```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,540,418
COMMITMENTS
 630,236  308,796  1252822  2637432  2951774  4520490  4513392   19,928   27,026

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     35,661)
  16,790   10,318  -17,613   33,667   26,345   32,844   19,050    2,817   16,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      6.8     27.6     58.1     65.0     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      34       32       54      139      133      200      193
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      281,211
COMMITMENTS
   5,337   12,835    4,908  257,330  260,259  267,575  278,002   13,636    3,209

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -16,787)
  -1,881   -3,528      287  -15,617  -14,244  -17,211  -17,485      424      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      4.6      1.7     91.5     92.5     95.2     98.9      4.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        4        3       36       36       42       41
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      150,655
COMMITMENTS
   2,433    3,643    3,372  141,589  137,565  147,394  144,580    3,261    6,075

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -8,753)
   1,165   -1,489     -702   -8,362   -8,242   -7,899  -10,433     -854    1,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.4      2.2     94.0     91.3     97.8     96.0      2.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        2       29       29       32       33
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      248,847
COMMITMENTS
       0    8,171    2,851  239,048  229,639  241,899  240,661    6,948    8,186

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -20,625)
  -1,952   -2,706      141  -20,046  -19,309  -21,857  -21,874    1,232    1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      1.1     96.1     92.3     97.2     96.7      2.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        2        1       36       37       37       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      715,837
COMMITMENTS
   2,700    4,269   18,751  686,012  679,845  707,463  702,865    8,374   12,972

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -50,451)
  -2,873       38   -1,559  -51,478  -58,653  -55,910  -60,174    5,459    9,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.6      2.6     95.8     95.0     98.8     98.2      1.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       4        3        6       52       45       59       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      204,112
COMMITMENTS
   1,354        0      835  195,838  196,155  198,027  196,990    6,085    7,122

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -14,752)
  -1,945        0     -489  -12,198  -17,490  -14,632  -17,979     -120    3,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.4     95.9     96.1     97.0     96.5      3.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       30       31       32       32
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      275,221
COMMITMENTS
  19,240    1,058   12,026  237,619  256,104  268,885  269,188    6,336    6,033

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -21,480)
     293     -489   -2,402  -18,891  -20,731  -21,000  -23,622     -480    2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.4      4.4     86.3     93.1     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        2        5       40       44       45       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      129,887
COMMITMENTS
  10,570        0    4,177  111,691  117,077  126,438  121,254    3,449    8,633

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -18,174)
  -1,001     -600   -4,267  -13,079  -15,408  -18,347  -20,275      173    2,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.0      3.2     86.0     90.1     97.3     93.4      2.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        2       30       27       34       29
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      170,305
COMMITMENTS
  26,396    1,207   20,941  121,138  146,723  168,475  168,871    1,830    1,434

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -9,203)
   3,511     -408   -4,748   -7,859   -4,952   -9,096  -10,108     -107      905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      0.7     12.3     71.1     86.2     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13        6       13       53       53       70       68
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,699
COMMITMENTS
     145        0    1,176   61,204   60,942   62,525   62,118      174      581

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,937)
    -107        0      104    1,838    1,252    1,835    1,356      102      581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      1.9     97.6     97.2     99.7     99.1      0.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       27       26       30       28
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      524,400
COMMITMENTS
   3,863    4,851    2,961  517,240  510,173  524,064  517,985      336    6,415

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      8,608)
  -1,330    1,919      688    8,914     -414    8,272    2,193      336    6,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.9      0.6     98.6     97.3     99.9     98.8      0.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       25       27       28       30
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,671,070
COMMITMENTS
 201,441    8,803   69,908  1393808  1590831  1665157  1669542    5,913    1,528

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -32,625)
  20,224   -2,228   -3,340  -55,422  -28,585  -38,538  -34,153    5,913    1,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      0.5      4.2     83.4     95.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        2        6       39       43       47       49
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       71,747
COMMITMENTS
     242      811    3,031   67,833   67,879   71,106   71,721      641       26

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -3,946)
     191     -738      322   -5,072   -3,526   -4,559   -3,942      613       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.1      4.2     94.5     94.6     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        4       30       32       35       37
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      473,998
COMMITMENTS
  11,289        0      633  462,076  473,365  473,998  473,998        0        0

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -48,400)
   5,510     -624   -7,013  -46,897  -40,763  -48,400  -48,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.1     97.5     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       24       22       26       23
```

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Updated September 14, 2012