```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,212,169
COMMITMENTS
 663,955  107,210  1590410  2948042  3504578  5202407  5202198    9,762    9,971

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:    120,834)
  99,827   -7,176  -44,104   63,107  169,584  118,830  118,304    2,004    2,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      2.1     30.5     56.6     67.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      49       23       64      140      136      214      202
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,077
COMMITMENTS
   2,507      886    3,722  224,263  236,852  230,492  241,460   15,585    4,617

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        905)
    -883     -610    1,108    1,081      308    1,306      806     -401       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.4      1.5     91.1     96.3     93.7     98.1      6.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        2       32       38       37       41
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      142,998
COMMITMENTS
   1,423      523    3,364  136,488  136,043  141,275  139,930    1,723    3,068

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     13,933)
     -53     -170      357   14,127   15,117   14,431   15,304     -498   -1,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.4      2.4     95.4     95.1     98.8     97.9      1.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        3       30       31       34       34
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,755
COMMITMENTS
   5,819   13,871      664  212,827  206,458  219,310  220,993    7,445    5,762

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      4,258)
     211    5,755   -1,609    4,937     -576    3,539    3,570      719      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      6.1      0.3     93.9     91.0     96.7     97.5      3.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       28       34       31       36
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      707,763
COMMITMENTS
   1,949       22   11,382  686,794  692,493  700,125  703,897    7,638    3,866

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     11,350)
     419     -401      985   10,961   12,361   12,365   12,945   -1,015   -1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      1.6     97.0     97.8     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        1        5       52       44       57       49
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,097
COMMITMENTS
   3,299    3,477    1,602  189,908  186,806  194,809  191,885    6,288    9,212

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        720)
   2,419    1,676     -397     -383     -414    1,639      865     -919     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.7      0.8     94.4     92.9     96.9     95.4      3.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        1       28       29       32       31
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      259,592
COMMITMENTS
   6,937    1,031    5,301  240,677  250,289  252,915  256,621    6,677    2,971

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -3,833)
     -24      -60     -149   -4,332   -3,717   -4,505   -3,926      672       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.4      2.0     92.7     96.4     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        2        3       35       39       38       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      101,472
COMMITMENTS
     864    1,982    4,387   92,648   88,967   97,899   95,336    3,573    6,136

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      3,335)
  -4,600    1,111    3,018    6,007      674    4,425    4,803   -1,090   -1,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.0      4.3     91.3     87.7     96.5     94.0      3.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       27       28       29       30
```

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Updated November 26, 2012