```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,909,560
COMMITMENTS
 766,274  214,120  1296482  2826202  3382520  4888958  4893122   20,602   16,438

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     96,941)
 -29,470    2,576   59,691   66,113   34,240   96,334   96,507      607      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      4.4     26.4     57.6     68.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      36       30       57      143      135      206      196
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      308,293
COMMITMENTS
   3,158   11,537    4,660  287,818  289,192  295,636  305,389   12,657    2,904

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -14,221)
    -436    3,013   -2,044  -11,128  -12,999  -13,608  -12,030     -613   -2,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.7      1.5     93.4     93.8     95.9     99.1      4.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        5        8       36       38       45       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,857
COMMITMENTS
     487    7,394    3,069  147,483  140,626  151,039  151,089    2,818    2,768

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -9,047)
      51      625     -391   -6,441   -7,123   -6,781   -6,889   -2,266   -2,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      4.8      2.0     95.9     91.4     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        2       32       35       34       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      257,201
COMMITMENTS
   3,660   13,545    1,476  247,309  232,862  252,445  247,883    4,756    9,318

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -23,496)
    -581   -8,187     -142  -21,455  -13,610  -22,178  -21,939   -1,318   -1,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      5.3      0.6     96.2     90.5     98.2     96.4      1.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        4        3       35       36       39       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      742,805
COMMITMENTS
   1,800    9,151   29,902  708,251  699,873  739,953  738,926    2,852    3,879

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -25,477)
    -607   -1,910    1,262  -26,412  -23,470  -25,757  -24,118      280   -1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.2      4.0     95.3     94.2     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       4        4        7       58       50       65       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      213,790
COMMITMENTS
   9,611        0    2,258  194,211  208,565  206,080  210,823    7,710    2,967

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -14,092)
    -784        0      -19  -14,079  -13,744  -14,882  -13,763      790     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      1.1     90.8     97.6     96.4     98.6      3.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        2       28       28       30       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,975
COMMITMENTS
  11,204    2,163   33,613  263,808  270,773  308,625  306,549    6,350    8,426

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -23,237)
  -1,057     -398   -1,335  -19,635  -16,921  -22,027  -18,654   -1,210   -4,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.7     10.7     83.8     86.0     98.0     97.3      2.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        4        5       38       41       43       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      142,927
COMMITMENTS
  10,121      829    4,188  125,673  132,662  139,982  137,679    2,945    5,248

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -16,441)
  -1,901   -2,446   -1,074  -13,343  -12,435  -16,318  -15,955     -123     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.6      2.9     87.9     92.8     97.9     96.3      2.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        1        2       35       30       41       33
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      173,589
COMMITMENTS
  19,222    1,372   21,981  130,156  149,426  171,359  172,779    2,230      810

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -6,660)
    -431     -403   -1,701   -4,826   -4,102   -6,958   -6,206      298     -454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      0.8     12.7     75.0     86.1     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      13        3        9       53       52       68       63
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       64,791
COMMITMENTS
     151       92      184   64,352   64,437   64,687   64,713      104       78

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -665)
     -65       92      -16     -662     -819     -743     -743       78       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.1      0.3     99.3     99.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        1       31       28       36       30
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      570,293
COMMITMENTS
   2,064    1,475    2,642  565,587  566,176  570,293  570,293        0        0

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      3,317)
       0        0        0    3,317    3,317    3,317    3,317        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.3      0.5     99.2     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       26       28       29       30
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,607,231
COMMITMENTS
 115,539   39,623   67,229  1424463  1500379  1607231  1607231        0        0

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -40,248)
  12,399    9,986  -16,853  -35,794  -33,381  -40,248  -40,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      2.5      4.2     88.6     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        3        7       42       39       50       47
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       83,218
COMMITMENTS
      95      729      571   82,396   81,753   83,062   83,053      156      165

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -6,275)
    -128      -63      -21   -6,278   -6,321   -6,427   -6,405      152      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.9      0.7     99.0     98.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        4       32       34       37       41
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      542,393
COMMITMENTS
   3,927      688    1,321  537,145  540,384  542,393  542,393        0        0

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -52,085)
  -2,160        0        0  -49,925  -52,085  -52,085  -52,085        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.1      0.2     99.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        1       25       24       28       26
```

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Updated July 13, 2012