```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,532,442
COMMITMENTS
 385,050  298,317  1447462  2650238  2746605  4482750  4492384   49,692   40,058

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -51,973)
 -64,514  -28,317   36,020  -38,549  -72,247  -67,043  -64,544   15,070   12,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      6.6     31.9     58.5     60.6     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      38       39       66      142      141      215      212
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      344,795
COMMITMENTS
  17,528    6,506   22,124  290,285  308,240  329,937  336,870   14,858    7,925

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      1,714)
     479   -5,587    1,879   -3,219    1,607     -861   -2,101    2,575    3,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      1.9      6.4     84.2     89.4     95.7     97.7      4.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10        2       11       42       45       54       56
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      181,221
COMMITMENTS
   9,418    1,210    3,451  164,076  173,184  176,945  177,845    4,276    3,376

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:       -789)
     -96     -872     -380     -595      337   -1,071     -915      282      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.7      1.9     90.5     95.6     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        4       39       36       44       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,820
COMMITMENTS
   1,688   24,359    7,701  302,525  277,581  311,914  309,641    2,906    5,179

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      1,924)
  -1,474    1,479    1,431    4,574    3,046    4,531    5,956   -2,607   -4,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      7.7      2.4     96.1     88.2     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        7        5       37       36       42       45
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      637,286
COMMITMENTS
   3,696   35,550   18,184  610,602  581,408  632,482  635,142    4,804    2,144

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      6,470)
   1,866   -6,910   -2,213    5,778   17,063    5,431    7,940    1,039   -1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      5.6      2.9     95.8     91.2     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       2        9       10       60       52       70       63
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      205,374
COMMITMENTS
   8,918   13,556    2,317  186,525  182,160  197,760  198,033    7,614    7,341

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      6,957)
    -570   -1,335      419    7,048    8,485    6,897    7,569       60     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      6.6      1.1     90.8     88.7     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        3       32       25       35       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,899
COMMITMENTS
   5,839   22,203   37,002  241,744  229,515  284,585  288,720    9,314    5,179

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      9,638)
  -1,040     -136   10,037    1,584      742   10,581   10,643     -943   -1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      7.6     12.6     82.3     78.1     96.8     98.2      3.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        3        5       45       45       51       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      154,438
COMMITMENTS
   6,223    8,511    4,973  140,984  133,913  152,180  147,397    2,258    7,041

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      8,121)
  -8,153   -2,508    1,450   14,944    8,110    8,241    7,052     -120    1,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      5.5      3.2     91.3     86.7     98.5     95.4      1.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        2       27       39       29       42
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      159,918
COMMITMENTS
  39,907    2,352   14,366  104,633  142,673  158,906  159,391    1,012      527

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      1,856)
     -92      768      769    1,296      906    1,973    2,443     -117     -587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      1.5      9.0     65.4     89.2     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      16        5       12       55       51       75       64
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       63,945
COMMITMENTS
     579    1,399      720   62,262   61,442   63,561   63,561      384      384

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:        790)
     473     -224       52      365    1,062      890      890     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.2      1.1     97.4     96.1     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        4       30       30       34       37
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      517,102
COMMITMENTS
   7,520    4,745      984  507,950  510,725  516,454  516,454      648      648

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:        137)
     344    1,000        0      425     -231      769      769     -632     -632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.9      0.2     98.2     98.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        2       24       24       27       28
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,596,961
COMMITMENTS
  29,104   55,289  100,771  1466287  1440126  1596162  1596186      799      775

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      6,707)
    -761  -12,904   16,095    2,310    2,741   17,644    5,932  -10,937      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      3.5      6.3     91.8     90.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        6        7       38       36       50       45
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      123,081
COMMITMENTS
     681    2,232    2,549  119,228  117,875  122,458  122,656      623      425

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -7,987)
  -1,062      586       -6   -7,442   -8,978   -8,510   -8,398      523      411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.8      2.1     96.9     95.8     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        6        7       34       38       42       47
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      468,943
COMMITMENTS
   2,208    7,319    3,857  462,574  457,463  468,639  468,639      304      304

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -25,661)
       0   -2,282    3,233  -29,198  -26,916  -25,965  -25,965      304      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.6      0.8     98.6     97.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        3       24       26       28       29
```

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Updated August 19, 2011