```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,708,432
COMMITMENTS
 439,016  364,580  1528589  2722873  2796687  4690478  4689856   17,954   18,576

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    140,018)
 -29,049   24,352   95,063   92,282   38,134  158,296  157,549  -18,278  -17,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      7.7     32.5     57.8     59.4     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      35       34       60      140      135      202      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      327,063
COMMITMENTS
   7,916   45,356    7,549  297,131  267,909  312,596  320,814   14,467    6,249

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -13,016)
  -8,088   10,776   -3,256   -2,149  -20,221  -13,493  -12,701      477     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     13.9      2.3     90.8     81.9     95.6     98.1      4.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        4        8       37       32       46       40
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      152,987
COMMITMENTS
   2,405        0    3,719  140,372  146,351  146,496  150,070    6,491    2,917

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -14,067)
     245        0   -2,130  -12,040  -13,062  -13,925  -15,192     -142    1,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      2.4     91.8     95.7     95.8     98.1      4.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        1       34       37       35       38
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      307,542
COMMITMENTS
   8,341   21,067    1,649  292,267  278,951  302,257  301,667    5,285    5,875

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -18,012)
   1,079   -7,662     -813  -17,815   -8,072  -17,549  -16,547     -463   -1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      6.9      0.5     95.0     90.7     98.3     98.1      1.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        4        2       32       32       34       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      785,036
COMMITMENTS
   1,940   39,877   16,044  764,891  725,914  782,875  781,835    2,161    3,201

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -51,579)
   1,196    1,387   -3,964  -47,655  -48,845  -50,423  -51,422   -1,156     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.1      2.0     97.4     92.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       2        4        4       56       46       61       51
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,554
COMMITMENTS
   9,942   14,418    3,163  205,168  203,654  218,273  221,235    8,281    5,319

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -12,693)
     536   -3,669   -1,769  -13,810   -6,823  -15,043  -12,261    2,350     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      6.4      1.4     90.6     89.9     96.3     97.7      3.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        2       35       32       37       35
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      347,182
COMMITMENTS
  10,713    7,505   12,120  313,581  322,236  336,414  341,861   10,768    5,321

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -45,075)
   3,623    7,445   -5,592  -46,562  -45,097  -48,531  -43,244    3,456   -1,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      2.2      3.5     90.3     92.8     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        3        5       41       39       48       44
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      217,059
COMMITMENTS
   2,919   13,880    8,488  202,616  185,593  214,023  207,961    3,036    9,098

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     42,282)
  -5,542    3,886      368   47,247   38,254   42,073   42,508      209     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      6.4      3.9     93.3     85.5     98.6     95.8      1.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        3       28       29       31       34
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      166,907
COMMITMENTS
  34,844    1,441   18,310  112,532  146,579  165,686  166,330    1,221      577

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      4,092)
   5,353       -2     -709     -388    4,314    4,256    3,603     -164      489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      0.9     11.0     67.4     87.8     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15        3       13       51       50       68       64
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       68,837
COMMITMENTS
     690      819    1,848   66,095   65,966   68,633   68,633      204      204

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,512)
     357     -512      130    2,153    3,022    2,640    2,640     -128     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.2      2.7     96.0     95.8     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        4       33       28       39       32
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      621,170
COMMITMENTS
  10,233      296    4,759  604,530  614,467  619,522  619,522    1,648    1,648

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     32,518)
   2,080     -660    2,552   27,814   30,554   32,446   32,446       72       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.8     97.3     98.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        1        4       29       29       36       33
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,621,272
COMMITMENTS
 114,202   28,491  106,232  1400030  1485765  1620464  1620488      808      784

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -11,765)
  11,017    7,426   12,775  -35,858  -32,267  -12,066  -12,066      301      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      1.8      6.6     86.4     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        5        7       40       36       49       46
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      112,104
COMMITMENTS
   1,523    1,149    2,467  107,964  108,338  111,954  111,954      150      150

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -8,896)
     263      556     -958   -8,200   -8,490   -8,895   -8,892       -1       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.0      2.2     96.3     96.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        5       33       33       38       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      626,083
COMMITMENTS
   1,584      957    1,961  622,538  623,165  626,083  626,083        0        0

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     37,927)
   1,584   -4,305     -287   36,630   42,519   37,927   37,927        0        0

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:       33)
       1        2        2       23       23       25       26
```

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Updated January 13, 2012