```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,192,806
COMMITMENTS
 903,238  159,196  1527213  2740696  3483083  5171147  5169492   21,659   23,314

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     93,237)
  34,119   47,927   42,552   12,400   -2,082   89,071   88,397    4,166    4,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      3.1     29.4     52.8     67.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      44       28       57      145      138      211      202
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,240
COMMITMENTS
   4,479    4,463    8,088  262,808  270,428  275,375  282,979   17,865   10,261

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     21,042)
   1,322      241    1,085   20,001   18,286   22,408   19,612   -1,366    1,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.5      2.8     89.6     92.2     93.9     96.5      6.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        6       33       28       40       34
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      156,135
COMMITMENTS
  10,317        0    2,510  141,014  150,847  153,841  153,357    2,294    2,778

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      6,093)
  -1,432        0    1,264    6,434    4,637    6,266    5,901     -173      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      1.6     90.3     96.6     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        0        3       31       33       37       36
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,478
COMMITMENTS
  10,182    6,235    1,659  209,236  211,171  221,077  219,065    6,401    8,413

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      7,941)
     428      909     -164    9,056    7,076    9,320    7,821   -1,379      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      2.7      0.7     92.0     92.8     97.2     96.3      2.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       30       31       32       32
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      763,935
COMMITMENTS
     834    1,013   11,673  735,376  748,217  747,883  760,903   16,052    3,032

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:     14,384)
    -249   -2,149     -334   11,469   16,554   10,886   14,071    3,498      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.1      1.5     96.3     97.9     97.9     99.6      2.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        3        6       48       39       54       45
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,247
COMMITMENTS
   3,934    3,198    1,505  187,031  189,661  192,470  194,364    8,777    6,883

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      2,981)
    -155     -924      673    2,218    2,739    2,736    2,488      245      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.6      0.7     92.9     94.2     95.6     96.6      4.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       24       26       28       29
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      206,077
COMMITMENTS
   1,970    1,498    6,031  194,693  195,765  202,694  203,294    3,383    2,783

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      9,648)
  -3,957      -53    1,280   12,325    8,086    9,648    9,313        0      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.7      2.9     94.5     95.0     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        1        4       32       36       36       41
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       83,175
COMMITMENTS
   6,891        0    2,607   70,973   74,012   80,471   76,619    2,704    6,556

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      1,928)
   1,078        0     -290    1,996    1,661    2,784    1,371     -856      557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      3.1     85.3     89.0     96.7     92.1      3.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        2       21       27       24       29
```

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Updated February 15, 2013