```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,596,822
COMMITMENTS
 421,167  372,964  1464693  2688835  2734493  4574695  4572150   22,127   24,672

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,586)
 112,621   64,151  -86,128  -36,671   11,602  -10,178  -10,375    7,592    7,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      8.1     31.9     58.5     59.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      42       30       64      135      132      204      202
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      305,673
COMMITMENTS
  11,320    6,550    7,301  275,785  285,560  294,406  299,411   11,267    6,262

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -33,266)
  -4,741    5,830   -5,007  -24,637  -34,185  -34,385  -33,362    1,119       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      2.1      2.4     90.2     93.4     96.3     98.0      3.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        3        6       38       35       46       41
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      168,296
COMMITMENTS
   2,600        0    3,542  155,547  161,588  161,689  165,130    6,607    3,166

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -22,742)
  -1,836        0      123  -21,968  -23,292  -23,681  -23,169      939      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      2.1     92.4     96.0     96.1     98.1      3.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        2       30       36       33       38
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      313,316
COMMITMENTS
   3,453   23,859    4,597  301,813  278,925  309,863  307,381    3,453    5,935

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -23,932)
     556   -5,950      172  -24,224  -19,554  -23,496  -25,332     -436    1,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      7.6      1.5     96.3     89.0     98.9     98.1      1.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        2       34       35       36       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      769,408
COMMITMENTS
     943   20,411   21,906  744,275  724,599  767,124  766,916    2,284    2,492

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -28,604)
     -62    4,344   -2,763  -25,210  -29,299  -28,035  -27,718     -569     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.7      2.8     96.7     94.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       1        5        4       54       47       59       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      221,410
COMMITMENTS
   6,740   17,731    5,811  199,868  192,477  212,419  216,019    8,991    5,391

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -6,849)
  -3,537    8,010     -990   -4,867  -14,375   -9,394   -7,355    2,545      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      8.0      2.6     90.3     86.9     95.9     97.6      4.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        2       34       34       36       37
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      388,867
COMMITMENTS
   5,948    4,129   18,437  355,149  361,192  379,534  383,758    9,333    5,109

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -18,025)
  -1,284    1,839   -2,724  -16,331  -16,781  -20,339  -17,666    2,314     -359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.1      4.7     91.3     92.9     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        2        6       42       39       49       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,507
COMMITMENTS
  10,591    7,360    4,349  159,531  157,028  174,471  168,737    3,036    8,770

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,823)
   4,583      202   -2,886   -3,503   -2,805   -1,806   -5,489      -17    3,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      4.1      2.5     89.9     88.5     98.3     95.1      1.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       28       29       31       33
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      157,297
COMMITMENTS
  29,548      693   19,748  106,418  135,688  155,714  156,129    1,583    1,168

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -5,041)
     477      384   -1,806   -3,760   -3,664   -5,089   -5,086       48       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      0.4     12.6     67.7     86.3     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15        2       10       52       51       68       62
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       68,027
COMMITMENTS
     508      154    3,030   64,484   64,843   68,022   68,027        5        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,939)
    -294     -356     -125   -2,520   -2,458   -2,939   -2,939        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.2      4.5     94.8     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        5       30       31       37       36
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      566,963
COMMITMENTS
   7,233   17,829      311  559,419  548,823  566,963  566,963        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -29,325)
    -941    3,199   -1,322  -27,062  -31,202  -29,325  -29,325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      3.1      0.1     98.7     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        1       27       25       30       29
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,619,641
COMMITMENTS
 106,944   21,953   99,875  1412029  1497005  1618848  1618833      793      808

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -53,698)
   4,177    1,550   -6,984  -50,891  -48,264  -53,698  -53,698        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.4      6.2     87.2     92.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        3        8       44       36       54       46
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      122,860
COMMITMENTS
   1,855      197    3,674  117,305  118,958  122,834  122,829       26       31

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,424)
    -215      -36     -145   -1,062   -1,241   -1,422   -1,422       -2       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.2      3.0     95.5     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        5       34       37       39       42
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      576,177
COMMITMENTS
       0   13,835      648  575,529  561,694  576,177  576,177        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     10,422)
       0      328     -328   10,750   10,422   10,422   10,422        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      0.1     99.9     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        4        1       23       25       24       29
```

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Updated December 9, 2011