```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,406,706
COMMITMENTS
 274,600  255,057  1435877  2655145  2680623  4365622  4371557   41,084   35,149

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    210,633)
 -33,954    7,386  121,958  118,265   74,844  206,269  204,188    4,364    6,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.8     32.6     60.3     60.8     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      33       35       61      132      125      195      193
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      330,420
COMMITMENTS
  13,486    6,401   20,086  282,289  298,777  315,861  325,264   14,559    5,156

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -13,269)
      81   -2,031    1,513  -17,690  -14,005  -16,096  -14,523    2,827    1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      1.9      6.1     85.4     90.4     95.6     98.4      4.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        5        9       38       36       49       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      205,813
COMMITMENTS
   7,718      513    2,724  192,141  200,610  202,583  203,847    3,230    1,966

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -8,737)
    -709      256      -25   -7,886   -7,943   -8,620   -7,712     -117   -1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.2      1.3     93.4     97.5     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        3       33       36       37       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,632
COMMITMENTS
     300   34,096    8,607  326,286  290,274  335,193  332,977    3,439    5,655

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -12,742)
  -2,370   -2,885      324   -9,848   -7,457  -11,894  -10,018     -848   -2,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     10.1      2.5     96.4     85.7     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        6        5       37       35       43       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      662,413
COMMITMENTS
   2,504    1,993   22,815  634,571  636,056  659,890  660,864    2,523    1,549

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     34,546)
  -4,651   -1,187    3,040   37,497   33,761   35,886   35,614   -1,340   -1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.3      3.4     95.8     96.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        4        7       54       49       61       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,021
COMMITMENTS
  11,906   22,690    2,978  203,801  195,895  218,685  221,563    8,336    5,458

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -3,966)
    -995    1,640      450   -2,773   -4,291   -3,318   -2,201     -648   -1,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     10.0      1.3     89.8     86.3     96.3     97.6      3.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        2       33       32       36       35
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      370,303
COMMITMENTS
  16,770      135   32,172  308,729  332,673  357,671  364,980   12,632    5,323

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     28,771)
   3,988     -601   -8,732   32,136   37,745   27,392   28,412    1,379      359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      8.7     83.4     89.8     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        2        5       45       44       50       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      137,834
COMMITMENTS
  10,528    3,868    4,886  118,529  122,277  133,943  131,031    3,891    6,803

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -39,720)
  10,218   -5,699   -5,521  -46,432  -27,779  -41,735  -38,999    2,015     -721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      2.8      3.5     86.0     88.7     97.2     95.1      2.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        2       27       32       29       36
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      156,578
COMMITMENTS
  37,327      211   17,113  100,926  138,918  155,366  156,242    1,212      336

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -5,161)
    -830      148      792   -4,641   -6,128   -4,679   -5,188     -482       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      0.1     10.9     64.5     88.7     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      16        2       12       54       52       72       65
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       68,631
COMMITMENTS
   1,638      441    1,386   65,506   66,703   68,530   68,530      101      101

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      6,972)
     528     -225       21    6,322    7,075    6,871    6,871      101      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.6      2.0     95.4     97.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        2        6       28       26       36       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      549,254
COMMITMENTS
   1,640   14,652    8,804  534,909  521,897  545,353  545,353    3,901    3,901

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     24,250)
       0    1,245      996   21,300   20,055   22,296   22,296    1,954    1,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.7      1.6     97.4     95.0     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        7        4       26       25       31       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,552,846
COMMITMENTS
  85,201   40,696  124,838  1342015  1386544  1552054  1552078      792      768

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -45,944)
   6,657     -364   -6,975  -46,394  -38,557  -46,712  -45,896      768      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      2.6      8.0     86.4     89.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        4        7       41       36       53       44
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      124,326
COMMITMENTS
   1,719    2,670    1,670  120,343  119,517  123,732  123,857      594      469

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -4,028)
     222   -1,536      -91   -4,571   -2,787   -4,440   -4,414      412      386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      2.1      1.3     96.8     96.1     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        3        5       33       35       41       41
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      466,764
COMMITMENTS
     609   20,888    1,648  462,603  442,324  464,860  464,860    1,904    1,904

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -16,542)
  -2,911  -11,794    1,320  -16,855   -7,972  -18,446  -18,446    1,904    1,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.5      0.4     99.1     94.8     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        1       23       22       24       26
```

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Updated October 14, 2011