```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,082,421
COMMITMENTS
 584,114  127,969  1603851  2885858  3341995  5073823  5073815    8,598    8,606

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -58,286)
 -42,529   13,487   -6,460   -1,955  -57,440  -50,944  -50,413   -7,342   -7,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      2.5     31.6     56.8     65.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      41       28       62      137      137      205      204
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,350
COMMITMENTS
   2,804      826    2,714  225,609  240,049  231,127  243,589   15,223    2,761

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -25,988)
  -3,601   -2,495      145  -22,572  -22,424  -26,028  -24,774       40   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.3      1.1     91.6     97.4     93.8     98.9      6.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        4       34       35       39       40
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      132,074
COMMITMENTS
   1,862        0    3,118  124,382  125,380  129,362  128,498    2,712    3,576

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -21,378)
  -2,173   -3,561     -784  -18,858  -18,062  -21,815  -22,407      437    1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      2.4     94.2     94.9     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        0        3       29       30       33       33
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      219,483
COMMITMENTS
   5,521    3,964    3,056  205,141  208,527  213,718  215,547    5,765    3,936

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -22,329)
  -2,232   -1,943     -292  -20,036  -19,835  -22,560  -22,070      231     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.8      1.4     93.5     95.0     97.4     98.2      2.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        1       30       36       33       37
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      691,796
COMMITMENTS
   1,696      378   11,116  669,224  674,168  682,036  685,662    9,760    6,134

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -28,341)
   1,696   -2,990   -3,289  -28,333  -23,879  -29,926  -30,158    1,585    1,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.1      1.6     96.7     97.5     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        2        5       50       43       55       48
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,564
COMMITMENTS
   3,421        0      353  183,023  188,990  186,797  189,343    9,767    7,221

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -12,584)
  -2,066        0     -369  -12,433  -13,624  -14,868  -13,993    2,284    1,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.2     93.1     96.1     95.0     96.3      5.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        1       27       30       28       31
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      249,976
COMMITMENTS
   7,329      793    6,481  230,161  239,824  243,971  247,098    6,005    2,878

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -28,830)
   1,319      793   -1,231  -28,241  -27,863  -28,153  -28,301     -677     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.3      2.6     92.1     95.9     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        1        3       37       40       40       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      109,342
COMMITMENTS
   6,090      471    3,092   95,481   97,691  104,663  101,254    4,679    8,088

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -12,708)
     558      471     -480  -14,144  -13,929  -14,066  -13,938    1,358    1,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.4      2.8     87.3     89.3     95.7     92.6      4.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       24       27       26       29
```

----

Updated November 9, 2012