```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,281,435
COMMITMENTS
 887,330  115,569  1593880  2770127  3541446  5251337  5250895   30,098   30,540

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     88,629)
 -15,908  -43,627   66,667   29,431   58,363   80,190   81,403    8,439    7,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      2.2     30.2     52.5     67.1     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      41       29       57      147      138      214      200
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      308,894
COMMITMENTS
   6,280    2,893    9,173  276,058  287,013  291,511  299,079   17,383    9,815

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     15,654)
   1,801   -1,570    1,085   13,250   16,585   16,136   16,100     -482     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.9      3.0     89.4     92.9     94.4     96.8      5.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        7       32       28       40       35
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      156,203
COMMITMENTS
  11,472        0    2,470  139,416  150,440  153,358  152,910    2,845    3,293

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:         68)
   1,155        0      -40   -1,598     -407     -483     -447      551      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      1.6     89.3     96.3     98.2     97.9      1.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        0        3       31       31       37       34
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      238,226
COMMITMENTS
  10,182    7,380    2,042  220,853  222,774  233,077  232,196    5,149    6,030

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     10,748)
       0    1,145      383   11,617   11,603   12,000   13,131   -1,252   -2,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.1      0.9     92.7     93.5     97.8     97.5      2.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        1       32       31       34       34
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      792,666
COMMITMENTS
   1,449      922   12,685  766,021  778,137  780,155  791,744   12,511      922

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     28,731)
     615      -91    1,012   30,645   29,920   32,272   30,841   -3,541   -2,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.1      1.6     96.6     98.2     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        3        7       52       41       59       48
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      200,472
COMMITMENTS
   3,384    2,795    1,937  186,343  188,702  191,664  193,434    8,808    7,038

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:       -775)
    -550     -403      432     -688     -959     -806     -930       31      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.4      1.0     93.0     94.1     95.6     96.5      4.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        3       24       26       28       30
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      209,930
COMMITMENTS
   1,631    1,498    6,174  198,742  199,447  206,547  207,119    3,383    2,811

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      3,853)
    -339        0      143    4,049    3,682    3,853    3,825        0       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.7      2.9     94.7     95.0     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        1        4       33       37       37       42
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       85,882
COMMITMENTS
   6,668        0    2,438   73,644   76,460   82,750   78,898    3,132    6,984

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      2,707)
    -223        0     -169    2,671    2,448    2,279    2,279      428      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.0      2.8     85.8     89.0     96.4     91.9      3.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        2       22       26       25       28
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      162,861
COMMITMENTS
  29,109    3,180   16,214  116,691  142,998  162,014  162,392      847      469

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        -94)
    -314     -238      157      147       34      -10      -47      -84      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      2.0     10.0     71.7     87.8     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       12       17       50       50       71       73
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       63,076
COMMITMENTS
   1,701       26      941   60,386   62,109   63,028   63,076       48        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      1,922)
     366       26     -130    1,686    2,026    1,922    1,922        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      1.5     95.7     98.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        4       25       30       30       35
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      607,504
COMMITMENTS
  10,680    9,908    7,007  589,817  590,589  607,504  607,504        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:     14,858)
   2,755   -2,557    1,311   10,792   16,104   14,858   14,858        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.6      1.2     97.1     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       21       31       24       34
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,592,197
COMMITMENTS
 272,593   53,858   45,249  1274355  1493090  1592197  1592197        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:        228)
 -14,099   -9,100      816   13,511    8,512      228      228        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      3.4      2.8     80.0     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        4        7       41       47       51       54
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       61,989
COMMITMENTS
   1,005      308    4,177   56,807   57,480   61,989   61,965        0       24

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      1,441)
    -781        0      600    1,622      841    1,441    1,441        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.5      6.7     91.6     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        3       28       28       33       32
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      406,140
COMMITMENTS
  17,227    1,936    6,160  382,753  398,044  406,140  406,140        0        0

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      6,679)
    -368    1,824      976    6,071    3,879    6,679    6,679        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.5      1.5     94.2     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       21       20       24       23
```

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Updated February 22, 2013