```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,179,871
COMMITMENTS
 693,252  426,275  1534320  2947455  3209790  5175027  5170385    4,844    9,486

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:   -181,416)
  29,689  -76,094  -63,370 -141,056  -34,857 -174,737 -174,321   -6,679   -7,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      8.2     29.6     56.9     62.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      35       37       63      141      131      210      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      397,810
COMMITMENTS
  10,829   19,470   12,820  359,225  359,890  382,874  392,180   14,936    5,630

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     30,110)
   3,328  -11,494    1,661   26,969   40,140   31,958   30,307   -1,848     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      4.9      3.2     90.3     90.5     96.2     98.6      3.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        6        9       42       38       52       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      173,558
COMMITMENTS
   1,608      637    5,572  162,486  164,437  169,666  170,646    3,892    2,912

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      5,721)
    -222      637      -44    5,131    4,129    4,865    4,722      856      999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.4      3.2     93.6     94.7     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       36       38       38       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      351,795
COMMITMENTS
  17,027   13,773    5,416  327,055  325,373  349,498  344,562    2,297    7,233

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     21,192)
   2,140     -669      855   18,408   24,454   21,403   24,640     -211   -3,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      3.9      1.5     93.0     92.5     99.3     97.9      0.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        6       34       38       40       44
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      748,603
COMMITMENTS
     381   41,362   14,109  733,857  692,945  748,347  748,416      256      187

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      6,473)
    -346    5,866     -728    9,139    4,792    8,065    9,930   -1,592   -3,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      5.5      1.9     98.0     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       2        7        8       60       50       68       59
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,902
COMMITMENTS
   9,242   15,453    2,559  230,801  222,371  242,602  240,383    4,300    6,519

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     10,263)
     948   -2,148      744    8,995    7,749   10,687    6,345     -424    3,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      6.3      1.0     93.5     90.1     98.3     97.4      1.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        2       36       36       38       40
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      409,624
COMMITMENTS
  11,409    6,461   28,844  361,637  370,583  401,890  405,888    7,734    3,736

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      1,307)
   1,618   -5,813      430      286    8,664    2,334    3,281   -1,027   -1,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.6      7.0     88.3     90.5     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        3        5       44       48       50       54
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      264,622
COMMITMENTS
  13,884   30,041    9,169  237,355  217,296  260,408  256,506    4,214    8,116

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        264)
  13,463    2,116     -623  -14,195   -2,095   -1,355     -602    1,619      866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     11.4      3.5     89.7     82.1     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        4       29       29       34       35
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      183,734
COMMITMENTS
  42,345    2,286   20,678  119,899  160,657  182,922  183,621      812      113

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      2,111)
  -1,759      219      973    2,960    1,166    2,174    2,358      -63     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      1.2     11.3     65.3     87.4     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13        5       16       51       53       69       69
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       79,102
COMMITMENTS
      79      686    1,090   77,882   77,275   79,051   79,051       51       51

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        775)
    -171      486     -362    1,257      600      724      724       51       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.9      1.4     98.5     97.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        5       31       30       37       35
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      764,821
COMMITMENTS
   5,725      335    5,960  753,136  758,526  764,821  764,821        0        0

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     37,660)
     -88   -1,419    1,388   36,360   37,691   37,660   37,660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.8     98.5     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        4       29       29       33       34
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,639,773
COMMITMENTS
  72,651   23,376  116,562  1449818  1499115  1639031  1639053      742      720

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      1,676)
 -27,589   -1,561    5,815   23,450   -2,578    1,676    1,676        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      1.4      7.1     88.4     91.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       9        4        7       43       39       54       48
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      107,508
COMMITMENTS
   1,868      482    1,387  104,253  105,612  107,508  107,481        0       27

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -1,674)
     492      -48     -261   -1,904   -1,391   -1,673   -1,700       -1       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.4      1.3     97.0     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        1        4       32       34       37       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      684,814
COMMITMENTS
   7,644        0    1,244  675,926  683,570  684,814  684,814        0        0

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     27,802)
      27        0      933   26,842   26,869   27,802   27,802        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.2     98.7     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        1       25       26       28       27
```

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Updated March 2, 2012