```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,324,460
COMMITMENTS
 308,016  302,497  1289127  2692700  2707347  4289843  4298971   34,617   25,489

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -823)
 -38,793   20,597  -17,408   54,764   -6,730   -1,437   -3,541      614    2,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      7.0     29.8     62.3     62.6     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      38       35       64      140      133      209      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,587
COMMITMENTS
   8,438   10,262   17,211  301,552  307,524  327,201  334,997   11,386    3,590

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      6,248)
   1,981   -1,900     -265    5,218    9,596    6,934    7,431     -686   -1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      3.0      5.1     89.1     90.8     96.6     98.9      3.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       8        4       11       43       42       54       54
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      209,044
COMMITMENTS
   6,055        0    3,801  195,367  202,498  205,223  206,299    3,821    2,745

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      9,876)
  -2,760      -34    1,349   15,384   11,845   13,973   13,160   -4,097   -3,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      1.8     93.5     96.9     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        0        4       36       37       40       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      325,719
COMMITMENTS
   1,977   27,347    8,311  310,841  282,348  321,129  318,006    4,590    7,713

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      8,904)
  -2,608    2,122    2,597    6,784    2,542    6,773    7,261    2,131    1,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      8.4      2.6     95.4     86.7     98.6     97.6      1.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        4        4       37       40       41       45
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      607,376
COMMITMENTS
  11,309    2,650   24,243  568,909  579,651  604,461  606,544    2,915      832

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     14,381)
   3,897   -2,684    1,904    8,702   14,339   14,503   13,559     -122      822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.4      4.0     93.7     95.4     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       5        4        7       61       53       68       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      219,393
COMMITMENTS
   8,299   21,352    4,282  196,169  188,006  208,750  213,640   10,643    5,753

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      3,026)
   2,126      245   -1,408      470    4,073    1,188    2,910    1,838      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      9.7      2.0     89.4     85.7     95.1     97.4      4.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        2       30       30       33       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      318,345
COMMITMENTS
  15,507      734   42,654  252,225  270,368  310,386  313,756    7,959    4,589

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     18,032)
     715     -327   -1,346   21,152   22,294   20,521   20,621   -2,489   -2,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.2     13.4     79.2     84.9     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        1        4       44       46       51       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,713
COMMITMENTS
  10,692    8,619    4,173  147,093  143,729  161,958  156,521    1,755    7,192

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      4,174)
  -1,532     -805    1,036    4,701    3,695    4,205    3,926      -31      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      5.3      2.5     89.8     87.8     98.9     95.6      1.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        2       27       32       29       35
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      160,477
COMMITMENTS
  38,163       84   15,911  104,450  144,061  158,524  160,056    1,953      421

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -1,727)
  -1,155     -186     -413     -855     -957   -2,423   -1,556      696     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      0.1      9.9     65.1     89.8     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19        1       13       55       51       74       65
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       60,130
COMMITMENTS
   1,263      851      514   58,353   58,765   60,130   60,130        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,012)
    -293      208        1    2,346    1,845    2,054    2,054   -1,042   -1,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.4      0.9     97.0     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        5        4       30       25       35       31
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      525,591
COMMITMENTS
   9,896    6,869    5,872  509,823  512,850  525,591  525,591        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -14,487)
  -1,312   -2,303    2,952  -16,127  -15,136  -14,487  -14,487        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.3      1.1     97.0     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        5       25       25       31       30
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,614,812
COMMITMENTS
  86,733   51,199  116,584  1411471  1446621  1614788  1614404       24      408

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     39,748)
 -11,906       16   11,928   40,494   28,164   40,516   40,108     -768     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      3.2      7.2     87.4     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        5        7       40       37       52       46
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      121,060
COMMITMENTS
   1,613    4,682    1,304  118,008  115,062  120,925  121,048      135       12

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        365)
     443     -164     -129      512    1,120      826      827     -461     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      3.9      1.1     97.5     95.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        5        7       35       36       42       44
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      467,193
COMMITMENTS
   3,520   31,737      656  463,017  434,800  467,193  467,193        0        0

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     17,820)
       0    1,569     -952   18,772   17,203   17,820   17,820        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.8      0.1     99.1     93.1    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 23, 2011