```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 4,579,643:   525,353    260,080  1,308,365  2,726,741  3,001,252  4,560,459  4,569,697:    19,184      9,946
Old  : 4,579,643:   525,353    260,080  1,308,365  2,726,741  3,001,252  4,560,459  4,569,697:    19,184      9,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    39,225:  -104,883    -48,716     55,543     89,309     49,478     39,969     56,305:      -744    -17,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        5.7       28.6       59.5       65.5       99.6       99.8:       0.4        0.2
Old  :     100.0:      11.5        5.7       28.6       59.5       65.5       99.6       99.8:       0.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        41         27         57        141        135        205        198:
Old  :       220:        41         27         57        141        135        205        198:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       21.4       34.7       34.8       16.0       17.6       24.0       25.4
Old  :                 21.5       21.4       34.7       34.8       16.0       17.6       24.0       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                        Code-023393
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   285,048:     5,720     13,090      5,333    260,841    264,349    271,894    282,772:    13,154      2,276
Old  :   285,048:     5,720     13,090      5,333    260,841    264,349    271,894    282,772:    13,154      2,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     3,837:       383        255        425      3,511      4,090      4,319      4,770:      -482       -933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        4.6        1.9       91.5       92.7       95.4       99.2:       4.6        0.8
Old  :     100.0:       2.0        4.6        1.9       91.5       92.7       95.4       99.2:       4.6        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         5          4          4         37         38         44         44:
Old  :        50:         5          4          4         37         38         44         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       57.0       64.3       71.9       42.1       42.9       52.3       56.1
Old  :                 47.2       57.0       64.3       71.9       42.1       42.9       52.3       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                       Code-023394
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   157,412:     2,825      3,306      3,780    148,104    146,089    154,709    153,175:     2,703      4,237
Old  :   157,412:     2,825      3,306      3,780    148,104    146,089    154,709    153,175:     2,703      4,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     6,757:       392       -337        408      6,515      8,524      7,315      8,595:      -558     -1,838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        2.1        2.4       94.1       92.8       98.3       97.3:       1.7        2.7
Old  :     100.0:       1.8        2.1        2.4       94.1       92.8       98.3       97.3:       1.7        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         3          2          3         30         32         34         36:
Old  :        37:         3          2          3         30         32         34         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       41.7       80.3       60.5       47.2       33.4       55.1       43.4
Old  :                 62.5       41.7       80.3       60.5       47.2       33.4       55.1       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                         Code-023395
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   250,433:         0      9,754      1,963    242,972    231,632    244,935    243,349:     5,498      7,084
Old  :   250,433:         0      9,754      1,963    242,972    231,632    244,935    243,349:     5,498      7,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     1,586:         0      1,583       -888      3,924      1,993      3,036      2,688:    -1,450     -1,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.9        0.8       97.0       92.5       97.8       97.2:       2.2        2.8
Old  :     100.0:       0.0        3.9        0.8       97.0       92.5       97.8       97.2:       2.2        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         0          2          1         37         37         38         39:
Old  :        45:         0          2          1         37         37         38         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       41.3       73.1       61.8       45.0       26.1       55.1       41.1
Old  :                 51.3       41.3       73.1       61.8       45.0       26.1       55.1       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                Code-023396
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   715,237:     4,798      3,761     19,234    687,507    689,908    711,539    712,903:     3,698      2,334
Old  :   715,237:     4,798      3,761     19,234    687,507    689,908    711,539    712,903:     3,698      2,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :      -600:     2,098       -508        483      1,495     10,063      4,076     10,038:    -4,676    -10,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.5        2.7       96.1       96.5       99.5       99.7:       0.5        0.3
Old  :     100.0:       0.7        0.5        2.7       96.1       96.5       99.5       99.7:       0.5        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:         4          3          6         53         45         60         52:
Old  :        67:         4          3          6         53         45         60         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       42.6       55.4       63.5       23.2       36.6       39.6       48.3
Old  :                 34.8       42.6       55.4       63.5       23.2       36.6       39.6       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                             Code-023397
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   210,662:       991          0      1,198    202,747    205,617    204,936    206,815:     5,726      3,847
Old  :   210,662:       991          0      1,198    202,747    205,617    204,936    206,815:     5,726      3,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     6,550:      -363          0        363      6,909      9,462      6,909      9,825:      -359     -3,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        0.0        0.6       96.2       97.6       97.3       98.2:       2.7        1.8
Old  :     100.0:       0.5        0.0        0.6       96.2       97.6       97.3       98.2:       2.7        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         2          0          1         31         30         33         31:
Old  :        41:         2          0          1         31         30         33         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       57.2       71.9       75.8       43.4       57.2       58.0       69.1
Old  :                 51.8       57.2       71.9       75.8       43.4       57.2       58.0       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                 Code-023398
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   281,581:    20,905        792     11,874    243,400    265,492    276,179    278,158:     5,402      3,423
Old  :   281,581:    20,905        792     11,874    243,400    265,492    276,179    278,158:     5,402      3,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     6,360:     1,665       -266       -152      5,781      9,388      7,294      8,970:      -934     -2,610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        0.3        4.2       86.4       94.3       98.1       98.8:       1.9        1.2
Old  :     100.0:       7.4        0.3        4.2       86.4       94.3       98.1       98.8:       1.9        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         3          1          4         42         45         46         49:
Old  :        55:         3          1          4         42         45         46         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       43.9       55.5       59.9       30.6       43.6       48.7       57.0
Old  :                 37.0       43.9       55.5       59.9       30.6       43.6       48.7       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                Code-023399
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   131,527:    10,986          0      4,381    113,111    119,779    128,478    124,160:     3,049      7,367
