```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,046,920
COMMITMENTS
 540,877  379,141  1661578  2828098  2988428  5030553  5029147   16,367   17,773

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    -49,709)
  67,075  -12,978    1,815 -110,040  -24,202  -41,150  -35,365   -8,559  -14,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      7.5     32.9     56.0     59.2     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      28       38       54      145      138      202      202
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      386,325
COMMITMENTS
   7,636   52,210   14,546  347,951  312,619  370,133  379,375   16,192    6,950

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     20,049)
   2,844   -3,969      583   16,620   20,724   20,047   17,338        2    2,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     13.5      3.8     90.1     80.9     95.8     98.2      4.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        4        8       41       35       49       44
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      169,427
COMMITMENTS
   2,019        0    5,646  156,472  160,109  164,137  165,755    5,290    3,672

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      7,221)
   1,694     -317      264    5,884    7,064    7,842    7,011     -621      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      3.3     92.4     94.5     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        3       35       36       38       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      319,934
COMMITMENTS
   6,910   19,717    3,930  303,814  287,060  314,654  310,707    5,280    9,227

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      3,502)
     281    2,888     -159    4,775     -669    4,897    2,060   -1,395    1,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      6.2      1.2     95.0     89.7     98.3     97.1      1.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        4       37       37       41       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      781,979
COMMITMENTS
     533   36,347   15,267  763,364  726,844  779,164  778,458    2,815    3,521

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      3,685)
    -150    1,717   -4,880    8,439    5,996    3,409    2,833      276      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.6      2.0     97.6     92.9     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       1        6        6       59       47       65       54
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,022
COMMITMENTS
  12,418   18,835    3,190  221,905  217,288  237,513  239,313    4,509    2,709

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     11,725)
   1,642    4,751     -229    9,512    6,611   10,925   11,133      800      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      7.8      1.3     91.7     89.8     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        2        2       41       37       43       41
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      398,256
COMMITMENTS
   7,827    5,393   21,558  358,380  363,429  387,765  390,380   10,491    7,876

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     32,982)
     197     -908    2,907   26,763   31,197   29,867   33,196    3,115     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.4      5.4     90.0     91.3     97.4     98.0      2.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        3        5       41       40       47       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,427
COMMITMENTS
   5,086   25,254    9,447  221,236  198,666  235,769  233,367    4,658    7,060

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     12,693)
  -1,026   10,341    1,365   11,502     -355   11,841   11,351      852    1,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     10.5      3.9     92.0     82.6     98.1     97.1      1.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        4       29       32       33       38
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      189,574
COMMITMENTS
  50,060    1,504   20,117  117,888  167,019  188,065  188,640    1,509      934

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,625)
     472     -258      805    1,609    1,907    2,886    2,454   -1,261     -829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      0.8     10.6     62.2     88.1     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15        3       14       53       52       71       66
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       76,962
COMMITMENTS
     265      606    1,187   75,485   75,169   76,937   76,962       25        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,962)
      46      -79      -79    2,071    2,221    2,038    2,063      -76     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.8      1.5     98.1     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        3        4       33       28       39       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      726,248
COMMITMENTS
   9,170      296    4,284  712,794  721,668  726,248  726,248        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      9,421)
    -325        0   -1,470   15,367   15,042   13,572   13,572   -4,151   -4,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.6     98.1     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        3       30       30       35       34
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,667,536
COMMITMENTS
 122,069   22,955  111,821  1432902  1532040  1666792  1666816      744      720

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     20,775)
   3,698   -6,680      736   15,981   26,359   20,415   20,415      360      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      1.4      6.7     85.9     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        4        7       42       38       53       47
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      117,277
COMMITMENTS
   1,530      894    1,545  114,176  114,812  117,251  117,251       26       26

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        399)
      42     -134       -6      385      561      421      421      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.8      1.3     97.4     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        4        4       34       34       39       41
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      688,856
COMMITMENTS
     623      414   17,625  670,608  670,817  688,856  688,856        0        0

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        281)
     296       64      -24        9      241      281      281        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.1      2.6     97.4     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        3       22       26       26       30
```

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Updated February 3, 2012