```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,839,136
COMMITMENTS
 461,456  118,566  1760016  2586322  2943569  4807794  4822151   31,342   16,985

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -76,337)
 -72,714   29,078  -29,429   27,748  -71,722  -74,395  -72,073   -1,942   -4,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      2.5     36.4     53.4     60.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      43       31       68      140      137      210      210
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      379,537
COMMITMENTS
   9,995   20,432   24,517  332,184  331,646  366,696  376,595   12,841    2,942

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -2,453)
  -1,421    3,717   -7,668    6,657    1,907   -2,432   -2,044      -21     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      5.4      6.5     87.5     87.4     96.6     99.2      3.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        3        9       42       41       52       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      181,675
COMMITMENTS
   3,757    5,239    4,956  169,044  168,597  177,757  178,792    3,918    2,883

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:      4,194)
    -900   -1,269      671    5,243    4,243    5,014    3,645     -820      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      2.9      2.7     93.0     92.8     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        3        6       38       37       44       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      311,734
COMMITMENTS
   5,138    3,771   16,985  283,468  284,601  305,591  305,357    6,143    6,377

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:      2,318)
    -113      291      714    1,515    1,082    2,116    2,087      202      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.2      5.4     90.9     91.3     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        5        5       36       32       42       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      689,321
COMMITMENTS
     961   40,736   22,628  660,064  622,544  683,653  685,908    5,668    3,413

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:      2,905)
     151    9,896   -6,288    8,259   -1,021    2,122    2,587      783      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      5.9      3.3     95.8     90.3     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       1        9        9       55       50       64       60
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      190,003
COMMITMENTS
   8,369    3,228    2,256  171,980  173,879  182,605  179,363    7,398   10,640

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:        962)
  -1,417    3,228      171    1,967   -1,189      721    2,210      241   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      1.7      1.2     90.5     91.5     96.1     94.4      3.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       28       23       31       27
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      343,119
COMMITMENTS
  13,225   15,905   24,894  293,893  294,496  332,012  335,295   11,107    7,824

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     26,847)
    -705  -27,512   18,190    4,633   35,006   22,118   25,684    4,729    1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      4.6      7.3     85.7     85.8     96.8     97.7      3.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        2        5       41       42       47       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      205,714
COMMITMENTS
   8,182    9,583    8,889  185,409  182,814  202,480  201,286    3,234    4,428

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:      4,395)
   2,313   -1,046      669    1,937    5,994    4,919    5,617     -524   -1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      4.7      4.3     90.1     88.9     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        5        7       30       38       37       46
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      161,142
COMMITMENTS
  30,273    5,689   15,694  113,915  139,332  159,882  160,715    1,260      427

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      3.5      9.7     70.7     86.5     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      18        4       12       49       51       70       64
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       71,601
COMMITMENTS
   1,606      910      841   69,002   69,773   71,449   71,524      152       77

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.3      1.2     96.4     97.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        5        6       34       34       42       41
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      605,244
COMMITMENTS
   1,440    7,681    4,752  599,052  592,811  605,244  605,244        0        0

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.3      0.8     99.0     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        4       26       25       30       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,614,386
COMMITMENTS
  40,092   88,960   94,796  1474794  1430630  1609682  1614386    4,704        0

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      5.5      5.9     91.4     88.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        4        7       39       35       48       44
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      130,851
COMMITMENTS
   1,143    2,520    1,181  128,348  126,963  130,672  130,664      179      187

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.9      0.9     98.1     97.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        4        4       34       36       42       42
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      557,461
COMMITMENTS
     977    2,807    1,009  555,475  553,645  557,461  557,461        0        0

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.5      0.2     99.6     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        2       22       20       25       23
```

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Updated May 13, 2010