```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,776,178
COMMITMENTS
 446,636  402,257  1452609  2774363  2818059  4673608  4672925  102,570  103,253

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     38,338)
  21,844   37,941 -106,789   44,330   28,656  -40,615  -40,192   78,953   78,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      8.4     30.4     58.1     59.0     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      36       31       62      140      132      205      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      324,030
COMMITMENTS
  12,878   24,070    7,853  290,820  285,851  311,551  317,774   12,479    6,256

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     14,734)
  -2,379    4,466    1,627   15,012    8,425   14,260   14,518      474      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      7.4      2.4     89.8     88.2     96.1     98.1      3.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        2        5       39       37       47       42
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      164,610
COMMITMENTS
     351        0    5,480  152,800  157,629  158,631  163,109    5,979    1,501

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:      1,922)
     -46        0      649    2,864    2,537    3,467    3,186   -1,545   -1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      3.3     92.8     95.8     96.4     99.1      3.6      0.9

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 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      319,599
COMMITMENTS
   5,336   28,677    2,121  306,884  283,604  314,341  314,402    5,258    5,197

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -3,033)
    -853    2,352     -460   -3,089   -4,497   -4,402   -2,605    1,369     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      9.0      0.7     96.0     88.7     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        4        3       35       34       38       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      796,297
COMMITMENTS
     651   26,784   22,178  770,940  744,376  793,769  793,338    2,528    2,959

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -1,350)
      68    3,015     -335   -1,297   -5,958   -1,564   -3,278      214    1,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      3.4      2.8     96.8     93.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       1        5        5       55       48       61       53
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      231,825
COMMITMENTS
   9,458   19,683    4,677  208,281  202,087  222,416  226,447    9,409    5,378

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:      5,838)
     428        0      103    3,661    4,836    4,192    4,939    1,646      899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      8.5      2.0     89.8     87.2     95.9     97.7      4.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        2       37       34       39       37
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      396,521
COMMITMENTS
   9,898       21   18,283  358,131  371,714  386,312  390,018   10,209    6,503

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:      3,467)
      62       21   -2,428    6,580    5,931    4,214    3,524     -747      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      4.6     90.3     93.7     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        2        6       41       40       48       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      170,274
COMMITMENTS
   6,556    8,004    8,083  152,779  144,953  167,418  161,040    2,856    9,234

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -12,120)
  -5,743      278    4,106  -10,394  -17,663  -12,031  -13,279      -89    1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      4.7      4.7     89.7     85.1     98.3     94.6      1.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        3       26       28       29       33
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      158,225
COMMITMENTS
  26,931      760   20,387  110,090  136,761  157,408  157,908      817      317

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -1,719)
  -1,320     -342       24      122   -1,094   -1,174   -1,412     -545     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      0.5     12.9     69.6     86.4     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14        3       11       52       52       67       65
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       68,255
COMMITMENTS
     531      902    2,079   65,537   65,171   68,147   68,152      108      103

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        597)
      77      698     -724    1,141      520      494      494      103      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.3      3.0     96.0     95.5     99.8     99.8      0.2      0.2

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 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      603,727
COMMITMENTS
   9,649    6,797    1,591  592,487  595,339  603,727  603,727        0        0

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     21,811)
   1,288   -2,056      -40   20,883   23,907   22,131   21,811     -320        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.1      0.3     98.1     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        4        3       29       28       34       33
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,608,564
COMMITMENTS
  99,749   15,954   93,183  1414792  1498611  1607724  1607748      840      816

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -43,960)
  -8,624      -62   -5,631  -30,521  -39,083  -44,776  -44,776      816      816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      1.0      5.8     88.0     93.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        5        8       44       39       53       50
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      120,226
COMMITMENTS
   1,372        0    3,249  115,581  116,975  120,202  120,224       24        2

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:      3,392)
      -4        0       31    3,367    3,388    3,394    3,419       -2      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      2.7     96.1     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        0        5       34       35       39       40
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      564,671
COMMITMENTS
       0    7,470      648  564,023  556,553  564,671  564,671        0        0

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     20,245)
       0   -4,760        0   20,245   25,005   20,245   20,245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.1     99.9     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        4        1       24       23       25       27
```

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Updated December 23, 2011