```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,584,415
COMMITMENTS
 449,564  326,634  1411442  2688787  2818852  4549793  4556928   34,622   27,487

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     78,937)
 -71,444   39,267   38,249  113,619   -5,769   80,424   71,747   -1,487    7,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      7.1     30.8     58.7     61.5     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      40       41       68      140      139      216      213
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      343,081
COMMITMENTS
  17,049   12,093   20,245  293,504  306,633  330,798  338,971   12,283    4,110

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -23,218)
   4,942   -2,986   -1,407  -24,761  -18,732  -21,226  -23,125   -1,992      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      3.5      5.9     85.5     89.4     96.4     98.8      3.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9        4       11       44       45       57       56
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,010
COMMITMENTS
   9,514    2,082    3,831  164,671  172,847  178,016  178,760    3,994    3,250

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -13,469)
  -1,178   -1,854      -26  -11,279  -11,377  -12,483  -13,257     -986     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      1.1      2.1     90.5     95.0     97.8     98.2      2.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        4       39       37       45       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      312,896
COMMITMENTS
   3,162   22,880    6,270  297,951  274,535  307,383  303,685    5,513    9,211

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,525)
   3,162    2,093   -3,851   -6,410   -5,034   -7,099   -6,792    2,574    2,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      7.3      2.0     95.2     87.7     98.2     97.1      1.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        7        4       38       35       42       43
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      630,816
COMMITMENTS
   1,830   42,460   20,397  604,824  564,345  627,051  627,202    3,765    3,614

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -68,940)
     123    7,559   -9,090  -61,335  -69,000  -70,302  -70,531    1,362    1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      6.7      3.2     95.9     89.5     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       3        9       11       59       50       70       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      198,417
COMMITMENTS
   9,488   14,891    1,898  179,477  173,675  190,863  190,464    7,554    7,953

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -9,171)
   1,549    2,883   -3,077   -6,836   -8,234   -8,364   -8,428     -807     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      7.5      1.0     90.5     87.5     96.2     96.0      3.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       30       28       32       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      284,261
COMMITMENTS
   6,879   22,339   26,965  240,160  228,773  274,004  278,077   10,257    6,184

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -30,920)
     554   -5,031    9,198  -42,867  -33,026  -33,115  -28,859    2,195   -2,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      7.9      9.5     84.5     80.5     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        5       43       43       49       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      146,317
COMMITMENTS
  14,376   11,019    3,523  126,040  125,803  143,939  140,345    2,378    5,972

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -19,575)
   6,937   -1,011   -2,815  -22,988  -17,834  -18,866  -21,660     -709    2,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      7.5      2.4     86.1     86.0     98.4     95.9      1.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        4       27       37       31       42
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      158,062
COMMITMENTS
  39,999    1,584   13,597  103,337  141,767  156,933  156,948    1,129    1,114

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -9,151)
  -1,261     -366   -1,953   -6,002   -7,495   -9,216   -9,814       65      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      1.0      8.6     65.4     89.7     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      17        3       13       54       52       74       66
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       63,155
COMMITMENTS
     106    1,623      668   61,897   60,380   62,671   62,671      484      484

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        817)
    -116     -167       13      590      641      487      487      330      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.6      1.1     98.0     95.6     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        5       30       30       35       37
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      516,965
COMMITMENTS
   7,176    3,745      984  507,525  510,956  515,685  515,685    1,280    1,280

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -445)
  -1,296      311     -656      227   -1,380   -1,725   -1,725    1,280    1,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.7      0.2     98.2     98.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       25       23       28       26
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,590,254
COMMITMENTS
  29,865   68,193   84,676  1463977  1437385  1578518  1590254   11,736        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -76,073)
  -1,960    2,124   -2,651  -83,174  -75,546  -87,785  -76,073   11,712        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      4.3      5.3     92.1     90.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        6        7       37       34       49       43
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      131,068
COMMITMENTS
   1,743    1,646    2,555  126,670  126,853  130,968  131,054      100       14

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:        708)
    -525     -598      402      910      905      787      709      -79       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.3      1.9     96.6     96.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        6        7       33       38       41       47
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      494,604
COMMITMENTS
   2,208    9,601      624  491,772  484,379  494,604  494,604        0        0

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     25,606)
     952    3,801     -320   24,974   22,125   25,606   25,606        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.9      0.1     99.4     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       24       25       26       28
```

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Updated August 12, 2011