```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,083,437
COMMITMENTS
 782,843  191,184  1451800  2830672  3428526  5065315  5071510   18,122   11,927

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    194,326)
  39,276  -17,117  134,339   20,192   76,232  193,807  193,454      519      872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      3.8     28.6     55.7     67.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      45       22       58      144      137      209      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      317,906
COMMITMENTS
   2,115   11,455    6,748  296,896  296,640  305,759  314,843   12,147    3,063

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -2,683)
     657   -1,300    1,746   -3,849   -2,880   -1,446   -2,434   -1,237     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.6      2.1     93.4     93.3     96.2     99.0      3.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        4        6       37       40       45       47
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,400
COMMITMENTS
     344    5,733    3,898  156,706  151,165  160,948  160,796    2,452    2,604

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        849)
    -331     -750      601      778    1,411    1,048    1,262     -199     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.5      2.4     95.9     92.5     98.5     98.4      1.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       33       33       35       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,603
COMMITMENTS
   1,752   14,886    2,086  257,763  240,013  261,601  256,985    5,002    9,618

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      4,897)
    -310    1,064      929    4,607    4,675    5,226    6,668     -329   -1,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      5.6      0.8     96.7     90.0     98.1     96.4      1.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        4       34       32       38       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      756,307
COMMITMENTS
   3,580    5,446   21,009  729,651  725,995  754,240  752,450    2,067    3,857

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,601)
   1,512   -4,174   -8,903   10,251   15,853    2,860    2,776     -259     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.7      2.8     96.5     96.0     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        5        6       58       49       64       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      213,736
COMMITMENTS
   7,988        0    1,711  196,885  208,938  206,584  210,649    7,152    3,087

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -573)
    -250        0     -365      469     -300     -146     -665     -427       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.8     92.1     97.8     96.7     98.6      3.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        3       30       30       34       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      310,029
COMMITMENTS
  16,921    1,230   25,109  262,635  276,220  304,665  302,559    5,364    7,470

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -5,535)
     505   -1,013   -2,062   -3,445   -1,625   -5,002   -4,700     -533     -835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.4      8.1     84.7     89.1     98.3     97.6      1.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        2        6       40       43       46       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      146,949
COMMITMENTS
   9,341      890    5,625  129,931  136,311  144,897  142,826    2,052    4,123

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -207)
    -843      -12      694        4      388     -145    1,070      -62   -1,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.6      3.8     88.4     92.8     98.6     97.2      1.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        4       39       34       45       39
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      177,035
COMMITMENTS
  17,764    1,058   25,164  132,090  150,408  175,018  176,630    2,017      405

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,669)
     578     -318    1,015    1,178    2,392    2,771    3,089     -102     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.6     14.2     74.6     85.0     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      13        4       12       51       53       68       66
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       66,399
COMMITMENTS
     276      123      232   65,811   65,990   66,319   66,345       80       54

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        542)
     125      -21      -28      469      591      566      542      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.2      0.3     99.1     99.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        3       31       27       37       30
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      578,899
COMMITMENTS
   5,021        0      648  573,230  578,251  578,899  578,899        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     11,748)
     950     -640   -1,574   12,372   13,962   11,748   11,748        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.1     99.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       27       29       30       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,611,180
COMMITMENTS
 150,163   33,443   67,964  1393053  1509773  1611180  1611180        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -8,422)
  22,877   -1,233   -2,040  -29,259   -5,149   -8,422   -8,422        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      2.1      4.2     86.5     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        3        7       42       40       51       47
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       83,286
COMMITMENTS
     339      397      794   82,151   82,084   83,284   83,275        2       11

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        459)
     314      -33       80      237      608      631      655     -172     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.5      1.0     98.6     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        5       33       35       39       41
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      548,054
COMMITMENTS
   3,550    2,639    3,275  541,229  542,140  548,054  548,054        0        0

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        979)
    -353    1,951      977      355   -1,949      979      979        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.5      0.6     98.8     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        2       24       23       28       26
```

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Updated July 27, 2012