```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,579,643
COMMITMENTS
 525,353  260,080  1308365  2726741  3001252  4560459  4569697   19,184    9,946

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     39,225)
-104,883  -48,716   55,543   89,309   49,478   39,969   56,305     -744  -17,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      5.7     28.6     59.5     65.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      41       27       57      141      135      205      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      285,048
COMMITMENTS
   5,720   13,090    5,333  260,841  264,349  271,894  282,772   13,154    2,276

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      3,837)
     383      255      425    3,511    4,090    4,319    4,770     -482     -933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      4.6      1.9     91.5     92.7     95.4     99.2      4.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        4        4       37       38       44       44
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      157,412
COMMITMENTS
   2,825    3,306    3,780  148,104  146,089  154,709  153,175    2,703    4,237

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      6,757)
     392     -337      408    6,515    8,524    7,315    8,595     -558   -1,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.1      2.4     94.1     92.8     98.3     97.3      1.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       30       32       34       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      250,433
COMMITMENTS
       0    9,754    1,963  242,972  231,632  244,935  243,349    5,498    7,084

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      1,586)
       0    1,583     -888    3,924    1,993    3,036    2,688   -1,450   -1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.9      0.8     97.0     92.5     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        2        1       37       37       38       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      715,237
COMMITMENTS
   4,798    3,761   19,234  687,507  689,908  711,539  712,903    3,698    2,334

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -600)
   2,098     -508      483    1,495   10,063    4,076   10,038   -4,676  -10,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.5      2.7     96.1     96.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        3        6       53       45       60       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      210,662
COMMITMENTS
     991        0    1,198  202,747  205,617  204,936  206,815    5,726    3,847

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      6,550)
    -363        0      363    6,909    9,462    6,909    9,825     -359   -3,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.6     96.2     97.6     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       31       30       33       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      281,581
COMMITMENTS
  20,905      792   11,874  243,400  265,492  276,179  278,158    5,402    3,423

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      6,360)
   1,665     -266     -152    5,781    9,388    7,294    8,970     -934   -2,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.3      4.2     86.4     94.3     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        1        4       42       45       46       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      131,527
COMMITMENTS
  10,986        0    4,381  113,111  119,779  128,478  124,160    3,049    7,367

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      1,640)
     416        0      204    1,420    2,702    2,040    2,906     -400   -1,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      3.3     86.0     91.1     97.7     94.4      2.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        0        2       33       29       38       31
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      170,480
COMMITMENTS
  25,870    1,498   21,801  121,379  146,444  169,050  169,743    1,430      737

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        175)
    -526      291      860      241     -279      575      872     -400     -697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.9     12.8     71.2     85.9     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      12        8       14       52       52       70       68
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       63,643
COMMITMENTS
     182      111    1,371   61,941   62,084   63,494   63,566      149       77

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        944)
      37      111      195      737    1,142      969    1,448      -25     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.2      2.2     97.3     97.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       28       28       30       31
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      537,667
COMMITMENTS
   4,528    7,402    1,009  532,130  529,256  537,667  537,667        0        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     13,267)
     665    2,551   -1,952   14,890   19,083   13,603   19,682     -336   -6,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.4      0.2     99.0     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       28       30       31       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,724,413
COMMITMENTS
 211,153   16,059   66,157  1446510  1642197  1723820  1724413      593        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     53,343)
   9,712    7,256   -3,751   52,702   51,366   58,663   54,871   -5,320   -1,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      0.9      3.8     83.9     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        3        6       40       43       49       49
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       72,374
COMMITMENTS
     543      192    3,726   68,026   68,403   72,295   72,321       79       53

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        627)
     301     -619      695      193      524    1,189      600     -562       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.3      5.1     94.0     94.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        4       31       33       36       38
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      479,936
COMMITMENTS
   8,160        0    3,805  467,971  476,131  479,936  479,936        0        0

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      5,938)
  -3,129        0    3,172    5,895    2,766    5,938    5,938        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.8     97.5     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       25       22       27       23
```

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Updated September 21, 2012