```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,325,283
COMMITMENTS
 346,809  281,900  1306535  2637936  2714077  4291280  4302512   34,003   22,771

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -66,056)
  15,638  -10,970 -106,676   26,635   55,231  -64,403  -62,415   -1,653   -3,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      6.5     30.2     61.0     62.7     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      45       32       66      140      134      210      208
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      332,339
COMMITMENTS
   6,457   12,162   17,476  296,334  297,928  320,267  327,566   12,072    4,773

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -2,019)
  -1,390    1,150   -2,264    1,186     -926   -2,468   -2,040      449       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      3.7      5.3     89.2     89.6     96.4     98.6      3.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5        7       10       43       40       53       52
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      199,168
COMMITMENTS
   8,815       34    2,452  179,983  190,653  191,250  193,139    7,918    6,029

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     16,416)
  -2,705       34        9   15,770   13,704   13,074   13,747    3,342    2,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      1.2     90.4     95.7     96.0     97.0      4.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        3       35       36       40       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      316,815
COMMITMENTS
   4,585   25,225    5,714  304,057  279,806  314,356  310,745    2,459    6,070

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      4,078)
  -1,776   -1,997    3,241    2,728    2,130    4,193    3,374     -115      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      8.0      1.8     96.0     88.3     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        5        5       38       42       43       48
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      592,995
COMMITMENTS
   7,412    5,334   22,339  560,207  565,312  589,958  592,985    3,037       10

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      8,156)
    -152   -1,269   -2,881   11,567   13,493    8,534    9,343     -378   -1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.9      3.8     94.5     95.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       4        5        7       59       51       66       60
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,367
COMMITMENTS
   6,173   21,107    5,690  195,699  183,933  207,562  210,730    8,805    5,637

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      7,292)
   2,429    8,722   -1,916    6,364    1,322    6,877    8,128      415     -836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      9.8      2.6     90.4     85.0     95.9     97.4      4.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       31       29       33       32
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      300,313
COMMITMENTS
  14,792    1,061   44,000  231,073  248,074  289,865  293,135   10,448    7,178

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     24,719)
   9,675  -14,750   10,636    4,017   29,409   24,328   25,295      391     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.4     14.7     76.9     82.6     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        1        4       43       44       50       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      159,539
COMMITMENTS
  12,224    9,424    3,137  142,392  140,034  157,753  152,595    1,786    6,944

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      2,244)
   4,740    1,522   -2,715      187    3,405    2,212    2,212       32       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      5.9      2.0     89.3     87.8     98.9     95.6      1.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        3       27       32       30       36
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      162,204
COMMITMENTS
  39,318      270   16,324  105,305  145,018  160,947  161,612    1,257      592

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -5,059)
   1,432       81   -2,167   -4,047   -2,819   -4,782   -4,905     -277     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      0.2     10.1     64.9     89.4     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      20        2       15       52       47       73       63
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       59,118
COMMITMENTS
   1,556      643      513   56,007   56,920   58,076   58,076    1,042    1,042

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:          6)
    -306     -154      181     -911   -1,063   -1,036   -1,036    1,042    1,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      1.1      0.9     94.7     96.3     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       29       27       33       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      540,078
COMMITMENTS
  11,208    9,172    2,920  525,950  527,986  540,078  540,078        0        0

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      8,355)
  -1,574    1,633        0   10,537    7,986    8,963    9,619     -608   -1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.7      0.5     97.4     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        3       25       24       30       28
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,575,064
COMMITMENTS
  98,639   51,183  104,656  1370977  1418457  1574272  1574296      792      768

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -26,953)
  50,421    6,697   -4,379  -71,427  -30,039  -25,385  -27,721   -1,568      768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      3.2      6.6     87.0     90.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        5        9       39       37       52       47
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      120,695
COMMITMENTS
   1,170    4,846    1,433  117,496  113,942  120,099  120,221      596      474

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -7,137)
    -127    1,596     -603   -6,868   -8,589   -7,598   -7,596      461      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      4.0      1.2     97.3     94.4     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        5        7       33       36       41       44
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      449,373
COMMITMENTS
   3,520   30,168    1,608  444,245  417,597  449,373  449,373        0        0

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -16,508)
  -1,248    1,080      328  -15,260  -17,916  -16,180  -16,508     -328        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.7      0.4     98.9     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        1       24       25       27       29
```

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Updated September 16, 2011