```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,704,853
COMMITMENTS
 553,149  241,037  1514228  2597655  2921770  4665032  4677035   39,821   27,818

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -51,253)
 -41,502   13,784   -9,262   -5,506  -57,387  -56,270  -52,865    5,017    1,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      5.1     32.2     55.2     62.1     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      40       38       66      142      140      212      214
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      409,572
COMMITMENTS
  18,075   18,781   27,469  349,178  360,371  394,722  406,621   14,850    2,951

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      8,352)
     982    2,509   -3,823   10,058    8,152    7,217    6,838    1,135    1,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      4.6      6.7     85.3     88.0     96.4     99.3      3.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        7       11       44       43       57       54
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      168,113
COMMITMENTS
   8,790    3,407    4,264  152,094  156,431  165,148  164,102    2,965    4,011

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      4,843)
     627        0     -406    4,283    4,453    4,504    4,047      339      796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      2.0      2.5     90.5     93.1     98.2     97.6      1.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        4       36       40       41       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,182
COMMITMENTS
   1,228   15,763   13,694  320,980  305,059  335,902  334,516    2,280    3,666

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        742)
    -841   -1,134      869      933      811      961      546     -219      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      4.7      4.0     94.9     90.2     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        8        5       41       35       47       43
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      688,247
COMMITMENTS
      15   45,496   21,347  663,438  618,078  684,800  684,921    3,447    3,326

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -10,438)
       0    6,963   -4,771   -4,979  -11,970   -9,750   -9,778     -688     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      3.1     96.4     89.8     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       1        9        9       57       52       66       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      200,622
COMMITMENTS
  12,494   10,873    3,762  178,645  178,493  194,901  193,128    5,721    7,494

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      4,863)
  -2,600      304    1,928    5,975    2,629    5,303    4,861     -440        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.4      1.9     89.0     89.0     97.1     96.3      2.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        3       31       26       35       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,817
COMMITMENTS
   5,100   33,423   17,302  304,560  277,647  326,962  328,372    7,855    6,445

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     12,192)
    -492     -410    2,408   10,276   10,750   12,192   12,748        0     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     10.0      5.2     91.0     82.9     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        5       42       45       48       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      178,314
COMMITMENTS
   6,106   23,802    6,798  162,587  143,617  175,491  174,217    2,823    4,097

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      8,268)
     334    2,397      690    8,071    4,785    9,095    7,872     -827      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     13.3      3.8     91.2     80.5     98.4     97.7      1.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        4        5       32       40       38       46
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      166,414
COMMITMENTS
  34,987    3,983   17,729  112,841  144,317  165,557  166,029      857      385

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      1,319)
    -950        3       83    2,271    1,209    1,404    1,295      -85       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      2.4     10.7     67.8     86.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      15        6       13       51       52       71       66
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       61,492
COMMITMENTS
     626    1,984    1,029   59,837   58,479   61,492   61,492        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -7,528)
      52       28      -22   -7,534   -7,510   -7,504   -7,504      -24      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.2      1.7     97.3     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        4        4       32       30       38       36
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      560,820
COMMITMENTS
   7,176   13,064      344  552,988  547,100  560,508  560,508      312      312

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -38,112)
    -592    2,528     -608  -37,024  -40,144  -38,224  -38,224      112      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      2.3      0.1     98.6     97.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       23       23       26       25
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,668,398
COMMITMENTS
  20,458   68,107  109,744  1538172  1490547  1668374  1668398       24        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     12,591)
  -6,743    9,281   -7,017   26,351   10,327   12,591   12,591        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      4.1      6.6     92.2     89.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        7        7       39       35       48       45
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      125,540
COMMITMENTS
     964    2,863    2,089  122,459  120,545  125,512  125,497       28       43

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -588)
    -231     -514     -124      -89       48     -444     -590     -144        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      2.3      1.7     97.5     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        4        7       34       40       43       48
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      527,317
COMMITMENTS
       0    4,974    1,281  526,036  521,062  527,317  527,317        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,320)
    -304      632      304   -1,320   -2,256   -1,320   -1,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.2     99.8     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        5        2       24       22       26       27
```

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Updated July 8, 2011