```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,196,073
COMMITMENTS
 308,554  247,671  1313919  2536880  2605779  4159353  4167369   36,720   28,704

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:   -138,698)
   3,335  -74,098    4,073 -148,102  -71,758 -140,694 -141,783    1,996    3,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      5.9     31.3     60.5     62.1     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      33       37       60      131      127      194      197
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      343,689
COMMITMENTS
  13,405    8,432   18,573  299,979  312,782  331,957  339,787   11,732    3,902

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      4,856)
   2,266      244    2,119    3,420    2,336    7,805    4,699   -2,949      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      2.5      5.4     87.3     91.0     96.6     98.9      3.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        5       10       45       44       56       54
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,550
COMMITMENTS
   8,427      257    2,749  200,027  208,553  211,203  211,559    3,347    2,991

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      3,642)
   2,253       84   -1,037    2,141    4,047    3,357    3,094      285      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.1      1.3     93.2     97.2     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        1        3       37       38       41       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      351,374
COMMITMENTS
   2,670   36,981    8,283  336,134  297,731  347,087  342,995    4,287    8,379

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     12,375)
    -485    6,278    1,119   12,038    6,264   12,672   13,661     -297   -1,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     10.5      2.4     95.7     84.7     98.8     97.6      1.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        5        5       43       40       48       46
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      627,867
COMMITMENTS
   7,155    3,180   19,775  597,074  602,295  624,004  625,250    3,863    2,617

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -13,587)
  -6,090      514   -3,030   -3,673  -10,740  -12,793  -13,256     -794     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.5      3.1     95.1     95.9     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       5        2        5       53       47       59       53
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      230,987
COMMITMENTS
  12,901   21,050    2,528  206,574  200,186  222,003  223,764    8,984    7,223

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      4,146)
     829    2,606     -949    5,630    1,053    5,510    2,710   -1,364    1,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      9.1      1.1     89.4     86.7     96.1     96.9      3.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        2       33       32       36       35
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      341,532
COMMITMENTS
  12,782      736   40,904  276,593  294,928  330,279  336,568   11,253    4,964

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     15,077)
    -691   -4,623    2,499   11,338   21,138   13,146   19,014    1,931   -3,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.2     12.0     81.0     86.4     96.7     98.5      3.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        3        5       45       47       52       52
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,554
COMMITMENTS
     310    9,567   10,407  164,961  150,056  175,678  170,030    1,876    7,524

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     10,047)
       0   -4,689      587    9,431   12,712   10,018    8,610       29    1,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.4      5.9     92.9     84.5     98.9     95.8      1.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        3       32       35       36       38
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      161,739
COMMITMENTS
  38,157       63   16,321  105,567  145,046  160,045  161,430    1,694      309

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      3,423)
     246        0      417    2,998    3,181    3,661    3,598     -238     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      0.0     10.1     65.3     89.7     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      17        1       12       56       53       73       66
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       61,659
COMMITMENTS
   1,110      666    1,365   59,184   59,628   61,659   61,659        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      1,035)
    -679     -105      697    1,017      443    1,035    1,035        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.1      2.2     96.0     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        4        5       28       26       35       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      525,004
COMMITMENTS
   1,640   13,407    7,808  513,609  501,842  523,057  523,057    1,947    1,947

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -8,544)
  -4,336    6,492   -2,608   -3,547  -13,063  -10,491   -9,179    1,947      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.6      1.5     97.8     95.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        6        4       26       26       31       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,598,790
COMMITMENTS
  78,544   41,060  131,813  1388409  1425101  1598766  1597974       24      816

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -19,801)
    -422   -3,534    7,097  -26,091  -22,979  -19,416  -19,416     -385     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      2.6      8.2     86.8     89.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      10        3        8       39       39       52       47
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      128,354
COMMITMENTS
   1,497    4,206    1,761  124,914  122,304  128,172  128,271      182       83

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      3,591)
      11     -664      382    3,177    3,802    3,570    3,520       21       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.3      1.4     97.3     95.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        5        5       34       37       41       44
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      483,306
COMMITMENTS
   3,520   32,682      328  479,458  450,296  483,306  483,306        0        0

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     10,937)
       0      624        0   11,265   10,641   11,265   11,265     -328     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      6.8      0.1     99.2     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        1       25       24       28       28
```

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Updated October 7, 2011