```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,003,239
COMMITMENTS
 744,319  346,020  1300112  2929479  3326684  4973910  4972816   29,329   30,423

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -83,009)
  -3,298  -33,996  -44,497  -39,888  -15,924  -87,683  -94,417    4,674   11,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      6.9     26.0     58.6     66.5     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      33       36       62      143      137      210      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,463
COMMITMENTS
   3,191    5,608    5,636  291,029  301,344  299,856  312,588   14,607    1,875

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      2,080)
  -1,611    2,258     -561    4,466      935    2,294    2,632     -214     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.8      1.8     92.5     95.8     95.4     99.4      4.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        6        7       40       42       49       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,090
COMMITMENTS
       0    8,074    3,364  156,024  148,351  159,388  159,789    3,702    3,301

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -4,286)
    -268   -1,238       36   -5,334   -3,778   -5,566   -4,980    1,280      694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      2.1     95.7     91.0     97.7     98.0      2.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       30       34       31       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,240
COMMITMENTS
   5,357   15,272    1,060  261,202  240,824  267,619  257,156    4,621   15,084

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     17,595)
     298     -308     -153   18,367   19,041   18,512   18,580     -917     -985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      5.6      0.4     95.9     88.5     98.3     94.5      1.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        3       35       33       39       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      751,077
COMMITMENTS
   1,316   11,334   26,314  720,273  709,311  747,903  746,959    3,174    4,118

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -29,722)
     910   -5,155      410  -31,684  -24,188  -30,364  -28,933      642     -789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.5      3.5     95.9     94.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       3        6        8       57       50       65       59
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,033
COMMITMENTS
  14,143        0    1,250  200,007  217,571  215,400  218,821    6,633    3,212

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,894)
     182        0      166    1,485    1,765    1,833    1,931       61      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      0.6     90.1     98.0     97.0     98.6      3.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       29       28       31       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,129
COMMITMENTS
  12,729    2,961   34,996  280,196  288,726  327,921  326,683    7,208    8,446

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,103)
   9,299     -387   -6,292   -1,842    7,936    1,165    1,257      -62     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.9     10.4     83.6     86.2     97.8     97.5      2.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        5        6       38       41       45       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,071
COMMITMENTS
  13,451      984    5,772  130,779  140,503  150,002  147,259    3,069    5,812

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -4,662)
  -4,979     -248      815     -496   -5,470   -4,660   -4,903       -2      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.6      3.8     85.4     91.8     98.0     96.2      2.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        1        2       34       31       39       34
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      181,435
COMMITMENTS
  22,233    2,812   23,125  134,656  154,119  180,014  180,056    1,421    1,379

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,479)
  -1,904      306      163    3,843    1,493    2,102    1,962     -623     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      1.5     12.7     74.2     84.9     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      19        5       13       55       54       75       71
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       68,865
COMMITMENTS
     105       67      314   68,319   68,434   68,738   68,815      127       50

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,282)
     -25      -72      -27    1,261    1,383    1,209    1,284       73       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.1      0.5     99.2     99.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       30       30       35       32
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      618,688
COMMITMENTS
   3,808    2,307    3,474  611,062  612,563  618,344  618,344      344      344

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -847)
    -653    2,307      341     -879   -3,839   -1,191   -1,191      344      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.4      0.6     98.8     99.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        2       29       29       34       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,615,689
COMMITMENTS
  89,420   30,411   65,720  1460535  1519558  1615675  1615689       14        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     50,663)
  10,933    5,781   -5,766   46,237   51,389   51,404   51,404     -741     -741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.9      4.1     90.4     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        5        8       41       39       51       50
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       87,614
COMMITMENTS
     301      484      821   86,463   86,273   87,585   87,578       29       36

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        581)
     123     -153      207      300      578      630      632      -49      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.6      0.9     98.7     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        3        4       35       34       42       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      587,254
COMMITMENTS
   9,039        0      977  577,238  586,277  587,254  587,254        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -8,056)
   2,008        0     -344   -9,720   -7,712   -8,056   -8,056        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.2     98.3     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        1       28       26       32       27
```

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Updated June 22, 2012