```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,170,129
COMMITMENTS
 879,049  138,054  1469643  2793618  3519843  5142310  5127540   27,819   42,589

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:    105,710)
  93,520   22,268   -4,872    5,177   64,522   93,825   81,918   11,885   23,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      2.7     28.4     54.0     68.1     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      41       30       61      151      144      222      208
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      275,439
COMMITMENTS
   2,324    3,047    8,182  243,998  251,696  254,504  262,925   20,935   12,514

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      7,171)
  -1,099   -3,694    1,902    4,967    7,506    5,770    5,714    1,401    1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.1      3.0     88.6     91.4     92.4     95.5      7.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        8       31       28       39       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      161,700
COMMITMENTS
  11,345        0    1,432  145,207  158,408  157,984  159,840    3,716    1,860

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      3,365)
   5,232        0   -1,600   -1,641    4,391    1,991    2,791    1,374      574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.0      0.9     89.8     98.0     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        0        2       31       34       35       36
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,685
COMMITMENTS
  10,211    7,933    1,736  203,560  205,611  215,507  215,280    7,178    7,405

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     -5,182)
     339      975       27   -6,392   -6,664   -6,026   -5,662      844      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      3.6      0.8     91.4     92.3     96.8     96.7      3.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        3       29       32       33       35
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      749,413
COMMITMENTS
       0    2,837   11,487  724,842  731,165  736,329  745,489   13,084    3,924

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     23,414)
    -885    1,190      280   20,739   20,799   20,134   22,269    3,280    1,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      1.5     96.7     97.6     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       0        3        5       50       39       55       44
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,982
COMMITMENTS
   3,874    3,050    1,732  188,136  190,503  193,742  195,285    8,240    6,697

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      8,041)
    -184      304      242    8,136    8,005    8,194    8,551     -153     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.5      0.9     93.1     94.3     95.9     96.7      4.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        2       27       35       31       38
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,555
COMMITMENTS
   5,783        0    4,981  197,628  205,761  208,392  210,742    6,163    3,813

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      2,609)
  -2,140        0      138    3,991    1,898    1,989    2,036      620      573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      2.3     92.1     95.9     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        0        3       32       40       35       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       92,698
COMMITMENTS
     552      549    5,016   81,347   80,196   86,915   85,761    5,783    6,937

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      4,146)
  -2,485      549    1,383    4,090    2,018    2,988    3,950    1,158      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.6      5.4     87.8     86.5     93.8     92.5      6.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       27       28       29       30
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      169,620
COMMITMENTS
  27,216    5,324   16,291  125,391  147,641  168,898  169,256      722      364

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      2,586)
    -633    2,258     -839    4,247    1,292    2,775    2,711     -189     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      3.1      9.6     73.9     87.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      16       12       18       54       51       78       73
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,451
COMMITMENTS
   1,157        0    1,319   59,951   61,132   62,427   62,451       24        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:       -977)
   1,080     -118     -771   -1,284      -62     -975     -951       -2      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      2.1     96.0     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        4       26       29       31       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      575,295
COMMITMENTS
   8,899    8,118    8,429  557,967  558,748  575,295  575,295        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      4,128)
     776     -304      632    2,720    3,800    4,128    4,128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.4      1.5     97.0     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       22       28       26       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,631,473
COMMITMENTS
 309,363   66,393   40,698  1281412  1524382  1631473  1631473        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     22,123)
  14,091    3,968   -3,920   11,952   22,075   22,123   22,123        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      4.1      2.5     78.5     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        4        7       43       46       53       54
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,148
COMMITMENTS
     491      324    3,795   57,862   58,005   62,148   62,124        0       24

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:       -785)
    -605      -14      362     -542   -1,133     -785     -785        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.5      6.1     93.1     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        3       27       29       31       33
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 01/29/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      397,004
COMMITMENTS
  17,451        0    2,800  376,753  394,204  397,004  397,004        0        0

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      1,708)
    -927        0      896    1,739      812    1,708    1,708        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.7     94.9     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        3       19       18       22       21
```

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Updated February 1, 2013