```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,619,661
COMMITMENTS
 280,196  264,272  1514076  2783246  2809172  4577518  4587520   42,143   32,141

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     13,251)
  12,163  -26,255      254    1,861   42,456   14,278   16,455   -1,027   -3,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      5.7     32.8     60.2     60.8     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      40       33       66      133      130      203      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      339,141
COMMITMENTS
  25,000      518   16,114  280,809  317,047  321,923  333,679   17,218    5,462

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -798)
   3,581   -2,098   -2,582   -1,960    4,223     -961     -457      163     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.2      4.8     82.8     93.5     94.9     98.4      5.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        3        8       38       37       48       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      204,299
COMMITMENTS
   8,089      280    2,993  190,505  198,962  201,587  202,235    2,712    2,064

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        449)
   1,911      -32     -557      441    1,997    1,795    1,408   -1,346     -959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.1      1.5     93.2     97.4     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        4       34       38       39       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      358,215
COMMITMENTS
       0   41,378    7,127  348,686  302,201  355,813  350,706    2,402    7,509

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      8,891)
    -300    3,062     -256   10,925    3,625   10,369    6,431   -1,478    2,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.6      2.0     97.3     84.4     99.3     97.9      0.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       0        7        3       37       38       40       45
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      710,403
COMMITMENTS
   1,996   11,052   21,558  684,310  676,702  707,864  709,312    2,539    1,091

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     24,990)
     392   -3,920    5,433   19,637   23,727   25,462   25,240     -472     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.6      3.0     96.3     95.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        4        7       54       50       61       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      237,813
COMMITMENTS
  18,110   17,102    2,145  210,197  212,386  230,452  231,633    7,361    6,180

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      7,202)
   1,908   -3,396      107    3,363    9,558    5,378    6,269    1,824      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      7.2      0.9     88.4     89.3     96.9     97.4      3.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        2       36       33       40       36
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      421,325
COMMITMENTS
  16,526      204   34,244  361,831  383,001  412,601  417,449    8,724    3,876

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     21,696)
  -5,398       68    2,678   25,364   18,412   22,644   21,158     -948      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      8.1     85.9     90.9     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        2        5       50       42       55       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      154,232
COMMITMENTS
  12,740    2,155    5,383  131,999  141,033  150,122  148,571    4,110    5,661

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     18,399)
  -2,110   -1,200    1,381   18,214   18,223   17,485   18,404      914       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      1.4      3.5     85.6     91.4     97.3     96.3      2.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        3       31       31       35       35
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      156,568
COMMITMENTS
  31,914      184   16,755  106,500  138,804  155,169  155,743    1,399      825

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -796)
  -4,011      -21     -222    3,287     -958     -946   -1,201      150      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      0.1     10.7     68.0     88.7     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18        3       12       55       52       75       65
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       75,335
COMMITMENTS
   1,809      500    2,195   71,225   72,539   75,229   75,234      106      101

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      3,180)
     308       37      679    2,168    2,439    3,155    3,155       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.7      2.9     94.5     96.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        3        5       29       27       38       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      590,314
COMMITMENTS
   3,228   20,490    6,965  579,169  561,907  589,362  589,362      952      952

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        945)
     -58   10,868   -8,608   11,278      352    2,612    2,612   -1,667   -1,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      3.5      1.2     98.1     95.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        7        4       26       25       32       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,623,262
COMMITMENTS
  91,945   39,999  121,007  1410286  1462256  1623238  1623262       24        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     24,039)
  -1,992        0        0   26,031   24,039   24,039   24,039        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      2.5      7.5     86.9     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        5        9       42       38       54       48
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      131,473
COMMITMENTS
   1,144    2,040    3,111  127,088  125,764  131,343  130,915      130      558

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      4,325)
    -553     -432    1,269    3,681    3,010    4,397    3,847      -72      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.6      2.4     96.7     95.7     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        6       34       35       40       42
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      505,163
COMMITMENTS
       0   22,165      328  504,835  482,670  505,163  505,163        0        0

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        823)
       0    1,232     -648    1,471      239      823      823        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.1     99.9     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        4        1       24       23       25       27
```

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Updated October 28, 2011