```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,974,500
COMMITMENTS
 632,784  136,776  1555290  2761454  3252639  4949528  4944705   24,972   29,795

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        -46)
  11,087  -38,682   -4,812  -14,113   34,526   -7,838   -8,968    7,792    8,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      2.7     31.3     55.5     65.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      37       33       55      141      139      205      200
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,508
COMMITMENTS
   1,658    1,345    5,203  217,837  222,920  224,698  229,468   14,810   10,040

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -2,765)
  -2,006    1,345      476     -915   -3,691   -2,445   -1,870     -320     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.6      2.2     91.0     93.1     93.8     95.8      6.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        4       32       33       37       37
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      152,080
COMMITMENTS
   5,550        0    3,031  139,538  145,336  148,119  148,367    3,961    3,713

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -3,480)
     225        0     -712   -3,609   -3,541   -4,096   -4,253      616      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      2.0     91.8     95.6     97.4     97.6      2.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       30       30       32
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,728
COMMITMENTS
   7,174   11,564    1,339  199,791  198,644  208,304  211,547    8,424    5,181

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      1,772)
     770      817     -444      894     -135    1,220      238      552    1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      5.3      0.6     92.2     91.7     96.1     97.6      3.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        3       30       33       34       36
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      701,161
COMMITMENTS
   3,749      671   10,093  677,205  687,203  691,047  697,967   10,114    3,194

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      9,658)
     734     -331     -125    9,230   10,143    9,839    9,687     -181      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.1      1.4     96.6     98.0     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        1        6       52       45       59       51
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      197,531
COMMITMENTS
   4,070    2,834    1,375  182,482  186,238  187,927  190,447    9,604    7,084

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      4,950)
       0     -920      446    4,358    5,716    4,804    5,242      146     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.4      0.7     92.4     94.3     95.1     96.4      4.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        1       26       30       30       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      234,001
COMMITMENTS
   7,916    1,005    5,293  214,689  225,439  227,898  231,737    6,103    2,264

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      1,184)
     680        0     -364      558    2,088      874    1,724      310     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.4      2.3     91.7     96.3     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        4       32       40       36       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       83,736
COMMITMENTS
   6,982        0      999   72,121   74,173   80,102   75,172    3,634    8,564

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      2,938)
   1,169        0     -320    4,017    2,967    4,866    2,647   -1,928      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      1.2     86.1     88.6     95.7     89.8      4.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       22       23       24       24
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Updated December 28, 2012