```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,170,129
COMMITMENTS
 879,049  138,054  1469643  2793618  3519843  5142310  5127540   27,819   42,589

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:    105,710)
  93,520   22,268   -4,872    5,177   64,522   93,825   81,918   11,885   23,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      2.7     28.4     54.0     68.1     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      41       30       61      151      144      222      208
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      275,439
COMMITMENTS
   2,324    3,047    8,182  243,998  251,696  254,504  262,925   20,935   12,514

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      7,171)
  -1,099   -3,694    1,902    4,967    7,506    5,770    5,714    1,401    1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      1.1      3.0     88.6     91.4     92.4     95.5      7.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        8       31       28       39       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      161,700
COMMITMENTS
  11,345        0    1,432  145,207  158,408  157,984  159,840    3,716    1,860

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      3,365)
   5,232        0   -1,600   -1,641    4,391    1,991    2,791    1,374      574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      0.9     89.8     98.0     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        0        2       31       34       35       36
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,685
COMMITMENTS
  10,211    7,933    1,736  203,560  205,611  215,507  215,280    7,178    7,405

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     -5,182)
     339      975       27   -6,392   -6,664   -6,026   -5,662      844      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      3.6      0.8     91.4     92.3     96.8     96.7      3.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        3       29       32       33       35
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      749,413
COMMITMENTS
       0    2,837   11,487  724,842  731,165  736,329  745,489   13,084    3,924

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     23,414)
    -885    1,190      280   20,739   20,799   20,134   22,269    3,280    1,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      1.5     96.7     97.6     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       0        3        5       50       39       55       44
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,982
COMMITMENTS
   3,874    3,050    1,732  188,136  190,503  193,742  195,285    8,240    6,697

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      8,041)
    -184      304      242    8,136    8,005    8,194    8,551     -153     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.5      0.9     93.1     94.3     95.9     96.7      4.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        2       27       35       31       38
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,555
COMMITMENTS
   5,783        0    4,981  197,628  205,761  208,392  210,742    6,163    3,813

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      2,609)
  -2,140        0      138    3,991    1,898    1,989    2,036      620      573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      2.3     92.1     95.9     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        0        3       32       40       35       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       92,698
COMMITMENTS
     552      549    5,016   81,347   80,196   86,915   85,761    5,783    6,937

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:      4,146)
  -2,485      549    1,383    4,090    2,018    2,988    3,950    1,158      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.6      5.4     87.8     86.5     93.8     92.5      6.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       27       28       29       30
```

----

Updated February 1, 2013