```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,756,106
COMMITMENTS
 594,651  227,253  1523490  2603161  2979157  4721302  4729900   34,804   26,206

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:   -232,108)
  15,366   60,659 -137,152 -107,693 -162,599 -229,479 -239,092   -2,629    6,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      4.8     32.0     54.7     62.6     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      44       36       67      146      141      219      215
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      401,220
COMMITMENTS
  17,093   16,272   31,292  339,120  352,219  387,505  399,783   13,715    1,437

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     11,538)
    -372   -1,992    4,036    8,016   10,516   11,680   12,560     -142   -1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      4.1      7.8     84.5     87.8     96.6     99.6      3.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7        6       11       45       44       58       55
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,270
COMMITMENTS
   8,163    3,407    4,670  147,811  151,978  160,644  160,055    2,626    3,215

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -484)
     655   -1,115     -193      907    1,444    1,369      136   -1,853     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      2.1      2.9     90.5     93.1     98.4     98.0      1.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        4       37       40       42       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      337,440
COMMITMENTS
   2,069   16,897   12,825  320,047  304,248  334,941  333,970    2,499    3,470

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      5,802)
    -579    2,497      135    7,697    3,904    7,253    6,536   -1,451     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      5.0      3.8     94.8     90.2     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        7        5       41       35       47       43
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      698,685
COMMITMENTS
      15   38,533   26,118  668,417  630,048  694,550  694,699    4,135    3,986

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,982)
       0    3,173      484    1,751   -1,239    2,235    2,418     -253     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.5      3.7     95.7     90.2     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       1        9        9       57       53       66       63
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      195,759
COMMITMENTS
  15,094   10,569    1,834  172,670  175,864  189,598  188,267    6,161    7,492

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      4,192)
     190    6,086     -850    4,942     -856    4,282    4,380      -90     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      5.4      0.9     88.2     89.8     96.9     96.2      3.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        3       30       26       34       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,625
COMMITMENTS
   5,592   33,833   14,894  294,284  266,897  314,770  315,624    7,855    7,001

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     31,434)
  -2,107   10,952   -3,330   37,542   25,373   32,105   32,995     -671   -1,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     10.5      4.6     91.2     82.7     97.6     97.8      2.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        4        5       42       44       48       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      170,046
COMMITMENTS
   5,772   21,405    6,108  154,516  138,832  166,396  166,345    3,650    3,701

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      8,324)
     590    6,412     -592    8,391    3,211    8,389    9,031      -65     -707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     12.6      3.6     90.9     81.6     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        5       31       40       37       46
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      165,095
COMMITMENTS
  35,937    3,980   17,646  110,570  143,108  164,153  164,734      942      361

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -2,570)
  -6,328     -780      140    3,493   -2,014   -2,695   -2,654      125       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      2.4     10.7     67.0     86.7     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      14        6       12       51       54       70       67
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       69,020
COMMITMENTS
     574    1,956    1,051   67,371   65,989   68,996   68,996       24       24

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        191)
     -65      496     -189      498      -63      244      244      -53      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      2.8      1.5     97.6     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        5        5       33       33       41       41
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      598,932
COMMITMENTS
   7,768   10,536      952  590,012  587,244  598,732  598,732      200      200

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      7,847)
   1,688    2,344      344    5,615    4,959    7,647    7,647      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.8      0.2     98.5     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        3       27       24       31       28
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,655,807
COMMITMENTS
  27,201   58,826  116,761  1511821  1480220  1655783  1655807       24        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,782)
 -13,456   -1,601    5,039   10,199   -1,656    1,782    1,782        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      3.6      7.1     91.3     89.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        6        6       39       35       48       44
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      126,128
COMMITMENTS
   1,195    3,377    2,213  122,548  120,497  125,956  126,087      172       41

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        519)
     747      -68      269     -665      291      351      492      168       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.7      1.8     97.2     95.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        5        7       34       40       43       48
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      528,637
COMMITMENTS
     304    4,342      977  527,356  523,318  528,637  528,637        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      3,710)
       0      656        0    3,710    3,054    3,710    3,710        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.8      0.2     99.8     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        1       24       22       26       25
```

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Updated July 1, 2011