```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,962,657
COMMITMENTS
 435,183  333,118  1663361  2835400  2929916  4933944  4926395   28,713   36,262

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    254,225)
  -3,833  -31,462  134,772  112,527  133,229  243,466  236,539   10,759   17,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      6.7     33.5     57.1     59.0     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      32       39       61      143      134      208      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      350,684
COMMITMENTS
   3,854   52,389   13,534  317,421  279,153  334,809  345,076   15,875    5,608

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     23,621)
  -4,062    7,033    5,985   20,290   11,244   22,213   24,262    1,408     -641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     14.9      3.9     90.5     79.6     95.5     98.4      4.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        5        7       39       34       46       41
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      155,911
COMMITMENTS
   1,431      291    4,300  143,371  147,132  149,102  151,723    6,809    4,188

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,924)
    -974      291      581    2,999      781    2,606    1,653      318    1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.2      2.8     92.0     94.4     95.6     97.3      4.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        2       35       36       37       38
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,668
COMMITMENTS
   8,769   23,848    1,249  298,772  284,542  308,790  309,639    5,878    5,029

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      7,126)
     428    2,781     -400    6,505    5,591    6,533    7,972      593     -846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      7.6      0.4     94.9     90.4     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        2       34       36       36       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      785,890
COMMITMENTS
   1,074   34,775   18,216  764,178  729,426  783,468  782,417    2,422    3,473

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        854)
    -866   -5,102    2,172     -713    3,512      593      582      261      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.4      2.3     97.2     92.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        4        5       56       47       62       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      232,629
COMMITMENTS
   8,106   13,185    4,343  212,291  210,732  224,740  228,260    7,889    4,369

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      6,075)
  -1,836   -1,233    1,180    7,123    7,078    6,467    7,025     -392     -950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      5.7      1.9     91.3     90.6     96.6     98.1      3.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        2       36       35       38       38
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      346,139
COMMITMENTS
   5,540    9,082   19,147  312,720  309,962  337,407  338,191    8,732    7,948

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -1,043)
  -5,173    1,577    7,027     -861  -12,274      993   -3,670   -2,036    2,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.6      5.5     90.3     89.5     97.5     97.7      2.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        4        5       42       38       48       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      213,508
COMMITMENTS
  10,088   12,763    5,836  193,986  186,641  209,910  205,240    3,598    8,268

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -3,551)
   7,169   -1,117   -2,652   -8,630    1,048   -4,113   -2,721      562     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      6.0      2.7     90.9     87.4     98.3     96.1      1.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       26       29       29       33
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      178,349
COMMITMENTS
  42,698    1,678   17,616  116,818  158,695  177,132  177,989    1,217      360

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     11,442)
   7,854      237     -694    4,286   12,116   11,446   11,659       -4     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      0.9      9.9     65.5     89.0     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15        2       13       51       52       68       65
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       71,048
COMMITMENTS
   1,012      871    1,412   67,807   67,948   70,231   70,231      817      817

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,211)
     322       52     -436    1,712    1,982    1,598    1,598      613      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.2      2.0     95.4     95.6     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        4       32       28       38       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      639,359
COMMITMENTS
  16,408        0    3,553  617,894  634,302  637,855  637,855    1,504    1,504

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     18,189)
   6,175     -296   -1,206   13,364   19,835   18,333   18,333     -144     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.6     96.6     99.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        0        3       29       29       35       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,621,531
COMMITMENTS
 124,851   27,835  101,461  1395195  1492235  1621507  1621531       24        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        259)
  10,649     -656   -4,771   -4,835    6,470    1,043    1,043     -784     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.7      6.3     86.0     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        5        6       40       37       48       46
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      113,797
COMMITMENTS
   1,600    1,258    1,985  109,954  110,296  113,539  113,539      258      258

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,693)
      77      109     -482    1,990    1,958    1,585    1,585      108      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.1      1.7     96.6     96.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        5       34       33       40       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      664,941
COMMITMENTS
     321      912   17,975  646,645  646,054  664,941  664,941        0        0

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     38,858)
  -1,263      -45   16,014   24,107   22,889   38,858   38,858        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      2.7     97.2     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        4       23       25       27       30
```

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Updated January 20, 2012