```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,387,312
COMMITMENTS
 380,748  273,836  1388505  2574280  2688516  4343533  4350857   43,779   36,455

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:   -217,998)
  31,244  -30,923 -126,436 -116,880  -58,164 -212,072 -215,523   -5,926   -2,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      6.2     31.6     58.7     61.3     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      39       32       64      138      136      206      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      349,883
COMMITMENTS
   9,261    7,670   21,565  303,977  313,922  334,803  343,157   15,080    6,726

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      2,349)
  -2,374   -2,666    1,730    1,100    1,581      456      645    1,893    1,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.2      6.2     86.9     89.7     95.7     98.1      4.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        3        8       43       44       53       52
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,602
COMMITMENTS
  12,020      450    2,608  167,031  180,670  181,659  183,728    4,943    2,874

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      3,708)
   3,088        0   -1,319    1,351    5,435    3,120    4,116      588     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.2      1.4     89.5     96.8     97.4     98.5      2.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        3       40       37       44       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      323,915
COMMITMENTS
   4,491   29,195    5,313  309,964  284,324  319,768  318,832    4,147    5,083

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      8,103)
   2,400    5,043   -2,666    7,977    6,454    7,711    8,831      392     -728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      9.0      1.6     95.7     87.8     98.7     98.4      1.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        6        3       42       41       45       48
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      617,772
COMMITMENTS
   7,234    9,794   30,509  575,653  575,671  613,396  615,974    4,376    1,798

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:    -17,004)
     939  -11,516    7,153  -25,648  -13,539  -17,556  -17,902      552      898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.6      4.9     93.2     93.2     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       3        6        8       59       53       67       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,203
COMMITMENTS
   3,895    7,295   11,113  195,337  194,091  210,345  212,499    7,858    5,704

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     11,133)
  -4,274   -4,650    7,265    8,528    9,081   11,519   11,696     -386     -563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      3.3      5.1     89.5     88.9     96.4     97.4      3.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        3       34       30       37       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      290,887
COMMITMENTS
   7,971   19,330   33,067  241,882  232,511  282,920  284,908    7,967    5,979

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -7,804)
   2,813    8,043  -11,037    2,106   -5,060   -6,118   -8,054   -1,686      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      6.6     11.4     83.2     79.9     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        2        4       46       49       52       53
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      167,986
COMMITMENTS
   7,824    8,499    5,626  151,756  144,653  165,206  158,778    2,780    9,208

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      3,396)
   1,460   -1,564      314    1,190    3,455    2,964    2,205      432    1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      5.1      3.3     90.3     86.1     98.3     94.5      1.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       27       38       29       41
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      164,934
COMMITMENTS
  38,338      756   16,916  108,332  146,456  163,586  164,128    1,348      806

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      4,339)
   2,650     -572    1,131      398    3,725    4,179    4,284      160       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      0.5     10.3     65.7     88.8     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      20        2       14       54       53       75       68
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       64,294
COMMITMENTS
   1,553      938      468   62,273   62,888   64,294   64,294        0        0

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        -48)
     366     -288       54      -84      570      336      336     -384     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.5      0.7     96.9     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        4       30       28       35       35
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      551,034
COMMITMENTS
  16,085    7,971    3,929  531,020  539,134  551,034  551,034        0        0

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     20,135)
   3,765    1,280    2,945   13,425   15,910   20,135   20,135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.4      0.7     96.4     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        3       27       24       31       28
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,597,730
COMMITMENTS
  26,774   41,676  101,565  1469367  1454489  1597706  1597730       24        0

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:    -12,292)
   3,137   -6,318   -7,841   -7,588    1,867  -12,292  -12,292        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.6      6.4     92.0     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        6        7       39       38       50       48
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      129,497
COMMITMENTS
   1,020    2,956    2,639  124,625  122,805  128,284  128,400    1,213    1,097

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      5,557)
    -133     -157      407    4,231    4,225    4,505    4,475    1,052    1,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      2.3      2.0     96.2     94.8     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        5        6       33       39       41       47
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      486,414
COMMITMENTS
   4,768   19,248    1,280  480,366  465,886  486,414  486,414        0        0

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     13,816)
   2,560    4,874   -1,954   13,210   10,896   13,816   13,816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      4.0      0.3     98.8     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        2       24       26       28       29
```

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Updated September 2, 2011