```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,819,815
COMMITMENTS
 435,209  133,896  1729856  2624151  2937061  4789216  4800813   30,599   19,002

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -19,321)
 -26,247   15,330  -30,160   37,829   -6,508  -18,578  -21,338     -743    2,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      2.8     35.9     54.4     60.9     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      44       31       68      140      138      212      210
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      390,595
COMMITMENTS
  15,740   12,819   24,816  337,798  350,570  378,354  388,205   12,241    2,390

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     11,058)
   5,745   -7,613      299    5,614   18,924   11,658   11,610     -600     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      3.3      6.4     86.5     89.8     96.9     99.4      3.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        4        8       44       42       55       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,393
COMMITMENTS
   4,766    4,532    5,354  166,753  166,767  176,873  176,653    3,520    3,740

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -1,282)
   1,009     -707      398   -2,291   -1,830     -884   -2,139     -398      857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.5      3.0     92.4     92.4     98.0     97.9      2.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        2        5       40       35       45       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,887
COMMITMENTS
   2,491    6,265   15,022  298,745  296,442  316,258  317,729    6,629    5,158

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     11,153)
  -2,647    2,494   -1,963   15,277   11,841   10,667   12,372      486   -1,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.9      4.7     92.5     91.8     97.9     98.4      2.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        6        6       36       33       43       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      672,743
COMMITMENTS
   1,034   25,359   28,548  637,440  613,566  667,022  667,473    5,721    5,270

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -16,578)
      73  -15,377    5,920  -22,624   -8,978  -16,631  -18,435       53    1,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.8      4.2     94.8     91.2     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       1        9        9       57       51       66       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      191,693
COMMITMENTS
  10,550    3,052    1,447  171,320  176,162  183,317  180,661    8,376   11,032

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,690)
   2,181     -176     -809     -660    2,283      712    1,298      978      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.6      0.8     89.4     91.9     95.6     94.2      4.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       28       25       31       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,393
COMMITMENTS
  11,527   21,055   22,513  293,491  286,103  327,531  329,671   10,862    8,722

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -4,726)
  -1,698    5,150   -2,381     -402   -8,393   -4,481   -5,624     -245      898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      6.2      6.7     86.7     84.5     96.8     97.4      3.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        2        5       41       42       47       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      195,882
COMMITMENTS
   7,784    9,879    8,647  175,601  174,308  192,032  192,834    3,850    3,048

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -9,832)
    -398      296     -242   -9,808   -8,506  -10,448   -8,452      616   -1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      5.0      4.4     89.6     89.0     98.0     98.4      2.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        7       31       41       38       48
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      163,805
COMMITMENTS
  31,056    5,911   15,734  116,015  141,711  162,805  163,356    1,000      449

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      2,663)
     783      222       40    2,100    2,379    2,923    2,641     -260       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      3.6      9.6     70.8     86.5     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16        6       12       49       51       70       64
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       71,551
COMMITMENTS
   1,740      810      588   69,046   70,076   71,374   71,474      177       77

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        -50)
     134     -100     -253       44      303      -75      -50       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.1      0.8     96.5     97.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        2        6       34       33       41       39
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      604,844
COMMITMENTS
   6,488    3,609    1,296  597,060  599,939  604,844  604,844        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -400)
   5,048   -4,072   -3,456   -1,992    7,128     -400     -400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.6      0.2     98.7     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        3       26       24       30       29
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,661,591
COMMITMENTS
  41,750   91,136   97,090  1522727  1473365  1661567  1661591       24        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     47,205)
   1,658    2,176    2,294   47,933   42,735   51,885   47,205   -4,680        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      5.5      5.8     91.6     88.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        4        7       38       35       47       44
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      129,206
COMMITMENTS
   1,007    2,171    1,232  126,964  125,792  129,203  129,195        3       11

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -1,645)
    -136     -349       51   -1,384   -1,171   -1,469   -1,469     -176     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.7      1.0     98.3     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        4        4       34       36       42       41
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      557,979
COMMITMENTS
     977    3,103    1,665  555,337  553,211  557,979  557,979        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        518)
       0      296      656     -138     -434      518      518        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.6      0.3     99.5     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        2       24       20       27       23
```

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Updated May 20, 2011