```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,804,738
COMMITMENTS
 614,486  111,284  1482356  2690415  3191044  4787257  4784684   17,481   20,054

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     37,429)
 -52,526   11,359    3,940   88,728   26,544   40,142   41,843   -2,713   -4,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      2.3     30.9     56.0     66.4     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      45       24       61      139      133      209      197
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      245,258
COMMITMENTS
   4,662       93    6,363  214,674  228,258  225,699  234,714   19,559   10,544

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -766)
   1,987      -80    1,226   -7,200   -4,451   -3,987   -3,305    3,221    2,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      2.6     87.5     93.1     92.0     95.7      8.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        1        7       31       29       40       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      145,739
COMMITMENTS
   3,389        0    3,450  138,697  141,116  145,536  144,566      203    1,173

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -12,260)
  -3,328        0      429   -6,449  -10,431   -9,348  -10,002   -2,912   -2,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      2.4     95.2     96.8     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        2       27       31       30       33
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,168
COMMITMENTS
   8,914   10,308    1,352  201,730  201,129  211,996  212,789    6,172    5,379

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,421)
     884     -843      -31   -1,239   -1,779     -386   -2,653   -2,035      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      4.7      0.6     92.5     92.2     97.2     97.5      2.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        2       30       32       33       34
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      678,684
COMMITMENTS
   2,616      672   10,281  656,845  665,167  669,742  676,120    8,942    2,564

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -33,228)
  -1,896        1      -69  -29,904  -32,529  -31,869  -32,597   -1,359     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.1      1.5     96.8     98.0     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        1        6       50       44       57       50
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      183,657
COMMITMENTS
   3,202    1,795    1,280  170,797  174,052  175,279  177,127    8,378    6,530

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -15,456)
  -1,038       83     -388  -12,925  -14,730  -14,351  -15,035   -1,105     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.0      0.7     93.0     94.8     95.4     96.4      4.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        1       26       27       29       29
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      209,708
COMMITMENTS
   7,118      862    4,879  192,080  200,968  204,077  206,709    5,631    2,999

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -24,554)
    -421      -77     -403  -23,017  -24,654  -23,841  -25,134     -713      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.4      2.3     91.6     95.8     97.3     98.6      2.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        4       32       39       36       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       79,690
COMMITMENTS
   6,839        0      807   68,362   71,644   76,008   72,451    3,682    7,239

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -4,281)
     333        0     -891   -3,706   -1,910   -4,264   -2,801      -17   -1,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.0      1.0     85.8     89.9     95.4     90.9      4.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        2       21       24       23       26
```

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Updated January 15, 2013