```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,192,806
COMMITMENTS
 903,238  159,196  1527213  2740696  3483083  5171147  5169492   21,659   23,314

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     93,237)
  34,119   47,927   42,552   12,400   -2,082   89,071   88,397    4,166    4,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      3.1     29.4     52.8     67.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      44       28       57      145      138      211      202
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,240
COMMITMENTS
   4,479    4,463    8,088  262,808  270,428  275,375  282,979   17,865   10,261

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     21,042)
   1,322      241    1,085   20,001   18,286   22,408   19,612   -1,366    1,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.5      2.8     89.6     92.2     93.9     96.5      6.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        6       33       28       40       34
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      156,135
COMMITMENTS
  10,317        0    2,510  141,014  150,847  153,841  153,357    2,294    2,778

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      6,093)
  -1,432        0    1,264    6,434    4,637    6,266    5,901     -173      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      1.6     90.3     96.6     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        0        3       31       33       37       36
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,478
COMMITMENTS
  10,182    6,235    1,659  209,236  211,171  221,077  219,065    6,401    8,413

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      7,941)
     428      909     -164    9,056    7,076    9,320    7,821   -1,379      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.7      0.7     92.0     92.8     97.2     96.3      2.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       30       31       32       32
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      763,935
COMMITMENTS
     834    1,013   11,673  735,376  748,217  747,883  760,903   16,052    3,032

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     14,384)
    -249   -2,149     -334   11,469   16,554   10,886   14,071    3,498      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.1      1.5     96.3     97.9     97.9     99.6      2.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        3        6       48       39       54       45
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,247
COMMITMENTS
   3,934    3,198    1,505  187,031  189,661  192,470  194,364    8,777    6,883

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      2,981)
    -155     -924      673    2,218    2,739    2,736    2,488      245      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.6      0.7     92.9     94.2     95.6     96.6      4.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       24       26       28       29
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      206,077
COMMITMENTS
   1,970    1,498    6,031  194,693  195,765  202,694  203,294    3,383    2,783

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      9,648)
  -3,957      -53    1,280   12,325    8,086    9,648    9,313        0      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.7      2.9     94.5     95.0     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        1        4       32       36       36       41
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       83,175
COMMITMENTS
   6,891        0    2,607   70,973   74,012   80,471   76,619    2,704    6,556

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      1,928)
   1,078        0     -290    1,996    1,661    2,784    1,371     -856      557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      3.1     85.3     89.0     96.7     92.1      3.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        2       21       27       24       29
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      162,955
COMMITMENTS
  29,423    3,418   16,057  116,544  142,964  162,024  162,439      931      516

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     -5,191)
   1,753   -1,422     -832   -5,791   -2,804   -4,870   -5,058     -321     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      2.1      9.9     71.5     87.7     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14       11       17       54       50       74       72
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       61,154
COMMITMENTS
   1,335        0    1,071   58,700   60,083   61,106   61,154       48        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      2,062)
    -157      -28      107    2,088    1,983    2,038    2,062       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      1.8     96.0     98.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        3       25       29       29       32
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      592,646
COMMITMENTS
   7,925   12,465    5,696  579,025  574,485  592,646  592,646        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     40,911)
   1,353    1,062      536   39,022   39,313   40,911   40,911        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      2.1      1.0     97.7     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        2       21       32       24       35
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,591,969
COMMITMENTS
 286,692   62,958   44,433  1260844  1484578  1591969  1591969        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:    -65,594)
 -15,998   -2,695   -4,809  -42,435  -58,090  -63,242  -65,594   -2,352        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      4.0      2.8     79.2     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        4        7       41       46       51       54
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       60,548
COMMITMENTS
   1,786      308    3,577   55,185   56,639   60,548   60,524        0       24

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     -2,569)
   1,317        0     -415   -3,471   -2,154   -2,569   -2,569        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.5      5.9     91.1     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        2       29       28       33       31
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      399,461
COMMITMENTS
  17,595      112    5,184  376,682  394,165  399,461  399,461        0        0

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:       -125)
  -1,472      112    1,776     -429   -2,013     -125     -125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      1.3     94.3     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       20       18       23       21
```

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Updated February 15, 2013