```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,966,536
COMMITMENTS
 667,128   93,048  1651329  2606554  3198323  4925011  4942700   41,525   23,836

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    236,469)
 114,710    5,449    2,125  118,611  229,000  235,446  236,574    1,023     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      1.9     33.2     52.5     64.4     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      54       24       70      137      138      212      212
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      375,490
COMMITMENTS
  15,299   18,403   23,997  324,172  330,509  363,468  372,909   12,022    2,581

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -23,911)
   2,141    1,915   -5,307  -20,913  -19,712  -24,079  -23,104      168     -807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      4.9      6.4     86.3     88.0     96.8     99.3      3.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        5        9       41       40       53       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      164,539
COMMITMENTS
   4,351    5,447    5,704  151,330  148,493  161,385  159,644    3,154    4,895

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -13,168)
     771      748      206  -13,571  -14,595  -12,594  -13,641     -574      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      3.3      3.5     92.0     90.2     98.1     97.0      1.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        5       33       39       39       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      320,669
COMMITMENTS
   1,756   14,433   12,915  301,591  288,343  316,262  315,691    4,407    4,978

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -10,344)
  -1,575    4,600   -2,082   -6,058  -13,268   -9,715  -10,750     -629      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.5      4.0     94.1     89.9     98.6     98.4      1.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        9        4       37       31       43       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      675,114
COMMITMENTS
   1,795   37,475   22,275  647,371  610,735  671,441  670,485    3,673    4,629

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -15,100)
   1,249    3,862   -4,145  -11,617  -14,435  -14,513  -14,718     -587     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      5.6      3.3     95.9     90.5     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       2        8        9       57       51       66       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,056
COMMITMENTS
  13,490    3,375    1,129  161,767  170,005  176,386  174,509    7,670    9,547

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -12,521)
      46    2,112   -1,753  -11,606  -12,587  -13,313  -12,228      792     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      1.8      0.6     87.9     92.4     95.8     94.8      4.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        3       27       26       31       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      300,412
COMMITMENTS
  11,207   33,650   21,975  256,517  236,323  289,699  291,948   10,713    8,464

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -20,527)
     540   -3,315    1,863  -26,273  -18,786  -23,870  -20,238    3,343     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     11.2      7.3     85.4     78.7     96.4     97.2      3.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        4        5       40       41       46       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,789
COMMITMENTS
   5,587   14,630    6,141  137,494  129,096  149,222  149,867    4,567    3,922

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -24,067)
  -3,243    4,216   -1,275  -19,262  -26,075  -23,780  -23,134     -287     -933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      9.5      4.0     89.4     83.9     97.0     97.4      3.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        4       30       39       35       44
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      166,931
COMMITMENTS
  42,533    7,431   16,476  107,015  142,702  166,024  166,609      907      322

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -407)
   6,899    1,387     -984   -6,122     -642     -207     -239     -200     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      4.5      9.9     64.1     85.5     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16        4       11       51       53       70       65
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       69,648
COMMITMENTS
     499      637    1,233   67,915   67,777   69,647   69,647        1        1

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -5,345)
    -324     -177      326   -4,347   -5,119   -4,345   -4,970   -1,000     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.9      1.8     97.5     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        5        6       35       30       42       37
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      571,935
COMMITMENTS
   2,440    4,345      648  568,847  566,942  571,935  571,935        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -34,662)
  -4,152    1,032   -1,376  -26,038  -25,030  -31,566  -25,374   -3,096   -9,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.8      0.1     99.5     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        1       25       22       27       26
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,638,500
COMMITMENTS
  35,560   64,813  114,153  1488763  1459534  1638476  1638500       24        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -45,633)
     417   -5,605     -617  -45,433  -39,411  -45,633  -45,633        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      4.0      7.0     90.9     89.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        5        6       39       35       46       44
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      134,519
COMMITMENTS
     280    2,162    1,655  132,581  130,616  134,516  134,433        3       86

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      2,234)
     -92      559      115    2,211    1,560    2,234    2,234        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.6      1.2     98.6     97.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        5        5       34       38       42       45
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      551,029
COMMITMENTS
   1,281    5,032    1,321  548,427  544,676  551,029  551,029        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      5,427)
       0      344     -344    5,771    5,427    5,427    5,427        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.9      0.2     99.5     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        2       25       21       29       24
```

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Updated June 10, 2011