```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,956,523
COMMITMENTS
 770,181  240,517  1293411  2865454  3403599  4929046  4937527   27,477   18,996

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -46,716)
  25,862 -105,503   -6,701  -64,025   76,915  -44,864  -35,289   -1,852  -11,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      4.9     26.1     57.8     68.7     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      35       33       60      146      139      211      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      316,389
COMMITMENTS
   1,879    9,504    6,778  294,432  296,843  303,089  313,125   13,300    3,264

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,926)
  -1,312    3,896    1,142    3,403   -4,501    3,233      537   -1,307    1,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      3.0      2.1     93.1     93.8     95.8     99.0      4.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        7        8       38       42       47       52
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      160,310
COMMITMENTS
     475    6,589    3,480  152,611  146,443  156,566  156,512    3,744    3,798

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -2,780)
     475   -1,485      116   -3,413   -1,908   -2,822   -3,277       42      497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      4.1      2.2     95.2     91.3     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       30       34       32       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      282,798
COMMITMENTS
   4,241   17,866    1,508  272,183  252,493  277,932  271,867    4,866   10,931

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     10,558)
  -1,116    2,594      448   10,981   11,669   10,313   14,711      245   -4,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      6.3      0.5     96.2     89.3     98.3     96.1      1.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        4        5       36       34       41       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      755,127
COMMITMENTS
     482   19,256   21,197  729,903  709,656  751,582  750,109    3,545    5,018

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      4,050)
    -834    7,922   -5,117    9,630      345    3,679    3,150      371      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.6      2.8     96.7     94.0     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       2        6        7       58       50       65       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,589
COMMITMENTS
  13,372        0    1,299  203,739  220,112  218,410  221,411    6,179    3,178

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      2,556)
    -771        0       49    3,732    2,541    3,010    2,590     -454      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.0      0.6     90.7     98.0     97.2     98.6      2.8      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 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,438
COMMITMENTS
  12,327    2,798   34,598  281,243  288,573  328,168  325,969    7,270    9,469

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        309)
    -402     -163     -398    1,047     -153      247     -714       62    1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.8     10.3     83.8     86.0     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        7       39       43       46       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      158,950
COMMITMENTS
  11,542    1,989    6,887  137,642  143,856  156,071  152,732    2,879    6,218

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      5,879)
  -1,909    1,005    1,115    6,863    3,353    6,069    5,473     -190      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      1.3      4.3     86.6     90.5     98.2     96.1      1.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        2       35       32       40       35
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      179,039
COMMITMENTS
  22,497    1,794   23,269  131,777  152,559  177,543  177,622    1,496    1,417

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -2,396)
     264   -1,018      144   -2,879   -1,560   -2,471   -2,434       75       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      1.0     13.0     73.6     85.2     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      19        4       13       56       56       78       71
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       69,882
COMMITMENTS
     180      143      238   69,438   69,501   69,856   69,882       26        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,017)
      75       76      -76    1,119    1,067    1,118    1,067     -101      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.2      0.3     99.4     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        1       31       30       36       31
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      617,887
COMMITMENTS
   3,120      947    3,499  610,949  613,122  617,568  617,568      319      319

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:       -801)
    -688   -1,360       25     -113      559     -776     -776      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.2      0.6     98.9     99.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       29       29       33       33
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,632,828
COMMITMENTS
  98,044   34,290   66,098  1468686  1532440  1632828  1632828        0        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     17,139)
   8,624    3,879      378    8,151   12,882   17,153   17,139      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      2.1      4.0     89.9     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8        5        8       42       41       52       52
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       89,376
COMMITMENTS
     251      589      768   88,203   87,983   89,222   89,340      154       36

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,762)
     -50      105      -53    1,740    1,710    1,637    1,762      125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.7      0.9     98.7     98.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        4       35       34       41       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      587,174
COMMITMENTS
   7,047      688    1,321  578,806  585,165  587,174  587,174        0        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        -80)
  -1,992      688      344    1,568   -1,112      -80      -80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.1      0.2     98.6     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        1       27       25       31       27
```

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Updated June 29, 2012