```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,767,926
COMMITMENTS
 472,248  410,631  1443256  2765766  2824034  4681270  4677921   86,656   90,005

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -8,252)
  25,612    8,374   -9,353   -8,597    5,975    7,662    4,996  -15,914  -13,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      8.6     30.3     58.0     59.2     98.2     98.1      1.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      35       31       62      140      132      205      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      324,208
COMMITMENTS
  12,228   23,924    9,889  289,249  283,299  311,366  317,112   12,842    7,096

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        178)
    -650     -146    2,036   -1,571   -2,552     -185     -662      363      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      7.4      3.1     89.2     87.4     96.0     97.8      4.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        1        6       38       37       46       43
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      168,180
COMMITMENTS
   2,096        0    6,029  153,754  160,359  161,879  166,388    6,301    1,792

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      3,570)
   1,745        0      549      954    2,730    3,248    3,279      322      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      3.6     91.4     95.3     96.3     98.9      3.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        0        2       35       41       37       43
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      321,844
COMMITMENTS
   5,764   27,973    2,276  307,974  283,324  316,014  313,573    5,830    8,271

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      2,245)
     428     -704      155    1,090     -280    1,673     -829      572    3,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      8.7      0.7     95.7     88.0     98.2     97.4      1.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        4        5       35       33       40       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      806,089
COMMITMENTS
     651   35,276   20,632  782,189  747,590  803,472  803,498    2,617    2,591

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      9,792)
       0    8,492   -1,546   11,249    3,214    9,703   10,160       89     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.4      2.6     97.0     92.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       1        5        5       55       47       61       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,141
COMMITMENTS
   8,590   18,319    5,120  215,946  206,468  229,656  229,907    6,485    6,234

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      4,316)
    -868   -1,364      443    7,665    4,381    7,240    3,460   -2,924      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      7.8      2.2     91.4     87.4     97.3     97.4      2.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        1        2       40       36       42       39
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      390,244
COMMITMENTS
   9,027       91   17,726  356,327  365,614  383,080  383,431    7,164    6,813

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -6,277)
    -871       70     -557   -1,804   -6,100   -3,232   -6,587   -3,045      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      4.5     91.3     93.7     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        1        6       43       41       50       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      173,366
COMMITMENTS
   5,365    8,246    8,758  156,455  147,221  170,578  164,225    2,788    9,141

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      3,092)
  -1,191      242      675    3,676    2,268    3,160    3,185      -68      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      4.8      5.1     90.2     84.9     98.4     94.7      1.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        3       26       29       29       34
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      160,965
COMMITMENTS
  28,173    1,345   20,112  111,696  139,276  159,981  160,733      984      232

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      2,740)
   1,242      585     -275    1,606    2,515    2,573    2,825      167      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      0.8     12.5     69.4     86.5     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13        4       12       52       53       67       67
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       68,851
COMMITMENTS
     789    1,106    1,822   66,132   65,820   68,743   68,748      108      103

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        596)
     258      204     -257      595      649      596      596        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      1.6      2.6     96.1     95.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        5       29       32       35       37
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      609,893
COMMITMENTS
  10,625    3,557    1,919  597,349  604,417  609,893  609,893        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      6,166)
     976   -3,240      328    4,862    9,078    6,166    6,166        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.6      0.3     97.9     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        4        4       29       28       35       33
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,606,939
COMMITMENTS
 102,551   21,066   93,848  1409360  1491997  1605759  1606911    1,180       28

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -1,625)
   2,802    5,112      665   -5,432   -6,614   -1,965     -837      340     -788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      1.3      5.8     87.7     92.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        4        8       43       39       52       50
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      120,470
COMMITMENTS
   1,385      279    3,282  115,552  116,080  120,219  119,641      251      829

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        244)
      13      279       33      -29     -895       17     -583      227      827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.2      2.7     95.9     96.4     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        5       34       35       39       40
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      574,684
COMMITMENTS
       0    6,542      968  573,716  567,174  574,684  574,684        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     10,013)
       0     -928      320    9,693   10,621   10,013   10,013        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.2     99.8     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        1       24       23       25       26
```

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Updated December 30, 2011