```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,505,478
COMMITMENTS
 521,008  287,367  1373193  2575168  2824621  4469369  4485181   36,109   20,297

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:   -205,858)
 -28,018   40,020 -101,114  -72,465 -137,588 -201,597 -198,682   -4,261   -7,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      6.4     30.5     57.2     62.7     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      39       37       68      139      139      210      212
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      366,299
COMMITMENTS
  12,107   15,079   21,652  318,265  325,365  352,024  362,096   14,275    4,203

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -4,010)
  -2,591   -1,750   -1,143      802     -276   -2,932   -3,169   -1,078     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      4.1      5.9     86.9     88.8     96.1     98.9      3.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       8        6       12       43       44       56       57
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      195,479
COMMITMENTS
  10,692    3,936    3,857  175,950  184,224  190,499  192,017    4,980    3,462

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      3,045)
  -1,002     -366     -645    3,803    4,081    2,156    3,070      889      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      2.0      2.0     90.0     94.2     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        4       41       40       47       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      317,421
COMMITMENTS
       0   20,787   10,121  304,361  279,569  314,482  310,477    2,939    6,944

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -4,089)
       0   -2,451      590   -5,290   -3,238   -4,700   -5,099      611    1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      3.2     95.9     88.1     99.1     97.8      0.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        8        4       40       36       44       44
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      699,756
COMMITMENTS
   1,707   34,901   29,487  666,159  633,345  697,353  697,733    2,403    2,023

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     23,888)
   1,468  -11,154    7,495   15,953   28,424   24,916   24,765   -1,028     -877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.0      4.2     95.2     90.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       3        9       11       60       52       71       64
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      207,588
COMMITMENTS
   7,939   12,008    4,975  186,313  181,909  199,227  198,892    8,361    8,696

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      6,234)
   1,758    3,066     -775    3,576    3,789    4,559    6,080    1,675      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      5.8      2.4     89.8     87.6     96.0     95.8      4.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        4       32       26       36       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      315,181
COMMITMENTS
   6,325   27,370   17,767  283,027  261,799  307,119  306,936    8,062    8,245

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,443)
   1,391   -1,258   -1,435   -2,920      647   -2,964   -2,046    1,521      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      8.7      5.6     89.8     83.1     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        3        5       45       44       51       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      165,892
COMMITMENTS
   7,439   12,030    6,338  149,028  143,637  162,805  162,005    3,087    3,887

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      2,414)
      30   -3,354      433    1,678    4,844    2,141    1,923      273      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      7.3      3.8     89.8     86.6     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        4       32       43       37       48
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      167,213
COMMITMENTS
  41,260    1,950   15,550  109,339  149,262  166,149  166,762    1,064      451

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -3,399)
  -1,199     -731      222   -2,054   -2,612   -3,031   -3,121     -368     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      1.2      9.3     65.4     89.3     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      16        5       16       55       53       76       70
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,338
COMMITMENTS
     222    1,790      655   61,307   59,739   62,184   62,184      154      154

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -4,331)
    -453     -265     -674   -3,281   -3,469   -4,408   -4,408       77       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.9      1.1     98.3     95.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        5        4       30       29       35       36
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      517,410
COMMITMENTS
   8,472    3,434    1,640  507,298  512,336  517,410  517,410        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -49,853)
      48  -10,190      -16  -49,557  -39,319  -49,525  -49,525     -328     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.7      0.3     98.0     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        1       23       23       26       26
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,666,327
COMMITMENTS
  31,825   66,069   87,327  1547151  1512931  1666303  1666327       24        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:    -10,025)
   3,490    5,717   -6,309   -7,206   -9,433  -10,025  -10,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      4.0      5.2     92.8     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        7        7       38       35       48       45
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      130,360
COMMITMENTS
   2,268    2,244    2,153  125,760  125,948  130,181  130,345      179       15

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      1,117)
      25     -153     -112    1,050    1,488      963    1,223      154     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.7      1.7     96.5     96.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        4        7       34       39       43       47
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 08/02/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      468,998
COMMITMENTS
   1,256    5,800      944  466,798  462,254  468,998  468,998        0        0

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -7,563)
     632      360       -8   -8,187   -7,915   -7,563   -7,563        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.2      0.2     99.5     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       24       24       27       27
```

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Updated August 5, 2011