```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,099,569
COMMITMENTS
 869,119  111,269  1484661  2728296  3485165  5082076  5081095   17,493   18,474

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -70,560)
  -9,930  -26,785   15,018  -65,322  -34,678  -60,234  -46,445  -10,326  -24,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      2.2     29.1     53.5     68.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      43       26       58      146      138      213      200
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,198
COMMITMENTS
   3,157    4,222    7,003  242,807  252,142  252,967  263,367   19,231    8,831

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -3,241)
     833    1,175   -1,179   -1,191      446   -1,537      442   -1,704   -3,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.6      2.6     89.2     92.6     92.9     96.8      7.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        7       33       29       40       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      150,042
COMMITMENTS
  11,749        0    1,246  134,580  146,210  147,575  147,456    2,467    2,586

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -11,658)
     404        0     -186  -10,627  -12,198  -10,409  -12,384   -1,249      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.0      0.8     89.7     97.4     98.4     98.3      1.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        0        2       29       32       34       34
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      219,537
COMMITMENTS
   9,754    5,326    1,823  200,180  204,095  211,757  211,244    7,780    8,293

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -3,148)
    -457   -2,607       87   -3,380   -1,516   -3,750   -4,036      602      888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      2.4      0.8     91.2     93.0     96.5     96.2      3.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       28       29       30       30
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      749,551
COMMITMENTS
   1,083    3,162   12,007  723,907  731,663  736,997  746,832   12,554    2,719

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:        138)
   1,083      325      520     -935      498      668    1,343     -530   -1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.4      1.6     96.6     97.6     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        4        6       48       39       55       45
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      198,266
COMMITMENTS
   4,089    4,122      832  184,813  186,922  189,734  191,876    8,532    6,390

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -3,716)
     215    1,072     -900   -3,323   -3,581   -4,008   -3,409      292     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      2.1      0.4     93.2     94.3     95.7     96.8      4.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       25       25       29       28
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,429
COMMITMENTS
   5,927    1,551    4,751  182,368  187,679  193,046  193,981    3,383    2,448

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -18,126)
     144    1,551     -230  -15,260  -18,082  -15,346  -16,761   -2,780   -1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.8      2.4     92.8     95.5     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        4       32       37       36       42
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       81,247
COMMITMENTS
   5,813        0    2,897   68,977   72,351   77,687   75,248    3,560    5,999

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -11,451)
   5,261     -549   -2,119  -12,370   -7,845   -9,228  -10,513   -2,223     -938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      3.6     84.9     89.1     95.6     92.6      4.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        2       22       28       25       30
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      168,146
COMMITMENTS
  27,670    4,840   16,889  122,335  145,768  166,894  167,497    1,252      649

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -1,474)
     454     -484      598   -3,056   -1,873   -2,004   -1,759      530      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      2.9     10.0     72.8     86.7     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14       10       16       52       51       72       71
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       59,092
COMMITMENTS
   1,492       28      964   56,612   58,100   59,068   59,092       24        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     -3,359)
     335       28     -355   -3,339   -3,032   -3,359   -3,359        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      1.6     95.8     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        4       24       29       29       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      551,735
COMMITMENTS
   6,572   11,403    5,160  540,003  535,172  551,735  551,735        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:    -23,560)
  -2,327    3,285   -3,269  -17,964  -23,576  -23,560  -23,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.1      0.9     97.9     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       20       30       24       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,657,563
COMMITMENTS
 302,690   65,653   49,242  1303279  1542668  1655211  1657563    2,352        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:     26,090)
  -6,673     -740    8,544   21,867   18,286   23,738   26,090    2,352        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      4.0      3.0     78.6     93.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        4        7       42       46       52       54
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       63,117
COMMITMENTS
     469      308    3,992   58,656   58,793   63,117   63,093        0       24

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:        969)
     -22      -16      197      794      788      969      969        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.5      6.3     92.9     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        3       27       28       30       32
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 02/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      399,586
COMMITMENTS
  19,067        0    3,408  377,111  396,178  399,586  399,586        0        0

CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST:      2,582)
   1,616        0      608      358    1,974    2,582    2,582        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.0      0.9     94.4     99.1    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 8, 2013