```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,775,357
COMMITMENTS
 625,854  217,733  1465212  2666844  3081049  4757910  4763994   17,447   11,363

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:    -35,909)
 -54,508   49,964   21,335   -2,256 -106,012  -35,429  -34,713     -480   -1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      4.6     30.7     55.8     64.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      45       22       55      143      135      207      195
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      291,666
COMMITMENTS
   4,426   13,057    3,207  270,849  272,871  278,482  289,135   13,184    2,531

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -1,505)
  -1,043    1,987     -602      303   -1,767   -1,342     -382     -163   -1,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      4.5      1.1     92.9     93.6     95.5     99.1      4.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        5        6       40       40       47       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      149,740
COMMITMENTS
       0    6,218    2,783  143,155  137,526  145,938  146,527    3,802    3,213

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -1,599)
       0      722     -235   -1,152   -1,292   -1,387     -805     -212     -794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      1.9     95.6     91.8     97.5     97.9      2.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        2       30       33       32       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      254,891
COMMITMENTS
   3,402    6,779    1,850  245,301  236,803  250,553  245,432    4,338    9,459

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      8,518)
     240       52      -43    9,213    8,615    9,410    8,624     -892     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      2.7      0.7     96.2     92.9     98.3     96.3      1.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        2        2       33       35       36       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      738,121
COMMITMENTS
   5,636    4,983   19,573  711,147  710,406  736,356  734,962    1,765    3,159

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     10,649)
     843     -979      585    9,614   11,137   11,042   10,743     -393      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.7      2.7     96.3     96.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5        3        7       58       47       65       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,665
COMMITMENTS
   2,324      393    1,804  205,048  208,799  209,176  210,996    5,489    3,669

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      8,133)
  -1,747      393      587   10,569    7,887    9,409    8,867   -1,276     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.2      0.8     95.5     97.3     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        2       32       32       35       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      279,452
COMMITMENTS
  22,525    1,110   17,978  233,311  251,508  273,814  270,596    5,638    8,856

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      2,832)
  -4,059      150    1,997    4,671       54    2,609    2,201      223      631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.4      6.4     83.5     90.0     98.0     96.8      2.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        2        5       39       42       44       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      140,894
COMMITMENTS
  16,022        0    4,596  116,885  128,860  137,503  133,456    3,391    7,438

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      2,415)
   4,662        0   -1,350     -936    2,942    2,376    1,592       39      823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      0.0      3.3     83.0     91.5     97.6     94.7      2.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        0        3       33       33       39       36
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      171,913
COMMITMENTS
  17,268      914   26,246  126,765  144,127  170,279  171,287    1,634      626

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      4,510)
    -225     -365    1,860    3,045    2,839    4,680    4,334     -170      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.5     15.3     73.7     83.8     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13        7       15       55       55       74       72
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       61,818
COMMITMENTS
     353      172      722   60,739   60,924   61,814   61,818        4        0

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        184)
      67       98      211      -70     -125      208      184      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.3      1.2     98.3     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        2       30       27       35       29
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      543,213
COMMITMENTS
   5,762        0    1,624  535,827  541,589  543,213  543,213        0        0

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      4,809)
    -380        0      976    4,213    3,833    4,809    4,809        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.3     98.6     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        3       28       30       31       33
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,566,449
COMMITMENTS
 137,695   12,479   65,468  1363286  1488502  1566449  1566449        0        0

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -322)
   4,449   -2,457     -490   -3,538    3,368      421      421     -743     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.8      4.2     87.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        2        8       40       41       49       49
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       76,568
COMMITMENTS
     522      449    2,541   73,503   73,568   76,566   76,558        2       10

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -6,145)
     496     -226    1,601   -8,242   -7,517   -6,145   -6,142        0       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.6      3.3     96.0     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        4       32       33       37       38
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      498,585
COMMITMENTS
     878    6,357    3,555  494,152  488,673  498,585  498,585        0        0

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:    -53,661)
  -2,000   -1,664      280  -51,941  -52,277  -53,661  -53,661        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.3      0.7     99.1     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       24       24       26       27
```

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Updated August 17, 2012