```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,737,840
COMMITMENTS
 424,792  364,316  1559398  2730033  2789403  4714223  4713117   23,617   24,723

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    141,018)
   3,625   -8,648   94,705   41,198   54,910  139,528  140,967    1,490       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      7.7     32.9     57.6     58.9     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      39       32       66      138      132      207      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      309,296
COMMITMENTS
  15,257   19,604    6,226  275,808  277,426  297,291  303,256   12,005    6,040

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      3,623)
   3,937   13,054   -1,075       23   -8,134    2,885    3,845      738     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      6.3      2.0     89.2     89.7     96.1     98.0      3.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        2        6       37       36       45       42
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,688
COMMITMENTS
     397        0    4,831  149,936  155,092  155,164  159,923    7,524    2,765

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -5,608)
  -2,203        0    1,289   -5,611   -6,496   -6,525   -5,207      917     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      3.0     92.2     95.3     95.4     98.3      4.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        1       32       38       33       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,632
COMMITMENTS
   6,189   26,325    2,581  309,973  288,101  318,743  317,007    3,889    5,625

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      9,316)
   2,736    2,466   -2,016    8,160    9,176    8,880    9,626      436     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      8.2      0.8     96.1     89.3     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        2       36       35       38       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      797,647
COMMITMENTS
     583   23,769   22,513  772,237  750,334  795,333  796,616    2,314    1,031

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     28,239)
    -360    3,358      607   27,962   25,735   28,209   29,700       30   -1,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      3.0      2.8     96.8     94.1     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       1        5        5       54       47       60       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      225,987
COMMITMENTS
   9,030   19,683    4,574  204,620  197,251  218,224  221,508    7,763    4,479

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      4,577)
   2,290    1,952   -1,237    4,752    4,774    5,805    5,489   -1,228     -912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      8.7      2.0     90.5     87.3     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        2       36       35       38       38
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      393,054
COMMITMENTS
   9,836        0   20,711  351,551  365,783  382,098  386,494   10,956    6,560

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      4,187)
   3,888   -4,129    2,274   -3,598    4,591    2,564    2,736    1,623    1,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      5.3     89.4     93.1     97.2     98.3      2.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        0        5       41       39       47       44
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,394
COMMITMENTS
  12,299    7,726    3,977  163,173  162,616  179,449  174,319    2,945    8,075

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      4,887)
   1,708      366     -372    3,642    5,588    4,978    5,582      -91     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      4.2      2.2     89.5     89.2     98.4     95.6      1.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        2       27       30       30       34
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      159,944
COMMITMENTS
  28,251    1,102   20,363  109,968  137,855  158,582  159,320    1,362      624

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      2,647)
  -1,297      409      615    3,550    2,167    2,868    3,191     -221     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      0.7     12.7     68.8     86.2     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13        4       11       51       51       66       64
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       67,658
COMMITMENTS
     454      204    2,803   64,396   64,651   67,653   67,658        5        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:       -369)
     -54       50     -227      -88     -192     -369     -369        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.3      4.1     95.2     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        5       29       31       35       36
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      581,916
COMMITMENTS
   8,361    8,853    1,631  571,604  571,432  581,596  581,916      320        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     14,953)
   1,128   -8,976    1,320   12,185   22,609   14,633   14,953      320        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.5      0.3     98.2     98.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        4       28       27       34       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,652,524
COMMITMENTS
 108,373   16,016   98,814  1445313  1537694  1652500  1652524       24        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     32,883)
   1,429   -5,937   -1,061   33,284   40,689   33,652   33,691     -769     -808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.0      6.0     87.5     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        3        8       45       37       55       47
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      116,834
COMMITMENTS
   1,376        0    3,218  112,214  113,587  116,808  116,805       26       29

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -6,026)
    -479     -197     -456   -5,091   -5,371   -6,026   -6,024        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      2.8     96.0     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        0        5       34       37       39       42
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      544,426
COMMITMENTS
       0   12,230      648  543,778  531,548  544,426  544,426        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    -31,751)
       0   -1,605        0  -31,751  -30,146  -31,751  -31,751        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
```

----

Updated December 16, 2011