,159  254,090  257,371    6,221    2,940

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        719)
      56       11     -131    1,250      870    1,175      750     -456      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.4      2.0     92.9     96.5     97.6     98.9      2.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        1        3       36       41       39       45
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      102,217
COMMITMENTS
   1,016    1,951    4,737   91,660   87,593   97,413   94,281    4,804    7,936

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        745)
     152      -31      350     -988   -1,374     -486   -1,055    1,231    1,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.9      4.6     89.7     85.7     95.3     92.2      4.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       25       28       27       30
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Updated December 5, 2012