```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      164,466
COMMITMENTS
  26,231    1,995   20,212  116,849  141,877  163,292  164,084    1,174      382

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        194)
     711      428      -66     -283     -173      362      189     -168        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      1.2     12.3     71.0     86.3     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15        3       13       52       50       70       64
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,921
COMMITMENTS
       0      724    2,003   60,918   60,194   62,921   62,921        0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -189)
    -152      176     -101       64     -264     -189     -189        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      3.2     96.8     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        4        3       27       29       30       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      525,748
COMMITMENTS
      16   10,858    3,259  522,473  511,631  525,748  525,748        0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      8,909)
    -344    3,840   -1,601   10,854    6,670    8,909    8,909        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.6     99.4     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        3       25       28       28       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,714,492
COMMITMENTS
 317,001   20,257   42,296  1355195  1651939  1714492  1714492        0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -20,728)
   9,178   -1,168    1,583  -31,065  -21,143  -20,304  -20,728     -424        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      1.2      2.5     79.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        4        7       41       44       53       51
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       71,267
COMMITMENTS
     233      200    3,537   67,497   67,530   71,267   71,267        0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        485)
       1       78      -51      560      458      510      485      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.3      5.0     94.7     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        2        2       33       34       36       37
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      458,072
COMMITMENTS
  16,055        0        0  442,017  458,072  458,072  458,072        0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      2,491)
     952        0        0    1,539    2,491    2,491    2,491        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.0     96.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       19       22       21       22
```

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Updated December 5, 2012