```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,688,481
COMMITMENTS
 324,845  412,158  1511951  2835897  2748762  4672693  4672871   15,788   15,610

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     68,139)
 -13,715   19,334   24,529   60,394   28,419   71,208   72,282   -3,069   -4,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      8.8     32.2     60.5     58.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      37       33       63      143      136      209      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,263
COMMITMENTS
  15,781    2,322   11,240  297,582  314,383  324,603  327,945    9,660    6,318

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      5,055)
   5,141      498   -3,239    4,021    6,360    5,923    3,619     -868    1,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.7      3.4     89.0     94.1     97.1     98.1      2.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        3        8       39       37       48       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,627
COMMITMENTS
   5,760      518    3,997  175,560  181,158  185,317  185,673    3,310    2,954

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      6,522)
     977      518      532    4,670    3,522    6,179    4,572      343    1,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.3      2.1     93.1     96.0     98.2     98.4      1.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        3       33       40       39       43
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,160
COMMITMENTS
   3,079   34,430    3,801  323,909  291,481  330,789  329,712    3,371    4,448

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      3,968)
    -975    1,261   -1,273    5,785    4,069    3,537    4,057      431      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     10.3      1.1     96.9     87.2     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        6        4       36       33       40       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      793,707
COMMITMENTS
   1,067   19,739   17,302  768,328  750,507  786,697  787,548    7,010    6,159

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     54,482)
  -1,281    2,887      437   51,155   46,633   50,311   49,957    4,171    4,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.5      2.2     96.8     94.6     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       1        4        4       56       50       61       54
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,342
COMMITMENTS
  10,013    6,691    9,008  202,581  206,944  221,602  222,643    5,740    4,699

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -1,005)
  -3,067   -2,900    2,353     -856     -927   -1,570   -1,474      565      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      2.9      4.0     89.1     91.0     97.5     97.9      2.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        2        4       34       39       39       43
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      419,596
COMMITMENTS
   8,946        0   25,547  374,755  388,705  409,248  414,252   10,348    5,344

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:       -946)
  -1,150   -9,599    5,690   -8,229    1,046   -3,689   -2,863    2,743    1,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      6.1     89.3     92.6     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        0        5       46       39       51       44
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,123
COMMITMENTS
   8,513    5,232    6,553  162,128  161,751  177,194  173,536    2,929    6,587

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      9,206)
  -2,343    4,729    1,544   10,798    3,725    9,999    9,998     -793     -792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      2.9      3.6     90.0     89.8     98.4     96.3      1.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       30       33       32       36
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      163,028
COMMITMENTS
  29,984      918   21,051  110,228  139,641  161,263  161,610    1,765    1,418

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      2,631)
   2,836      290      668   -1,386    1,375    2,118    2,333      513      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      0.6     12.9     67.6     85.7     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17        3       12       54       49       72       63
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       69,916
COMMITMENTS
     503      592    3,354   66,054   65,943   69,911   69,889        5       27

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -1,371)
    -176       31      303   -1,498   -1,732   -1,371   -1,398        0       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.8      4.8     94.5     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        4       30       30       35       35
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      587,985
COMMITMENTS
   2,467   15,578    2,924  582,594  569,483  587,985  587,985        0        0

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      8,691)
    -136    4,023     -224    9,051    4,892    8,691    8,691        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.6      0.5     99.1     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        3       28       24       32       29
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,667,572
COMMITMENTS
  96,777   21,912  106,511  1463491  1538341  1666779  1666764      793      808

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     22,948)
   2,771   -1,703   -8,892   28,300   32,735   22,179   22,140      769      808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.3      6.4     87.8     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        4        7       45       37       54       46
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      121,427
COMMITMENTS
   2,280      155    3,461  115,660  117,780  121,401  121,396       26       31

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        151)
     329     -227      132     -310      246      151      151        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.1      2.9     95.3     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        1        5       35       37       41       42
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      559,684
COMMITMENTS
       0   12,556      648  559,036  546,480  559,684  559,684        0        0

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     54,649)
       0     -657      320   54,329   54,986   54,649   54,649        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.1     99.9     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        4        1       23       24       24       28
```

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Updated November 28, 2011