```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,812,619
COMMITMENTS
 795,744  211,544  1236791  2760089  3348280  4792624  4796615   19,995   16,004

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:   -143,904)
  25,563  -28,973  -56,620 -105,365  -55,319 -136,422 -140,912   -7,482   -2,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      4.4     25.7     57.4     69.6     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      37       28       54      145      135      206      195
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,514
COMMITMENTS
   3,594    8,524    6,704  298,946  302,191  309,244  317,419   13,270    5,095

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      6,125)
   1,715     -980      -74    4,514    5,348    6,155    4,294      -30    1,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.6      2.1     92.7     93.7     95.9     98.4      4.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        4        8       38       39       47       47
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,904
COMMITMENTS
     436    6,769    3,460  153,924  147,749  157,820  157,978    5,084    4,926

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      2,594)
     -39      180      -20    1,313    1,306    1,254    1,466    1,340    1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      4.2      2.1     94.5     90.7     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       30       34       32       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      280,697
COMMITMENTS
   4,241   21,732    1,618  268,764  246,472  274,623  269,822    6,074   10,875

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,101)
       0    3,866      110   -3,419   -6,021   -3,309   -2,045    1,208      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      7.7      0.6     95.7     87.8     97.8     96.1      2.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        5        5       36       35       41       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      768,282
COMMITMENTS
   2,407   11,061   28,640  734,663  723,343  765,710  763,044    2,572    5,238

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     13,155)
   1,925   -8,195    7,443    4,760   13,687   14,128   12,935     -973      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.4      3.7     95.6     94.2     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       3        6        7       59       48       67       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,882
COMMITMENTS
  10,395        0    2,277  208,290  222,309  220,962  224,586    6,920    3,296

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      3,293)
  -2,977        0      978    4,551    2,197    2,552    3,175      741      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      1.0     91.4     97.6     97.0     98.6      3.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        2       30       28       32       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,212
COMMITMENTS
  12,261    2,561   34,948  283,443  287,694  330,652  325,203    7,560   13,009

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      2,774)
     -66     -237      350    2,200     -879    2,484     -766      290    3,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.8     10.3     83.8     85.1     97.8     96.2      2.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        3        6       39       44       46       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      159,368
COMMITMENTS
  12,022    3,275    5,262  139,016  145,097  156,300  153,634    3,068    5,734

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        418)
     480    1,286   -1,625    1,374    1,241      229      902      189     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      2.1      3.3     87.2     91.0     98.1     96.4      1.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        2       37       31       42       34
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      180,249
COMMITMENTS
  19,653    1,775   23,682  134,982  153,528  178,317  178,985    1,932    1,264

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      1,210)
  -2,844      -19      413    3,205      969      774    1,363      436     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      1.0     13.1     74.9     85.2     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      17        4       13       57       54       78       69
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       65,456
COMMITMENTS
     216        0      200   65,014   65,256   65,430   65,456       26        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -4,426)
      36     -143      -38   -4,424   -4,245   -4,426   -4,426        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.3     99.3     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        0        1       31       28       36       29
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      566,976
COMMITMENTS
   2,064    1,475    2,642  562,270  562,859  566,976  566,976        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -50,911)
  -1,056      528     -857  -48,679  -50,263  -50,592  -50,592     -319     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.3      0.5     99.2     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       26       28       29       30
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,647,479
COMMITMENTS
 103,140   29,637   84,082  1460257  1533760  1647479  1647479        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     14,651)
   5,096   -4,653   17,984   -8,429    1,320   14,651   14,651        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      1.8      5.1     88.6     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        4        8       42       40       51       50
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       89,493
COMMITMENTS
     223      792      592   88,674   88,074   89,489   89,458        4       35

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        117)
     -28      203     -176      471       91      267      118     -150       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.9      0.7     99.1     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        4       35       34       41       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      594,478
COMMITMENTS
   6,087      688    1,321  587,070  592,469  594,478  594,478        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      7,304)
    -960        0        0    8,264    7,304    7,304    7,304        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.1      0.2     98.8     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        1       26       26       30       28
```

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Updated July 3, 2012