```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
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Updated February 8, 2013