```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,804,738
COMMITMENTS
 614,486  111,284  1482356  2690415  3191044  4787257  4784684   17,481   20,054

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     37,429)
 -52,526   11,359    3,940   88,728   26,544   40,142   41,843   -2,713   -4,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      2.3     30.9     56.0     66.4     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      45       24       61      139      133      209      197
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      245,258
COMMITMENTS
   4,662       93    6,363  214,674  228,258  225,699  234,714   19,559   10,544

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -766)
   1,987      -80    1,226   -7,200   -4,451   -3,987   -3,305    3,221    2,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      2.6     87.5     93.1     92.0     95.7      8.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        1        7       31       29       40       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      145,739
COMMITMENTS
   3,389        0    3,450  138,697  141,116  145,536  144,566      203    1,173

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -12,260)
  -3,328        0      429   -6,449  -10,431   -9,348  -10,002   -2,912   -2,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      2.4     95.2     96.8     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        2       27       31       30       33
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,168
COMMITMENTS
   8,914   10,308    1,352  201,730  201,129  211,996  212,789    6,172    5,379

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,421)
     884     -843      -31   -1,239   -1,779     -386   -2,653   -2,035      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      4.7      0.6     92.5     92.2     97.2     97.5      2.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        2       30       32       33       34
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      678,684
COMMITMENTS
   2,616      672   10,281  656,845  665,167  669,742  676,120    8,942    2,564

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -33,228)
  -1,896        1      -69  -29,904  -32,529  -31,869  -32,597   -1,359     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.1      1.5     96.8     98.0     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        1        6       50       44       57       50
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      183,657
COMMITMENTS
   3,202    1,795    1,280  170,797  174,052  175,279  177,127    8,378    6,530

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -15,456)
  -1,038       83     -388  -12,925  -14,730  -14,351  -15,035   -1,105     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.0      0.7     93.0     94.8     95.4     96.4      4.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        1       26       27       29       29
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      209,708
COMMITMENTS
   7,118      862    4,879  192,080  200,968  204,077  206,709    5,631    2,999

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -24,554)
    -421      -77     -403  -23,017  -24,654  -23,841  -25,134     -713      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.4      2.3     91.6     95.8     97.3     98.6      2.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        4       32       39       36       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       79,690
COMMITMENTS
   6,839        0      807   68,362   71,644   76,008   72,451    3,682    7,239

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -4,281)
     333        0     -891   -3,706   -1,910   -4,264   -2,801      -17   -1,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.0      1.0     85.8     89.9     95.4     90.9      4.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        2       21       24       23       26
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      161,436
COMMITMENTS
  26,521    2,009   16,692  117,103  142,204  160,316  160,905    1,120      531

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -5,669)
    -612      275   -1,931   -3,672   -4,160   -6,215   -5,816      546      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      1.2     10.3     72.5     88.1     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      15        9       15       53       48       73       67
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       59,778
COMMITMENTS
     490      597    1,289   57,975   57,892   59,754   59,778       24        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,409)
     182     -388      -73   -2,518   -1,748   -2,409   -2,209        0     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.0      2.2     97.0     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        1       24       26       27       27
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      551,127
COMMITMENTS
   5,554   13,270    3,533  542,040  534,324  551,127  551,127        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -13,748)
   1,636   -1,772    1,021  -14,341  -12,997  -11,684  -13,748   -2,064        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      2.4      0.6     98.4     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        2       21       28       24       30
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,588,593
COMMITMENTS
 295,138   61,795   37,618  1255837  1489180  1588593  1588593        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -85,971)
  -5,289     -936   -1,248  -79,434  -83,787  -85,971  -85,971        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      3.9      2.4     79.1     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        4        7       39       42       50       49
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       67,391
COMMITMENTS
     955      312    3,167   63,269   63,888   67,391   67,367        0       24

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      1,772)
     321      -22     -157    1,608    1,951    1,772    1,772        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.5      4.7     93.9     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        3       35       31       38       35
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      429,863
COMMITMENTS
  14,347        0    2,237  413,279  427,626  429,863  429,863        0        0

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      2,624)
     311        0     -327    2,640    2,951    2,624    2,624        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.5     96.1     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       20       21       22       23
```

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Updated January 15, 2013