```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,064,419
COMMITMENTS
 785,529  115,786  1474515  2788441  3455321  5048485  5045622   15,934   18,797

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:    183,362)
 110,944   -3,685   50,863   23,109  139,950  184,916  187,128   -1,554   -3,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      2.3     29.1     55.1     68.2     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      41       32       62      146      138      218      204
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      268,268
COMMITMENTS
   3,423    6,741    6,280  239,031  244,190  248,734  257,211   19,534   11,057

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     10,372)
   1,564    1,515       68   10,361    8,600   11,993   10,183   -1,621      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      2.5      2.3     89.1     91.0     92.7     95.9      7.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        5        8       32       30       42       38
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      158,335
COMMITMENTS
   6,113        0    3,032  146,848  154,017  155,993  157,049    2,342    1,286

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      5,275)
   3,344     -280     -538    1,089    4,922    3,895    4,104    1,380    1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      1.9     92.7     97.3     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        0        3       30       34       34       37
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,867
COMMITMENTS
   9,872    6,958    1,709  209,952  212,275  221,533  220,942    6,334    6,925

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      6,682)
     308     -462      389    5,195    5,117    5,892    5,044      790    1,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.1      0.7     92.1     93.2     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       29       31       31       33
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      725,999
COMMITMENTS
     885    1,647   11,207  704,103  710,366  716,195  723,220    9,804    2,779

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     23,304)
  -4,717     -347    1,382   27,736   23,435   24,401   24,470   -1,097   -1,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.2      1.5     97.0     97.8     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        3        6       51       41       57       47
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,941
COMMITMENTS
   4,058    2,746    1,490  180,000  182,498  185,548  186,734    8,393    7,207

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      4,370)
     390   -1,508      840    3,543    4,334    4,773    3,666     -403      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.4      0.8     92.8     94.1     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        1       26       30       29       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      211,946
COMMITMENTS
   7,923        0    4,843  193,637  203,863  206,403  208,706    5,543    3,240

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,727)
   1,553        0       21      579    2,919    2,153    2,940     -426   -1,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      2.3     91.4     96.2     97.4     98.5      2.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        0        4       32       40       36       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,552
COMMITMENTS
   3,037        0    3,633   77,257   78,178   83,927   81,811    4,625    6,741

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      2,507)
    -560        0    1,004    2,178    1,475    2,622    2,479     -115       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      4.1     87.2     88.3     94.8     92.4      5.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        2       24       24       26       26
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      167,034
COMMITMENTS
  27,849    3,066   17,130  121,144  146,349  166,123  166,545      911      489

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      4,387)
    -564      768      549    4,354    3,005    4,339    4,322       48       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      1.8     10.3     72.5     87.6     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      19        8       20       53       50       77       73
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       63,428
COMMITMENTS
      77      118    2,090   61,235   61,194   63,402   63,402       26       26

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,452)
    -418     -853      777    1,067    1,502    1,426    1,426       26       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.2      3.3     96.5     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        4       25       28       29       32
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      571,167
COMMITMENTS
   8,123    8,422    7,797  555,247  554,948  571,167  571,167        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        727)
  -1,301      688    2,560     -532   -2,521      727      727        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.5      1.4     97.2     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       22       28       26       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,609,350
COMMITMENTS
 295,272   62,425   44,618  1269460  1502307  1609350  1609350        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:      1,889)
   1,650    1,894    5,096   -4,857   -5,101    1,889    1,889        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      3.9      2.8     78.9     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        4        7       42       46       52       54
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,933
COMMITMENTS
   1,096      338    3,433   58,404   59,138   62,933   62,909        0       24

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:        479)
    -166       24      289      356      166      479      479        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.5      5.5     92.8     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        4       30       30       34       35
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 01/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      395,296
COMMITMENTS
  18,378        0    1,904  375,014  393,392  395,296  395,296        0        0

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:     -1,122)
   2,559        0     -968   -2,713     -154   -1,122   -1,122        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.5     94.9     99.5    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 25, 2013