```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,563,030
COMMITMENTS
 330,268  325,141  1446747  2712706  2724647  4489721  4496535   73,309   66,495

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    108,692)
   3,591   25,001   13,845   61,674   39,241   79,110   78,087   29,582   30,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      7.1     31.7     59.4     59.7     98.4     98.5      1.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      37       28       57      134      129      196      191
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      325,399
COMMITMENTS
  11,320    3,762   13,588  289,304  303,606  314,212  320,956   11,187    4,443

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -17,597)
  -7,595    3,721   -2,834     -703  -16,130  -11,132  -15,243   -6,465   -2,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.2      4.2     88.9     93.3     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        3        8       38       38       48       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      178,124
COMMITMENTS
   6,598        0    2,710  165,478  173,600  174,786  176,310    3,338    1,814

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -25,158)
  -2,435     -265     -484  -21,964  -23,794  -24,883  -24,543     -275     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      1.5     92.9     97.5     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        0        4       34       42       39       46
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      351,872
COMMITMENTS
   1,970   31,274    6,995  340,395  309,618  349,360  347,887    2,512    3,985

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -22,113)
   1,903   -9,042     -582  -23,007  -12,258  -21,686  -21,882     -427     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      8.9      2.0     96.7     88.0     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        8        5       35       34       40       43
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      416,205
COMMITMENTS
   6,764    8,748   24,462  377,068  379,292  408,294  412,502    7,911    3,703

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -21,278)
  -7,097    8,392   -8,148   -6,830  -22,061  -22,075  -21,817      797      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.1      5.9     90.6     91.1     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        3        5       47       38       52       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,530
COMMITMENTS
  11,124      503    4,236  142,747  151,080  158,107  155,819    4,423    6,711

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -4,178)
  -3,399   -1,652     -390       -9   -3,857   -3,798   -5,899     -380    1,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.3      2.6     87.8     93.0     97.3     95.9      2.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        3       26       30       29       33
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      157,014
COMMITMENTS
  29,143      849   19,049  107,544  136,127  155,736  156,025    1,278      989

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -3,140)
  -4,850      724    1,021      582   -5,152   -3,247   -3,407      107      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      0.5     12.1     68.5     86.7     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      16        3        9       52       51       70       61
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       71,100
COMMITMENTS
   1,038      608    2,696   67,285   67,720   71,019   71,024       81       76

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -3,373)
  -1,084      435      185   -2,399   -3,842   -3,298   -3,222      -75     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.9      3.8     94.6     95.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        5       29       32       35       37
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,608,904
COMMITMENTS
  87,527   20,471  116,284  1392956  1460036  1596767  1596791   12,137   12,113

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -21,818)
  21,407  -19,166   -7,515  -47,823   -7,250  -33,931  -33,931   12,113   12,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.3      7.2     86.6     90.7     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        2        8       44       37       53       46
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      134,224
COMMITMENTS
   1,216    2,230    3,658  129,324  128,303  134,198  134,191       26       33

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      2,590)
     280   -1,032      384    1,952    3,264    2,616    2,616      -26      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.7      2.7     96.3     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        5       35       38       41       44
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      524,926
COMMITMENTS
       0   19,941      328  524,598  504,657  524,926  524,926        0        0

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     16,551)
       0        0        0   16,551   16,551   16,551   16,551        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      0.1     99.9     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        4        1       24       24       25       28
```

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Updated November 14, 2011