```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,730,067
COMMITMENTS
 552,418   87,599  1649204  2487943  2969323  4689565  4706126   40,502   23,941

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:    -51,172)
  93,474  -47,154    4,443 -146,889   -3,916  -48,972  -46,627   -2,200   -4,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      1.9     34.9     52.6     62.8     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      53       21       64      131      136      202      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      399,401
COMMITMENTS
  13,158   16,488   29,304  345,085  350,221  387,547  396,013   11,854    3,388

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -361)
  -4,105    3,898    2,295    2,479   -6,887      669     -694   -1,030      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      4.1      7.3     86.4     87.7     97.0     99.2      3.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        4       11       44       40       56       51
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,707
COMMITMENTS
   3,580    4,699    5,498  164,901  163,088  173,979  173,285    3,728    4,422

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -1,660)
     146      122     -224   -1,638   -1,742   -1,716   -1,844       56      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      2.6      3.1     92.8     91.8     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        5       40       37       45       44
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      331,013
COMMITMENTS
   3,331    9,833   14,997  307,649  301,611  325,977  326,441    5,036    4,572

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      4,549)
     -66    2,429      782    4,321    1,340    5,037    4,551     -488       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.0      4.5     92.9     91.1     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        9        6       37       31       45       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      690,214
COMMITMENTS
     546   33,613   26,420  658,988  625,170  685,954  685,203    4,260    5,011

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      2,767)
    -734      650      930    2,629    1,078    2,825    2,658      -58      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.9      3.8     95.5     90.6     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       1        9        9       59       52       68       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,577
COMMITMENTS
  13,444    1,263    2,882  173,373  182,592  189,699  186,737    6,878    9,840

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        327)
   3,634     -893     -442   -2,255    2,274      937      939     -610     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.6      1.5     88.2     92.9     96.5     95.0      3.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        4       29       26       35       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      320,939
COMMITMENTS
  10,667   36,965   20,112  282,790  255,109  313,569  312,186    7,370    8,753

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        937)
     -37   11,244      260    2,895  -10,967    3,118      537   -2,181      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     11.5      6.3     88.1     79.5     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        2        5       46       47       52       53
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,856
COMMITMENTS
   8,830   10,414    7,416  156,756  155,171  173,002  173,001    4,854    4,855

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -6,411)
    -828   -3,292      759   -6,887   -4,101   -6,956   -6,634      545      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      5.9      4.2     88.1     87.2     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        5       33       41       38       47
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      167,338
COMMITMENTS
  35,634    6,044   17,460  113,137  143,344  166,231  166,848    1,107      490

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      3,854)
   3,432     -303    1,372   -1,034    2,742    3,770    3,811       84       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      3.6     10.4     67.6     85.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16        5       12       49       54       69       67
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       74,993
COMMITMENTS
     823      814      907   72,262   72,896   73,992   74,617    1,001      376

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      2,928)
     -70       59      261    1,989    2,411    2,180    2,731      748      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      1.1      1.2     96.4     97.2     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        6       33       29       40       36
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      606,597
COMMITMENTS
   6,592    3,313    2,024  594,885  591,972  603,501  597,309    3,096    9,288

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -933)
   1,032        0        0   -5,061  -10,221   -4,029  -10,221    3,096    9,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.5      0.3     98.1     97.6     99.5     98.5      0.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        3       26       24       30       29
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,684,133
COMMITMENTS
  35,143   70,418  114,770  1534196  1498945  1684109  1684133       24        0

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     28,626)
    -682  -17,353   16,827   12,481   29,152   28,626   28,626        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      4.2      6.8     91.1     89.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        6        7       40       36       49       45
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      132,285
COMMITMENTS
     372    1,603    1,540  130,370  129,056  132,282  132,199        3       86

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        968)
  -1,124     -406      329    1,971    1,332    1,176    1,255     -208     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.2      1.2     98.6     97.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        3        4       34       37       41       43
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      545,602
COMMITMENTS
   1,281    4,688    1,665  542,656  539,249  545,602  545,602        0        0

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:    -14,074)
       0      304        0  -14,074  -14,378  -14,074  -14,074        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.9      0.3     99.5     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        2       24       21       28       24
```

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Updated June 3, 2011