```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,454,338
COMMITMENTS
 326,677  300,140  1432902  2651032  2685406  4410611  4418448   43,727   35,890

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:   -165,323)
  46,481   35,868  -81,174 -132,214 -123,766 -166,907 -169,072    1,584    3,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      6.7     32.2     59.5     60.3     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      38       30       60      135      129      200      194
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      342,996
COMMITMENTS
  18,915       41   16,422  290,007  319,736  325,344  336,199   17,652    6,797

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      3,855)
  -6,085     -477      308    9,198    2,689    3,421    2,520      434    1,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.0      4.8     84.6     93.2     94.9     98.0      5.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9        1        8       37       37       47       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      203,282
COMMITMENTS
   9,033      265    3,194  187,442  197,394  199,669  200,853    3,613    2,429

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,017)
     944      -15      201   -3,063   -1,568   -1,918   -1,382      901      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.1      1.6     92.2     97.1     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        4       34       38       39       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      373,985
COMMITMENTS
      67   40,316    7,577  363,402  321,876  371,046  369,769    2,939    4,216

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     15,770)
      67   -1,062      450   14,716   19,675   15,233   19,063      537   -3,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.8      2.0     97.2     86.1     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        7        4       37       38       41       46
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      737,396
COMMITMENTS
   1,802   13,173   20,332  712,099  700,394  734,233  733,899    3,163    3,497

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     26,993)
    -194    2,121   -1,226   27,789   23,692   26,369   24,587      624    2,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.8      2.8     96.6     95.0     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       2        4        5       55       51       60       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,392
COMMITMENTS
  15,297   12,063    4,205  212,691  217,999  232,193  234,267    7,199    5,125

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      1,579)
  -2,813   -5,039    2,060    2,494    5,613    1,741    2,634     -162   -1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      5.0      1.8     88.8     91.1     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        2       36       35       40       38
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      437,483
COMMITMENTS
  13,861      356   32,610  383,898  401,353  430,369  434,319    7,114    3,164

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     16,158)
  -2,665      152   -1,634   22,067   18,352   17,768   16,870   -1,610     -712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.1      7.5     87.8     91.7     98.4     99.3      1.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        2        5       51       42       56       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      166,708
COMMITMENTS
  14,523    2,155    4,626  142,756  154,937  161,905  161,718    4,803    4,990

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     12,476)
   1,783        0     -757   10,757   13,904   11,783   13,147      693     -671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      1.3      2.8     85.6     92.9     97.1     97.0      2.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        4       31       33       35       38
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      160,154
COMMITMENTS
  33,993      125   18,028  106,962  141,279  158,983  159,432    1,171      722

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      3,586)
   2,079      -59    1,273      462    2,475    3,814    3,689     -228     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      0.1     11.3     66.8     88.2     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19        2       12       53       50       73       63
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       74,473
COMMITMENTS
   2,122      173    2,511   69,684   71,562   74,317   74,246      156      227

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -862)
     313     -327      316   -1,541     -977     -912     -988       50      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.2      3.4     93.6     96.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        1        6       28       29       36       35
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      542,707
COMMITMENTS
     963   13,985    6,244  535,182  520,351  542,389  540,580      318    2,127

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -47,607)
  -2,265   -6,505     -721  -43,987  -41,556  -46,973  -48,782     -634    1,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.6      1.2     98.6     95.9     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        7        4       28       23       33       30
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,630,722
COMMITMENTS
  66,120   39,637  123,799  1440779  1467286  1630698  1630722       24        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      7,460)
 -25,825     -362    2,792   30,493    5,030    7,460    7,460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      2.4      7.6     88.4     90.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        5       10       43       37       55       48
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      131,634
COMMITMENTS
     936    3,262    3,274  127,372  125,039  131,582  131,575       52       59

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        161)
    -208    1,222      163      284     -725      239      660      -78     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.5      2.5     96.8     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        5        6       35       36       42       43
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      508,375
COMMITMENTS
       0   19,941      328  508,047  488,106  508,375  508,375        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      3,212)
       0   -2,224        0    3,212    5,436    3,212    3,212        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.9      0.1     99.9     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        4        1       24       24       25       28
```

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Updated November 10, 2011