```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,391,783
COMMITMENTS
 571,673  458,080  1737931  3064052  3173783  5373656  5369794   18,127   21,989

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    218,462)
  25,439   41,215   57,227  131,419  114,862  214,085  213,304    4,377    5,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      8.5     32.2     56.8     58.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      30       37       61      148      138      212      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      364,345
COMMITMENTS
   8,206   35,445   11,892  327,020  310,291  347,118  357,628   17,227    6,717

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -2,951)
  -5,415  -23,182      685   -1,291   19,068   -6,021   -3,429    3,070      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      9.7      3.3     89.8     85.2     95.3     98.2      4.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        5       10       40       35       50       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      165,153
COMMITMENTS
     877        0    5,883  154,293  157,296  161,053  163,179    4,100    1,974

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      7,149)
      22      -28    1,051    7,045    6,488    8,118    7,511     -969     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      3.6     93.4     95.2     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        2       36       37       38       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      317,792
COMMITMENTS
  14,245   15,820    4,111  296,386  288,501  314,742  308,432    3,050    9,360

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     10,886)
   2,996     -283      492    8,252    9,247   11,740    9,456     -854    1,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      5.0      1.3     93.3     90.8     99.0     97.1      1.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        5       35       36       40       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      722,560
COMMITMENTS
       0   33,840   18,125  702,588  668,052  720,713  720,017    1,847    2,543

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -47,943)
       0   -7,837    4,945  -52,704  -44,743  -47,759  -47,635     -184     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      2.5     97.2     92.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       0        9        7       57       49       64       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,618
COMMITMENTS
   8,524   17,491    2,208  218,313  211,230  229,045  230,929    4,573    2,689

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        -28)
    -177     -124     -759    2,504    2,600    1,568    1,717   -1,596   -1,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      7.5      0.9     93.4     90.4     98.0     98.8      2.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        2       37       36       39       40
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      396,240
COMMITMENTS
   9,004   13,366   23,792  353,344  352,787  386,140  389,945   10,100    6,295

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -246)
  -2,445     -279    2,895   -1,487   -4,014   -1,037   -1,398      791    1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      3.4      6.0     89.2     89.0     97.5     98.4      2.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        5       40       41       46       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      248,782
COMMITMENTS
   5,700   27,209    5,969  232,166  207,895  243,835  241,073    4,947    7,709

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     12,613)
    -521    1,697     -240   13,254   10,391   12,493   11,848      120      765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     10.9      2.4     93.3     83.6     98.0     96.9      2.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        4       24       30       28       36
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      183,531
COMMITMENTS
  47,446    1,701   19,646  115,523  161,634  182,615  182,981      916      550

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -129)
    -687      279      243      532        6       88      528     -217     -657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      0.9     10.7     62.9     88.1     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      13        4       13       51       51       67       65
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       76,216
COMMITMENTS
     721      154    1,088   74,407   74,974   76,216   76,216        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      2,254)
     276      -52      107    1,950    2,278    2,333    2,333      -79      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.2      1.4     97.6     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        5       31       29       37       34
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      718,486
COMMITMENTS
   8,697      600    3,007  706,782  714,879  718,486  718,486        0        0

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     30,796)
    -314      304     -311   31,421   30,803   30,796   30,796        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.1      0.4     98.4     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        3       30       29       34       33
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,623,668
COMMITMENTS
 116,058   25,674  108,818  1395169  1485575  1620045  1620067    3,623    3,601

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     10,791)
  10,341      791   -9,208    8,265   17,815    9,398    9,398    1,393    1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      1.6      6.7     85.9     91.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        4        7       42       37       53       46
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      108,146
COMMITMENTS
     707    1,108    1,786  104,955  104,979  107,448  107,873      698      273

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -11,786)
    -792      381       54  -11,746  -12,494  -12,484  -12,059      698      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.0      1.7     97.0     97.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        4       31       34       35       40
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      685,228
COMMITMENTS
   7,617        0   15,703  660,932  668,549  684,252  684,252      976      976

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -12,325)
   4,208     -344   -1,032  -16,477  -11,925  -13,301  -13,301      976      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      2.3     96.5     97.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       24       25       28       27
```

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Updated February 17, 2012