```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,620,342
COMMITMENTS
 338,560  392,824  1487422  2775503  2720343  4601485  4600589   18,857   19,753

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     57,312)
   8,292   67,683   40,675   62,797   -4,304  111,764  104,054  -54,452  -46,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      8.5     32.2     60.1     58.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      32       31       56      136      135      195      197
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      329,208
COMMITMENTS
  10,640    1,824   14,479  293,561  308,023  318,680  324,326   10,528    4,882

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      3,809)
    -680   -1,938      891    4,257    4,417    4,468    3,370     -659      439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.6      4.4     89.2     93.6     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        4        7       39       37       48       44
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,105
COMMITMENTS
   4,783        0    3,465  170,890  177,636  179,138  181,101    2,967    1,004

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      3,981)
  -1,815        0      755    5,412    4,036    4,352    4,791     -371     -810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      1.9     93.8     97.5     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        0        2       35       42       40       44
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      330,192
COMMITMENTS
   4,054   33,169    5,074  318,124  287,412  327,252  325,655    2,940    4,537

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -21,680)
   2,084    1,895   -1,921  -22,271  -22,206  -22,108  -22,232      428      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     10.0      1.5     96.3     87.0     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        7        4       35       34       40       42
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      739,225
COMMITMENTS
   2,348   16,852   16,865  717,173  703,874  736,386  737,591    2,839    1,634

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,829)
     546    3,679   -3,467    5,074    3,480    2,153    3,692     -324   -1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.3      2.3     97.0     95.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       2        4        5       53       50       59       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      228,347
COMMITMENTS
  13,080    9,591    6,655  203,437  207,871  223,172  224,117    5,175    4,230

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -11,045)
  -2,217   -2,472    2,450   -9,254  -10,128   -9,021  -10,150   -2,024     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      4.2      2.9     89.1     91.0     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        1        4       33       35       39       39
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      420,542
COMMITMENTS
  10,096    9,599   19,857  382,984  387,659  412,937  417,115    7,605    3,427

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      4,337)
   3,332      851   -4,605    5,916    8,367    4,643    4,613     -306     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.3      4.7     91.1     92.2     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        2        5       47       39       52       44
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      170,917
COMMITMENTS
  10,856      503    5,009  151,330  158,026  167,195  163,538    3,722    7,379

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      8,387)
    -268        0      773    8,583    6,946    9,088    7,719     -701      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.3      2.9     88.5     92.5     97.8     95.7      2.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        3       29       31       32       34
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      160,397
COMMITMENTS
  27,148      628   20,383  111,614  138,266  159,145  159,277    1,252    1,120

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      3,383)
  -1,995     -221    1,334    4,070    2,139    3,409    3,252      -26      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      0.4     12.7     69.6     86.2     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      17        2       11       53       51       72       62
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       71,287
COMMITMENTS
     679      561    3,051   67,552   67,675   71,282   71,287        5        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        187)
    -359      -47      355      267      -45      263      263      -76      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.8      4.3     94.8     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        5       29       32       35       37
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      579,294
COMMITMENTS
   2,603   11,555    3,148  573,543  564,591  579,294  579,294        0        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     36,587)
   1,640   -2,430   -3,096   38,361   44,240   36,905   38,714     -318   -2,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.0      0.5     99.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        5        3       28       24       32       29
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,644,624
COMMITMENTS
  94,006   23,615  115,403  1435191  1505606  1644600  1644624       24        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     35,720)
   6,479    3,144     -881   42,235   45,570   47,833   47,833  -12,113  -12,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      1.4      7.0     87.3     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8        2        8       45       37       55       46
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      121,276
COMMITMENTS
   1,951      382    3,329  115,970  117,534  121,250  121,245       26       31

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -12,948)
     735   -1,848     -329  -13,354  -10,769  -12,948  -12,946        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.3      2.7     95.6     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        1        5       34       37       40       42
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      505,035
COMMITMENTS
       0   13,213      328  504,707  491,494  505,035  505,035        0        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -19,891)
       0   -6,728        0  -19,891  -13,163  -19,891  -19,891        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      0.1     99.9     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        4        1       24       23       25       27
```

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Updated November 18, 2011