```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,599,408
COMMITMENTS
 308,546  308,813  1550821  2725506  2722891  4584873  4582525   14,535   16,883

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -89,073)
 -16,299 -103,345   38,870 -110,391  -25,871  -87,820  -90,346   -1,253    1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      6.7     33.7     59.3     59.2     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      41       29       60      129      124      196      188
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,939
COMMITMENTS
  16,061      720   12,308  300,422  319,745  328,791  332,773   10,148    6,166

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      4,676)
     280   -1,602    1,068    2,840    5,362    4,188    4,828      488     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.2      3.6     88.6     94.3     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        3        7       38       38       46       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      191,038
COMMITMENTS
   4,436        0    3,419  177,515  184,880  185,370  188,299    5,668    2,739

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,411)
  -1,324     -518     -578    1,955    3,722       53    2,626    2,358     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      1.8     92.9     96.8     97.0     98.6      3.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        0        2       33       40       36       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      337,248
COMMITMENTS
   2,897   29,809    4,425  326,037  298,479  333,359  332,713    3,889    4,535

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      3,088)
    -182   -4,621      624    2,128    6,998    2,570    3,001      518       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      8.8      1.3     96.7     88.5     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        6        4       36       34       40       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      798,012
COMMITMENTS
   1,005   16,067   24,669  769,485  753,898  795,159  794,634    2,853    3,378

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      4,305)
     -62   -3,672    7,367    1,157    3,391    8,462    7,086   -4,157   -2,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.0      3.1     96.4     94.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       1        4        4       56       48       61       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      228,259
COMMITMENTS
  10,277    9,721    6,801  204,735  206,852  221,813  223,374    6,446    4,885

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        917)
     264    3,030   -2,207    2,154      -92      211      731      706      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      4.3      3.0     89.7     90.6     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        1        3       35       41       39       44
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      406,892
COMMITMENTS
   7,232    2,290   21,161  371,480  377,973  399,873  401,424    7,019    5,468

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -12,704)
  -1,714    2,290   -4,386   -3,275  -10,732   -9,375  -12,828   -3,329      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.6      5.2     91.3     92.9     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        2        5       47       40       52       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,330
COMMITMENTS
   6,008    7,158    7,235  163,034  159,833  176,277  174,226    3,053    5,104

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -793)
  -2,505    1,926      682      906   -1,918     -917      690      124   -1,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      4.0      4.0     90.9     89.1     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        2       29       36       31       39
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      162,338
COMMITMENTS
  29,071      309   21,554  110,178  139,352  160,803  161,215    1,535    1,123

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -690)
    -913     -609      503      -50     -289     -460     -395     -230     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      0.2     13.3     67.9     85.8     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      18        3       13       54       50       73       65
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       70,966
COMMITMENTS
     802      510    3,155   67,004   67,301   70,961   70,966        5        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,050)
     299      -82     -199      950    1,358    1,050    1,077        0      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.7      4.4     94.4     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        4       30       31       36       35
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      596,288
COMMITMENTS
   8,174   14,630    1,633  586,481  580,025  596,288  596,288        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      8,303)
   5,707     -948   -1,291    3,887   10,542    8,303    8,303        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      2.5      0.3     98.4     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        2       28       24       33       28
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,673,339
COMMITMENTS
 102,767   20,403  106,859  1462920  1545269  1672546  1672531      793      808

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      5,767)
   5,990   -1,509      348     -571    6,928    5,767    5,767        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      1.2      6.4     87.4     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        4        7       45       35       54       45
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      124,284
COMMITMENTS
   2,070      233    3,819  118,367  120,199  124,256  124,251       28       33

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,857)
    -210       78      358    2,707    2,419    2,855    2,855        2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.2      3.1     95.2     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        1        5       33       37       39       42
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      565,755
COMMITMENTS
       0   13,507      976  564,779  551,272  565,755  565,755        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      6,071)
       0      951      328    5,743    4,792    6,071    6,071        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      0.2     99.8     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        4        1       23       24       24       28
```

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Updated December 2, 2011