NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,943,671
COMMITMENTS
 720,827  112,823  1560771  2648737  3255663  4930335  4929257   13,336   14,414

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:   -367,629)
 -33,903    8,117  -69,565 -264,143 -306,713 -367,611 -368,161      -18      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      2.3     31.6     53.6     65.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      39       26       58      137      134      203      196
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      250,126
COMMITMENTS
   4,384    2,825    3,338  225,083  238,860  232,805  245,023   17,321    5,103

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      3,428)
    -533    2,286     -136    4,700    2,560    4,031    4,710     -603   -1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.1      1.3     90.0     95.5     93.1     98.0      6.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        2       34       38       39       42
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      148,238
COMMITMENTS
   3,156        0    3,266  136,912  139,963  143,334  143,229    4,904    5,009

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      5,176)
   1,653       -7     -620    1,564    3,893    2,597    3,266    2,579    1,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      2.2     92.4     94.4     96.7     96.6      3.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        3       29       32       33       35
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      225,502
COMMITMENTS
   6,004   12,262      582  210,760  206,088  217,346  218,932    8,156    6,570

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,834)
     973     -217      268   -3,405   -3,594   -2,164   -3,543      330    1,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.4      0.3     93.5     91.4     96.4     97.1      3.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        2       30       35       35       37
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      699,355
COMMITMENTS
   1,564       54    9,631  680,796  685,308  691,991  694,993    7,364    4,362

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -14,816)
  -1,311       54   -1,498  -11,615  -12,650  -14,424  -14,094     -392     -722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      1.4     97.3     98.0     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        1        5       51       42       56       47
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      197,910
COMMITMENTS
   5,665    2,318    2,246  181,433  187,206  189,344  191,770    8,566    6,140

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -2,869)
   2,161     -803      -50   -5,626   -2,477   -3,515   -3,330      646      461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.2      1.1     91.7     94.6     95.7     96.9      4.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        1       29       31       34       33
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      255,418
COMMITMENTS
   9,922    1,184    4,439  234,979  244,292  249,340  249,915    6,078    5,503

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -4,893)
   2,929      142     -731   -6,948   -6,867   -4,750   -7,456     -143    2,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.5      1.7     92.0     95.6     97.6     97.8      2.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        1        3       36       42       39       46
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       97,044
COMMITMENTS
   3,365    1,703    3,461   86,998   85,031   93,824   90,195    3,220    6,849

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -5,173)
   2,349     -248   -1,276   -4,662   -2,562   -3,589   -4,086   -1,584   -1,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.8      3.6     89.6     87.6     96.7     92.9      3.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       26       28       28       30
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      165,785
COMMITMENTS
  25,356    2,693   19,536  119,900  143,155  164,792  165,384      993      401

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      1,319)
    -875      698     -676    3,051    1,278    1,500    1,300     -181       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      1.6     11.8     72.3     86.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      18        3       13       54       50       75       64
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       61,825
COMMITMENTS
     256      952    1,773   59,796   59,100   61,825   61,825        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,096)
     256      228     -230   -1,122   -1,094   -1,096   -1,096        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.5      2.9     96.7     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        3       25       27       29       30
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      507,213
COMMITMENTS
       0    9,850    2,576  504,637  494,787  507,213  507,213        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -18,535)
     -16   -1,008     -683  -17,836  -16,844  -18,535  -18,535        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.5     99.5     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        3       24       29       27       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,695,992
COMMITMENTS
 283,070   45,546   48,057  1364865  1602389  1695992  1695992        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -18,500)
 -33,931   25,289    5,761    9,670  -49,550  -18,500  -18,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      2.7      2.8     80.5     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        4        7       42       45       53       52
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       71,870
COMMITMENTS
     179      384    3,515   68,176   67,971   71,870   71,870        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:        603)
     -54      184      -22      679      441      603      603        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.5      4.9     94.9     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        4        2       35       36       37       41
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      460,551
COMMITMENTS
  18,806        0      981  440,764  459,570  460,551  460,551        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      2,479)
   2,751        0      981   -1,253    1,498    2,479    2,479        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.2     95.7     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       19       22       21       23
 

Updated December 7, 2012