```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,151,250
COMMITMENTS
 798,119  335,238  1421285  2908807  3375277  5128211  5131800   23,039   19,450

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:   -180,502)
 -81,434   -2,097  -51,343  -44,566 -123,590 -177,343 -177,030   -3,159   -3,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      6.5     27.6     56.5     65.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      31       37       61      142      135      207      201
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      301,187
COMMITMENTS
     614    4,504    6,678  278,235  287,852  285,527  299,034   15,660    2,153

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -18,675)
  -3,074     -531     -471  -13,262  -14,854  -16,807  -15,856   -1,868   -2,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.5      2.2     92.4     95.6     94.8     99.3      5.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        7        7       39       42       47       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      165,446
COMMITMENTS
     292   10,533    3,223  159,663  149,850  163,178  163,606    2,268    1,840

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -13,433)
  -2,443      269   -1,323   -8,726  -11,851  -12,492  -12,905     -941     -528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      6.4      1.9     96.5     90.6     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        2       30       34       32       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      253,629
COMMITMENTS
   2,113   14,679    1,917  244,916  221,820  248,946  238,416    4,683   15,213

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -19,360)
     645   -1,465     -418  -17,256  -15,759  -17,029  -17,642   -2,331   -1,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      5.8      0.8     96.6     87.5     98.2     94.0      1.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        4       34       32       38       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      810,750
COMMITMENTS
     326   19,527   33,365  774,957  753,614  808,648  806,506    2,102    4,244

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -13,363)
  -2,211   -4,215    3,919  -13,769  -13,958  -12,061  -14,254   -1,302      891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      4.1     95.6     93.0     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       1        8        8       55       48       63       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      223,115
COMMITMENTS
  15,195        0    1,118  200,714  219,212  217,027  220,330    6,088    2,785

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -12,084)
  -2,366        0       39  -10,324  -11,864  -12,651  -11,825      567     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.0      0.5     90.0     98.3     97.3     98.8      2.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       29       29       31       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      339,206
COMMITMENTS
   7,045    2,892   41,574  283,773  285,892  332,392  330,358    6,814    8,848

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -25,389)
   3,344   -2,109   -3,887  -24,357  -19,182  -24,900  -25,178     -489     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.9     12.3     83.7     84.3     98.0     97.4      2.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        6       36       39       43       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      156,524
COMMITMENTS
  16,812    1,232    5,039  131,880  146,181  153,731  152,452    2,793    4,072

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -22,874)
  -4,028   -2,008   -1,529  -17,052  -17,977  -22,609  -21,514     -265   -1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      0.8      3.2     84.3     93.4     98.2     97.4      1.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        2       34       31       39       35
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      187,492
COMMITMENTS
  24,042    3,413   23,616  137,915  159,109  185,573  186,138    1,919    1,354

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      1,668)
    -746     -255      199    1,971    1,198    1,424    1,142      244      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      1.8     12.6     73.6     84.9     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      17        6       16       57       51       75       72
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       66,243
COMMITMENTS
      76       89      263   65,803   65,814   66,142   66,166      101       77

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -4,705)
    -850       88     -190   -3,742   -4,680   -4,782   -4,782       77       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.1      0.4     99.3     99.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       31       29       34       30
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      634,807
COMMITMENTS
   4,677      304    2,829  627,277  631,674  634,783  634,807       24        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -73,232)
  -2,016        0        0  -71,216  -73,232  -73,232  -73,232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.4     98.8     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        1       30       30       34       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,641,425
COMMITMENTS
  86,822   15,272   79,206  1475381  1546947  1641409  1641425       16        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     17,163)
 -36,240    5,095  -10,617   64,020   22,685   17,163   17,163        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.9      4.8     89.9     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10        4        7       42       42       53       52
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       93,345
COMMITMENTS
     157      684      542   92,566   91,983   93,265   93,209       80      136

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      2,745)
     -26       61      -20    2,715    2,598    2,669    2,639       76      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.7      0.6     99.2     98.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        3       36       36       43       40
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      654,686
COMMITMENTS
  11,999    3,608    1,321  641,366  649,757  654,686  654,686        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      8,248)
  -1,528        0        0    9,776    8,248    8,248    8,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.6      0.2     98.0     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        1       29       26       34       29
```

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Updated June 8, 2012