```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,781,239
COMMITMENTS
 458,944  134,753  1644761  2634832  2973239  4738537  4752753   42,702   28,486

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -38,576)
  23,735      857  -85,095   10,681   36,178  -50,679  -48,060   12,103    9,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      2.8     34.4     55.1     62.2     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      42       31       64      139      138      208      206
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      399,762
COMMITMENTS
  17,263   12,590   27,009  342,606  357,108  386,878  396,707   12,884    3,055

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      9,167)
   1,523     -229    2,193    4,808    6,538    8,524    8,502      643      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.1      6.8     85.7     89.3     96.8     99.2      3.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9        3       11       43       41       55       52
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,367
COMMITMENTS
   3,434    4,577    5,722  166,539  164,830  175,695  175,129    3,672    4,238

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -1,026)
  -1,332       45      368     -214   -1,937   -1,178   -1,524      152      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      2.6      3.2     92.8     91.9     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        5       40       37       45       44
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      326,464
COMMITMENTS
   3,397    7,404   14,215  303,328  300,271  320,940  321,890    5,524    4,574

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      3,577)
     906    1,139     -807    4,583    3,829    4,682    4,161   -1,105     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      2.3      4.4     92.9     92.0     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        8        6       38       31       45       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      687,447
COMMITMENTS
   1,280   32,963   25,490  656,359  624,092  683,129  682,545    4,318    4,902

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     14,704)
     246    7,604   -3,058   18,919   10,526   16,107   15,072   -1,403     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      4.8      3.7     95.5     90.8     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       2        8       10       59       52       69       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,250
COMMITMENTS
   9,810    2,156    3,324  175,628  180,318  188,762  185,798    7,488   10,452

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      4,557)
    -740     -896    1,877    4,308    4,156    5,445    5,137     -888     -580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      1.1      1.7     89.5     91.9     96.2     94.7      3.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        3       29       26       33       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      320,002
COMMITMENTS
  10,704   25,721   19,852  279,895  266,076  310,451  311,649    9,551    8,353

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -18,391)
    -823    4,666   -2,661  -13,596  -20,027  -17,080  -18,022   -1,311     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      8.0      6.2     87.5     83.1     97.0     97.4      3.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        3        5       44       45       50       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,267
COMMITMENTS
   9,658   13,706    6,657  163,643  159,272  179,958  179,635    4,309    4,632

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -11,615)
   1,874    3,827   -1,990  -11,958  -15,036  -12,074  -13,199      459    1,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      7.4      3.6     88.8     86.4     97.7     97.5      2.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        6       32       39       38       46
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      163,484
COMMITMENTS
  32,202    6,347   16,088  114,171  140,602  162,461  163,037    1,023      447

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:       -321)
   1,146      436      354   -1,844   -1,109     -344     -319       23       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      3.9      9.8     69.8     86.0     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      16        5       12       48       52       68       65
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       72,065
COMMITMENTS
     893      755      646   70,273   70,485   71,812   71,886      253      179

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        514)
    -847      -55       58    1,227      409      438      412       76      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.0      0.9     97.5     97.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        6       33       32       39       39
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      607,530
COMMITMENTS
   5,560    3,313    2,024  599,946  602,193  607,530  607,530        0        0

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      2,686)
    -928     -296      728    2,886    2,254    2,686    2,686        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.5      0.3     98.8     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        3       26       24       30       29
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,655,507
COMMITMENTS
  35,825   87,771   97,943  1521715  1469793  1655483  1655507       24        0

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -6,084)
  -5,925   -3,365      853   -1,012   -3,572   -6,084   -6,084        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      5.3      5.9     91.9     88.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        5        7       40       34       49       43
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      131,317
COMMITMENTS
   1,496    2,009    1,211  128,399  127,724  131,106  130,944      211      373

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      2,111)
     489     -162      -21    1,435    1,932    1,903    1,749      208      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      1.5      0.9     97.8     97.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        4        5       34       37       44       42
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      559,676
COMMITMENTS
   1,281    4,384    1,665  556,730  553,627  559,676  559,676        0        0

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      1,697)
     304    1,281        0    1,393      416    1,697    1,697        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.8      0.3     99.5     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        2       24       21       28       24
```

----

Updated May 27, 2011