```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,096,629
COMMITMENTS
 473,802  392,119  1659763  2938138  3012630  5071703  5064512   24,926   32,117

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:    133,972)
  38,619   59,001   -3,598  102,738   82,714  137,759  138,117   -3,787   -4,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      7.7     32.6     57.6     59.1     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      31       40       60      144      136      208      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      366,276
COMMITMENTS
   4,792   56,179   13,963  331,331  291,895  350,086  362,037   16,190    4,239

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     15,592)
     938    3,790      429   13,910   12,742   15,277   16,961      315   -1,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     15.3      3.8     90.5     79.7     95.6     98.8      4.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        5        7       42       34       49       42
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,206
COMMITMENTS
     325      317    5,382  150,588  153,045  156,295  158,744    5,911    3,462

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      6,295)
  -1,106       26    1,082    7,217    5,913    7,193    7,021     -898     -726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.2      3.3     92.8     94.4     96.4     97.9      3.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        2       35       35       37       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      316,432
COMMITMENTS
   6,629   16,829    4,089  299,039  287,729  309,757  308,647    6,675    7,785

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,764)
  -2,140   -7,019    2,840      267    3,187      967     -992      797    2,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      5.3      1.3     94.5     90.9     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        4       36       35       40       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      778,294
COMMITMENTS
     683   34,630   20,147  754,925  720,848  775,755  775,625    2,539    2,669

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -7,596)
    -391     -145    1,931   -9,253   -8,578   -7,713   -6,792      117     -804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.4      2.6     97.0     92.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       1        5        6       59       47       65       53
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      230,297
COMMITMENTS
  10,776   14,084    3,419  212,393  210,677  226,588  228,180    3,709    2,117

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -2,332)
   2,670      899     -924      102      -55    1,848      -80   -4,180   -2,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      6.1      1.5     92.2     91.5     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        1        2       40       37       42       40
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      365,274
COMMITMENTS
   7,630    6,301   18,651  331,617  332,232  357,898  357,184    7,376    8,090

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     19,135)
   2,090   -2,781     -496   18,897   22,270   20,491   18,993   -1,356      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.7      5.1     90.8     91.0     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        4        6       42       39       49       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,734
COMMITMENTS
   6,112   14,913    8,082  209,734  199,021  223,928  222,016    3,806    5,718

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     14,226)
  -3,976    2,150    2,246   15,748   12,380   14,018   16,776      208   -2,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      6.5      3.5     92.1     87.4     98.3     97.5      1.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        3       25       30       29       35
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      187,949
COMMITMENTS
  49,588    1,762   19,312  116,279  165,112  185,179  186,186    2,770    1,763

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      9,600)
   6,890       84    1,696     -539    6,417    8,047    8,197    1,553    1,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      0.9     10.3     61.9     87.8     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      14        3       12       52       52       68       65
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       75,000
COMMITMENTS
     219      685    1,266   73,414   72,948   74,899   74,899      101      101

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      3,952)
    -793     -186     -146    5,607    5,000    4,668    4,668     -716     -716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.9      1.7     97.9     97.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        5       32       28       38       34
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      716,827
COMMITMENTS
   9,495      296    5,754  697,427  706,626  712,676  712,676    4,151    4,151

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     77,468)
  -6,913      296    2,201   79,533   72,324   74,821   74,821    2,647    2,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.8     97.3     98.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        2       29       29       34       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,646,761
COMMITMENTS
 118,371   29,635  111,085  1416921  1505681  1646377  1646401      384      360

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     25,230)
  -6,480    1,800    9,624   21,726   13,446   24,870   24,870      360      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      1.8      6.7     86.0     91.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        5        7       40       37       48       47
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      116,878
COMMITMENTS
   1,488    1,028    1,551  113,791  114,251  116,830  116,830       48       48

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      3,081)
    -112     -230     -434    3,837    3,955    3,291    3,291     -210     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.9      1.3     97.4     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        3        4       34       34       40       40
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      688,575
COMMITMENTS
     327      350   17,649  670,599  670,576  688,575  688,575        0        0

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     23,634)
       6     -562     -326   23,954   24,522   23,634   23,634        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      2.6     97.4     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        4       23       26       27       31
```

----

Updated January 27, 2012