```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,881,057
COMMITMENTS
 674,585  119,471  1423652  2765332  3315371  4863569  4858494   17,488   22,563

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     76,319)
  60,099    8,187  -58,704   74,917  124,327   76,312   73,810        7    2,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      2.4     29.2     56.7     67.9     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      41       31       62      141      137      213      203
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      257,896
COMMITMENTS
   1,859    5,226    6,212  228,670  235,590  236,741  247,028   21,155   10,868

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     12,638)
  -2,803    5,133     -151   13,996    7,332   11,042   12,314    1,596      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.0      2.4     88.7     91.4     91.8     95.8      8.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        5        8       31       30       41       38
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,060
COMMITMENTS
   2,769      280    3,570  145,759  149,095  152,098  152,945      962      115

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      7,321)
    -620      280      120    7,062    7,979    6,562    8,379      759   -1,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.2      2.3     95.2     97.4     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        1        2       29       34       32       37
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      221,185
COMMITMENTS
   9,564    7,420    1,320  204,757  207,158  215,641  215,898    5,544    5,287

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      3,017)
     650   -2,888      -32    3,027    6,029    3,645    3,109     -628      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.4      0.6     92.6     93.7     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        2       30       31       33       34
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      702,695
COMMITMENTS
   5,602    1,994    9,825  676,367  686,931  691,794  698,750   10,901    3,945

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     24,011)
   2,986    1,322     -456   19,522   21,764   22,052   22,630    1,959    1,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.3      1.4     96.3     97.8     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        2        6       49       41       56       47
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      189,571
COMMITMENTS
   3,668    4,254      650  176,457  178,164  180,775  183,068    8,796    6,503

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      5,914)
     466    2,459     -630    5,660    4,112    5,496    5,941      418      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      2.2      0.3     93.1     94.0     95.4     96.6      4.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        1       25       30       29       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      210,219
COMMITMENTS
   6,370        0    4,822  193,058  200,944  204,250  205,766    5,969    4,453

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        511)
    -748     -862      -57      978      -24      173     -943      338    1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      2.3     91.8     95.6     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        0        3       32       40       35       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       86,045
COMMITMENTS
   3,597        0    2,629   75,079   76,703   81,305   79,332    4,740    6,713

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      6,355)
  -3,242        0    1,822    6,717    5,059    5,297    6,881    1,058     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      3.1     87.3     89.1     94.5     92.2      5.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        2       23       23       25       25
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      162,647
COMMITMENTS
  28,413    2,298   16,581  116,790  143,344  161,784  162,223      863      424

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,211)
   1,892      289     -111     -313    1,140    1,468    1,318     -257     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      1.4     10.2     71.8     88.1     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17        8       16       52       51       75       70
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       61,976
COMMITMENTS
     495      971    1,313   60,168   59,692   61,976   61,976        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      2,198)
       5      374       24    2,193    1,800    2,222    2,198      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.6      2.1     97.1     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       24       27       27       29
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      570,440
COMMITMENTS
   9,424    7,734    5,237  555,779  557,469  570,440  570,440        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     19,313)
   3,870   -5,536    1,704   13,739   23,145   19,313   19,313        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.4      0.9     97.4     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       21       29       25       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,607,461
COMMITMENTS
 293,622   60,531   39,522  1274317  1507408  1607461  1607461        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     18,868)
  -1,516   -1,264    1,904   18,480   18,228   18,868   18,868        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      3.8      2.5     79.3     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        4        6       42       46       52       53
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,454
COMMITMENTS
   1,262      314    3,144   58,048   58,972   62,454   62,430        0       24

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     -4,937)
     307        2      -23   -5,221   -4,916   -4,937   -4,937        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.5      5.0     92.9     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        4       31       31       35       36
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      396,418
COMMITMENTS
  15,819        0    2,872  377,727  393,546  396,418  396,418        0        0

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:    -33,445)
   1,472        0      635  -35,552  -34,080  -33,445  -33,445        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.7     95.3     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        2       19       17       22       19
```

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Updated January 18, 2013