```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,654,139
COMMITMENTS
 532,563  252,279  1461702  2623652  2917186  4617917  4631167   36,222   22,972

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -50,714)
 -20,586   11,242  -52,526   25,997   -4,584  -47,115  -45,868   -3,599   -4,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      5.4     31.4     56.4     62.7     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      40       37       68      141      138      213      212
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      373,516
COMMITMENTS
  16,762   27,783   17,671  326,562  326,104  360,995  371,558   12,521    1,958

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -36,056)
  -1,313    9,002   -9,798  -22,616  -34,267  -33,727  -35,063   -2,329     -993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      7.4      4.7     87.4     87.3     96.6     99.5      3.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8        6       11       42       43       55       55
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      176,632
COMMITMENTS
  10,497    3,344    3,561  158,577  165,838  172,635  172,743    3,997    3,889

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      8,519)
   1,707      -63     -703    6,483    9,407    7,487    8,641    1,032     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      1.9      2.0     89.8     93.9     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        5       37       40       43       46
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      312,955
COMMITMENTS
       0   17,485    9,378  299,558  282,634  308,936  309,497    4,019    3,458

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -25,227)
  -1,228    1,722   -4,316  -21,422  -22,425  -26,966  -25,019    1,739     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.6      3.0     95.7     90.3     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        8        4       41       36       45       44
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      657,843
COMMITMENTS
      24   44,325   19,718  633,576  590,452  653,318  654,495    4,525    3,348

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -30,404)
       9   -1,171   -1,629  -29,862  -27,626  -31,482  -30,426    1,078       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      3.0     96.3     89.8     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       2        8        9       59       51       68       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      195,563
COMMITMENTS
  11,674   12,302    4,350  172,158  169,896  188,182  186,548    7,381    9,015

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     -5,059)
    -820    1,429      588   -6,487   -8,597   -6,719   -6,580    1,660    1,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      6.3      2.2     88.0     86.9     96.2     95.4      3.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       29       25       33       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      313,248
COMMITMENTS
   5,022   36,789   18,017  281,653  251,945  304,692  306,751    8,556    6,497

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -21,569)
     -78    3,366      715  -22,907  -25,702  -22,270  -21,621      701       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     11.7      5.8     89.9     80.4     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        3        5       42       44       48       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      151,760
COMMITMENTS
   8,091   15,583    6,818  133,392  124,779  148,301  147,180    3,459    4,580

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -26,554)
   1,985   -8,219       20  -29,195  -18,838  -27,190  -27,037      636      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     10.3      4.5     87.9     82.2     97.7     97.0      2.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        5       28       38       34       44
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      165,497
COMMITMENTS
  35,568    3,774   14,478  114,260  145,859  164,306  164,111    1,191    1,386

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:       -917)
     581     -209   -3,251    1,419    1,542   -1,251   -1,918      334    1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      2.3      8.7     69.0     88.1     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      14        7       12       51       49       70       63
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,884
COMMITMENTS
     469    1,922    1,033   61,382   59,929   62,884   62,884        0        0

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      1,392)
    -157      -62        4    1,545    1,450    1,392    1,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.1      1.6     97.6     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        4       31       31       36       37
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      561,714
COMMITMENTS
   7,488   13,376      344  553,882  547,994  561,714  561,714        0        0

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        894)
     312      312        0      894      894    1,206    1,206     -312     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      2.4      0.1     98.6     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       23       23       26       25
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,627,032
COMMITMENTS
  22,822   84,501   82,312  1521778  1460219  1626912  1627032      120        0

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -41,366)
   2,364   16,394  -27,432  -16,394  -30,328  -41,462  -41,366       96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      5.2      5.1     93.5     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        7        7       38       35       47       45
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      120,598
COMMITMENTS
   1,855    2,447    1,695  116,487  115,891  120,037  120,033      561      565

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     -4,942)
     891     -416     -394   -5,972   -4,654   -5,475   -5,464      533      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      2.0      1.4     96.6     96.1     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        4        7       34       37       41       46
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      499,351
COMMITMENTS
     337    2,864      640  498,374  495,847  499,351  499,351        0        0

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -27,966)
     337   -2,110     -641  -27,662  -25,215  -27,966  -27,966        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.6      0.1     99.8     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       23       22       24       25
```

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Updated July 15, 2011