Old  :   131,527:    10,986          0      4,381    113,111    119,779    128,478    124,160:     3,049      7,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     1,640:       416          0        204      1,420      2,702      2,040      2,906:      -400     -1,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        0.0        3.3       86.0       91.1       97.7       94.4:       2.3        5.6
Old  :     100.0:       8.4        0.0        3.3       86.0       91.1       97.7       94.4:       2.3        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         5          0          2         33         29         38         31:
Old  :        42:         5          0          2         33         29         38         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       47.6       72.9       66.8       53.3       44.0       64.0       55.8
Old  :                 58.9       47.6       72.9       66.8       53.3       44.0       64.0       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                                                     Code-064363
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :   170,480:    25,870      1,498     21,801    121,379    146,444    169,050    169,743:     1,430        737
Old  :   170,480:    25,870      1,498     21,801    121,379    146,444    169,050    169,743:     1,430        737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :       175:      -526        291        860        241       -279        575        872:      -400       -697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        0.9       12.8       71.2       85.9       99.2       99.6:       0.8        0.4
Old  :     100.0:      15.2        0.9       12.8       71.2       85.9       99.2       99.6:       0.8        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        12          8         14         52         52         70         68:
Old  :        78:        12          8         14         52         52         70         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       41.6       46.5       61.4       19.0       37.8       32.6       48.6
Old  :                 28.6       41.6       46.5       61.4       19.0       37.8       32.6       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                                                      Code-064391
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    63,643:       182        111      1,371     61,941     62,084     63,494     63,566:       149         77
Old  :    63,643:       182        111      1,371     61,941     62,084     63,494     63,566:       149         77
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :       944:        37        111        195        737      1,142        969      1,448:       -25       -504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.2        2.2       97.3       97.6       99.8       99.9:       0.2        0.1
Old  :     100.0:       0.3        0.2        2.2       97.3       97.6       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          2          2         28         28         30         31:
Old  :        35:         1          2          2         28         28         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       44.2       75.4       66.5       45.0       37.6       58.4       52.3
Old  :                 54.9       44.2       75.4       66.5       45.0       37.6       58.4       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                                                                  Code-064392
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 MWh)                                                      :
     :          :                                                                            :
All  :   537,667:     4,528      7,402      1,009    532,130    529,256    537,667    537,667:         0          0
Old  :   537,667:     4,528      7,402      1,009    532,130    529,256    537,667    537,667:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    13,267:       665      2,551     -1,952     14,890     19,083     13,603     19,682:      -336     -6,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        1.4        0.2       99.0       98.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.8        1.4        0.2       99.0       98.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         2          1          2         28         30         31         32:
Old  :        37:         2          1          2         28         30         31         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       56.4       76.4       76.2       40.4       51.2       55.1       56.5
Old  :                 53.1       56.4       76.4       76.2       40.4       51.2       55.1       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                                                                 Code-064394
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 50 Megawatt Hours)                                           :
     :          :                                                                            :
All  : 1,724,413:   211,153     16,059     66,157  1,446,510  1,642,197  1,723,820  1,724,413:       593          0
Old  : 1,724,413:   211,153     16,059     66,157  1,446,510  1,642,197  1,723,820  1,724,413:       593          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    53,343:     9,712      7,256     -3,751     52,702     51,366     58,663     54,871:    -5,320     -1,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        0.9        3.8       83.9       95.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      12.2        0.9        3.8       83.9       95.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         6          3          6         40         43         49         49:
Old  :        58:         6          3          6         40         43         49         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       55.2       61.3       68.3       37.8       49.1       51.4       58.9
Old  :                 42.2       55.2       61.3       68.3       37.8       49.1       51.4       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                                                                Code-064395
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    72,374:       543        192      3,726     68,026     68,403     72,295     72,321:        79         53
Old  :    72,374:       543        192      3,726     68,026     68,403     72,295     72,321:        79         53
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :       627:       301       -619        695        193        524      1,189        600:      -562         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        0.3        5.1       94.0       94.5       99.9       99.9:       0.1        0.1
Old  :     100.0:       0.8        0.3        5.1       94.0       94.5       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         5          1          4         31         33         36         38:
Old  :        43:         5          1          4         31         33         36         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       38.6       61.8       62.4       25.6       28.2       38.3       41.2
Old  :                 40.1       38.6       61.8       62.4       25.6       28.2       38.3       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                                                                  Code-064396
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   479,936:     8,160          0      3,805    467,971    476,131    479,936    479,936:         0          0
Old  :   479,936:     8,160          0      3,805    467,971    476,131    479,936    479,936:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     5,938:    -3,129          0      3,172      5,895      2,766      5,938      5,938:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.0        0.8       97.5       99.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.7        0.0        0.8       97.5       99.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          0          1         25         22         27         23:
Old  :        34:         2          0          1         25         22         27         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       67.6       79.6       88.8       52.0       58.4       67.4       74.4
Old  :                 57.0       67.6       79.6       88.8       52.0       58.4       67.4       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 21, 2012