```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,088,111
COMMITMENTS
 651,684  105,681  1735239  2660478  3225969  5047401  5066889   40,710   21,222

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    121,575)
 -15,444   12,633   83,910   53,924   27,646  122,390  124,189     -815   -2,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      2.1     34.1     52.3     63.4     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      53       24       71      141      142      217      215
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      382,826
COMMITMENTS
  17,180   18,694   24,144  329,205  337,101  370,529  379,939   12,297    2,887

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      7,336)
   1,881      291      147    5,033    6,592    7,061    7,030      275      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      4.9      6.3     86.0     88.1     96.8     99.2      3.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        6        9       41       41       53       51
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      168,511
COMMITMENTS
   6,499    4,829    5,499  153,346  153,925  165,344  164,253    3,167    4,258

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      3,972)
   2,148     -618     -205    2,016    5,432    3,959    4,609       13     -637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      2.9      3.3     91.0     91.3     98.1     97.5      1.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        5       34       39       40       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      328,328
COMMITMENTS
   1,476   15,697   13,914  308,669  294,025  324,059  323,636    4,269    4,692

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      7,659)
    -280    1,264      999    7,078    5,682    7,797    7,945     -138     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      4.8      4.2     94.0     89.6     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        8        5       38       30       45       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      685,965
COMMITMENTS
   1,518   39,532   24,266  656,665  617,546  682,449  681,344    3,516    4,621

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     10,851)
    -277    2,057    1,991    9,294    6,811   11,008   10,859     -157       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.8      3.5     95.7     90.0     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       1        8        8       57       52       65       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      181,932
COMMITMENTS
  14,234      987    1,501  158,719  170,054  174,454  172,542    7,478    9,390

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -2,124)
     744   -2,388      372   -3,048       49   -1,932   -1,967     -192     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.5      0.8     87.2     93.5     95.9     94.8      4.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        3       28       26       32       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      291,578
COMMITMENTS
   7,214   32,741   14,763  259,060  235,666  281,037  283,170   10,541    8,408

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -8,834)
  -3,993     -909   -7,212    2,543     -657   -8,662   -8,778     -172      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     11.2      5.1     88.8     80.8     96.4     97.1      3.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        3        6       39       40       46       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      161,848
COMMITMENTS
   7,531   15,693    6,705  143,508  136,145  157,744  158,543    4,104    3,305

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      8,059)
   1,944    1,063      564    6,014    7,049    8,522    8,676     -463     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      9.7      4.1     88.7     84.1     97.5     98.0      2.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        5       29       40       35       46
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      169,662
COMMITMENTS
  46,261    5,259   16,488  105,971  147,513  168,720  169,260      942      402

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      2,731)
   3,728   -2,172       12   -1,044    4,811    2,696    2,651       35       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      3.1      9.7     62.5     86.9     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      16        4       13       51       52       70       66
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       69,930
COMMITMENTS
     600      971    1,262   68,068   67,697   69,930   69,930        0        0

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:        282)
     101      334       29      153      -80      283      283       -1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.4      1.8     97.3     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        5        6       35       32       43       39
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      585,221
COMMITMENTS
   1,720    6,808    2,008  581,493  576,405  585,221  585,221        0        0

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     13,286)
    -720    2,463    1,360   12,646    9,463   13,286   13,286        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.2      0.3     99.4     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       27       23       29       27
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,671,464
COMMITMENTS
  39,441   61,275  116,163  1515836  1494026  1671440  1671464       24        0

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     32,964)
   3,881   -3,538    2,010   27,073   34,492   32,964   32,964        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.7      6.9     90.7     89.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        5        6       39       35       46       44
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      125,392
COMMITMENTS
     159    3,564    1,639  123,592  120,103  125,390  125,306        2       86

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -9,127)
    -121    1,402      -16   -8,989  -10,513   -9,126   -9,127       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.8      1.3     98.6     95.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        5        6       35       38       44       45
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      523,436
COMMITMENTS
   1,256    3,080      977  521,203  519,379  523,436  523,436        0        0

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -27,593)
     -25   -1,952     -344  -27,224  -25,297  -27,593  -27,593        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.6      0.2     99.6     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        1       22       21       25       24
```

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Updated Jun 17, 2011