```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,711,336
COMMITMENTS
 549,026  247,347  1474307  2647633  2962209  4670966  4683863   40,370   27,473

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    -74,846)
  -6,595   26,101  -32,720  -36,031  -69,436  -75,346  -76,055      500    1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      5.3     31.3     56.2     62.9     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      40       39       70      142      141      215      217
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      370,309
COMMITMENTS
  14,698   16,829   22,795  317,463  325,641  354,956  365,265   15,353    5,044

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,953)
   2,500   -1,496    2,040   -4,405       22      135      566    1,818    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      4.5      6.2     85.7     87.9     95.9     98.6      4.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        7       11       43       44       55       57
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      192,434
COMMITMENTS
  11,694    4,302    4,502  172,147  180,143  188,343  188,947    4,091    3,487

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      3,532)
   2,111     -227      -91    1,450    3,819    3,470    3,501       62       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      2.2      2.3     89.5     93.6     97.9     98.2      2.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        4       41       40       47       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      321,510
COMMITMENTS
       0   23,238    9,531  309,651  282,807  319,182  315,576    2,328    5,934

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      4,092)
       0    4,425   -1,044    6,134      288    5,090    3,669     -998      423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      3.0     96.3     88.0     99.3     98.2      0.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       0        8        4       41       36       45       44
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      675,868
COMMITMENTS
     239   46,055   21,992  650,206  604,921  672,437  672,968    3,431    2,900

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     14,717)
      90    5,328   -1,320   17,199   12,074   15,969   16,082   -1,252   -1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.8      3.3     96.2     89.5     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       2       10       11       59       51       70       63
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,354
COMMITMENTS
   6,181    8,942    5,750  182,737  178,120  194,668  192,812    6,686    8,542

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      4,027)
    -220   -2,255    1,327    2,192    3,566    3,299    2,638      728    1,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      4.4      2.9     90.8     88.5     96.7     95.8      3.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        4       32       27       36       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      316,624
COMMITMENTS
   4,934   28,628   19,202  285,947  261,152  310,083  308,982    6,541    7,642

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -1,729)
   1,311   -5,300      854   -1,451    2,525      714   -1,921   -2,443      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      9.0      6.1     90.3     82.5     97.9     97.6      2.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        4        5       45       44       51       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,478
COMMITMENTS
   7,409   15,384    5,905  147,350  138,793  160,664  160,082    2,814    3,396

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     11,933)
  -2,539     -466     -297   16,608   13,696   13,772   12,933   -1,839   -1,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      9.4      3.6     90.1     84.9     98.3     97.9      1.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        5       32       43       38       49
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      170,612
COMMITMENTS
  42,459    2,681   15,328  111,393  151,874  169,180  169,883    1,432      729

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,798)
   3,160     -775      467   -2,009    2,271    1,618    1,963      180     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      1.6      9.0     65.3     89.0     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      13        8       14       53       52       73       67
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       66,669
COMMITMENTS
     675    2,055    1,329   64,588   63,208   66,592   66,592       77       77

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,130)
     185       64      319      549      670    1,053    1,053       77       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.1      2.0     96.9     94.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        6        6       31       31       39       38
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      567,263
COMMITMENTS
   8,424   13,624    1,656  556,855  551,655  566,935  566,935      328      328

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,367)
       0   -1,000    1,312      727    1,727    2,039    2,039      328      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      2.4      0.3     98.2     97.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        1       24       24       28       27
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,676,352
COMMITMENTS
  28,335   60,352   93,636  1554357  1522364  1676328  1676352       24        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      8,896)
 -12,911  -12,856    7,776   14,031   13,976    8,896    8,896        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.6      5.6     92.7     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        7        8       38       33       49       43
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      129,243
COMMITMENTS
   2,243    2,397    2,265  124,710  124,460  129,218  129,122       25      121

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,610)
    -612     -131      517    2,936    2,457    2,841    2,843     -231     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.9      1.8     96.5     96.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        4        7       34       39       42       47
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      476,561
COMMITMENTS
     624    5,440      952  474,985  470,169  476,561  476,561        0        0

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    -14,899)
     -25    1,016        0  -14,874  -15,915  -14,899  -14,899        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.1      0.2     99.7     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        2       24       24       27       28
```

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Updated July 29, 2011