```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,889,111
COMMITMENTS
 743,567  208,301  1317461  2810480  3352294  4871508  4878056   17,603   11,055

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:    -20,449)
 -22,707   -5,819   20,979  -15,722  -30,226  -17,450  -15,066   -2,999   -5,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      4.3     26.9     57.5     68.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      40       26       59      146      137      211      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      320,589
COMMITMENTS
   1,458   12,755    5,002  300,745  299,520  307,205  317,277   13,384    3,312

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     12,296)
  -1,700    1,218      342   12,927   10,328   11,569   11,888      727      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.0      1.6     93.8     93.4     95.8     99.0      4.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        5        7       37       39       45       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,551
COMMITMENTS
     675    6,483    3,297  155,928  149,754  159,900  159,534    2,651    3,017

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      8,694)
     188     -911      228    8,445    9,128    8,861    8,445     -167      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      4.0      2.0     95.9     92.1     98.4     98.1      1.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        2       33       33       35       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      261,706
COMMITMENTS
   2,062   13,822    1,157  253,156  235,338  256,375  250,317    5,331   11,389

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,505)
  -1,598      277     -319    5,847    2,476    3,930    2,434      575    2,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      5.3      0.4     96.7     89.9     98.0     95.6      2.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        3       34       33       38       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      753,706
COMMITMENTS
   2,068    9,620   29,912  719,400  710,142  751,380  749,674    2,326    4,032

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     10,901)
     268      469       10   11,149   10,269   11,427   10,748     -526      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.3      4.0     95.4     94.2     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       4        4        7       59       50       66       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,309
COMMITMENTS
   8,238        0    2,076  196,416  209,238  206,730  211,314    7,579    2,995

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        519)
  -1,373        0     -182    2,205      673      650      491     -131       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      1.0     91.7     97.6     96.5     98.6      3.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        2       29       29       32       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      315,564
COMMITMENTS
  16,416    2,243   27,171  266,080  277,845  309,667  307,259    5,897    8,305

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        589)
   5,212       80   -6,442    2,272    7,072    1,042      710     -453     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.7      8.6     84.3     88.0     98.1     97.4      1.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        3        6       41       44       47       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      147,156
COMMITMENTS
  10,184      902    4,931  129,927  135,923  145,042  141,756    2,114    5,400

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,229)
      63       73      743    4,254    3,261    5,060    4,077     -831      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.6      3.4     88.3     92.4     98.6     96.3      1.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        2        4       39       33       46       38
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      174,366
COMMITMENTS
  17,186    1,376   24,149  130,912  148,016  172,247  173,541    2,119      825

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        777)
  -2,036        4    2,168      756   -1,410      888      762     -111       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.8     13.8     75.1     84.9     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12        4       11       52       51       67       64
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       65,857
COMMITMENTS
     151      144      260   65,342   65,399   65,753   65,803      104       54

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,066)
       0       52       76      990      962    1,066    1,090        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.2      0.4     99.2     99.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        3       31       27       37       30
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      567,151
COMMITMENTS
   4,071      640    2,222  560,858  564,289  567,151  567,151        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -3,142)
   2,007     -835     -420   -4,729   -1,887   -3,142   -3,142        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.1      0.4     98.9     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       28       28       31       30
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,619,602
COMMITMENTS
 127,286   34,676   70,004  1422312  1514922  1619602  1619602        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     12,371)
  11,747   -4,947    2,775   -2,151   14,543   12,371   12,371        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      2.1      4.3     87.8     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        3        8       41       39       50       47
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       82,827
COMMITMENTS
      25      430      714   81,914   81,476   82,653   82,620      174      207

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -391)
     -70     -299      143     -482     -277     -409     -433       18       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.9     98.9     98.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        6        4       33       35       38       41
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      547,075
COMMITMENTS
   3,903      688    2,298  540,874  544,089  547,075  547,075        0        0

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,682)
     -24        0      977    3,729    3,705    4,682    4,682        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.1      0.4     98.9     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        1       25       24       29       26
```

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Updated July 20, 2012