```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,794,808
COMMITMENTS
 773,046  174,780  1402287  2603307  3206012  4778640  4783079   16,168   11,729

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:   -288,629)
  -9,797  -16,404  -49,513 -227,365 -222,514 -286,675 -288,431   -1,954     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      3.6     29.2     54.3     66.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      49       22       59      141      135      209      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,386
COMMITMENTS
   7,330   12,392    5,866  295,879  300,966  309,075  319,224   13,311    3,162

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      4,480)
   5,215      937     -882   -1,017    4,326    3,316    4,381    1,164       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      3.8      1.8     91.8     93.4     95.9     99.0      4.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        4        8       38       40       47       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      166,198
COMMITMENTS
     561    6,659    3,646  158,336  153,153  162,543  163,458    3,655    2,740

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      2,798)
     217      926     -252    1,630    1,988    1,595    2,662    1,203      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      4.0      2.2     95.3     92.2     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        2       33       34       35       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      270,371
COMMITMENTS
   1,872   13,911    1,452  261,038  245,324  264,362  260,687    6,009    9,684

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      3,768)
     120     -975     -634    3,275    5,311    2,761    3,702    1,007       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      5.1      0.5     96.5     90.7     97.8     96.4      2.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        3        4       37       34       41       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      748,424
COMMITMENTS
   2,982    5,523   19,780  723,029  718,075  745,791  743,378    2,633    5,046

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -7,883)
    -598       77   -1,229   -6,622   -7,920   -8,449   -9,072      566    1,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.7      2.6     96.6     95.9     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        3        5       58       48       63       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,723
COMMITMENTS
   6,865        0    1,097  198,852  209,444  206,814  210,541    7,909    4,182

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        987)
  -1,123        0     -614    1,967      506      230     -108      757    1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.5     92.6     97.5     96.3     98.1      3.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        0        2       31       32       34       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      306,950
COMMITMENTS
  22,529    1,080   18,614  259,787  278,822  300,930  298,516    6,020    8,434

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -3,079)
   5,608     -150   -6,495   -2,848    2,602   -3,735   -4,043      656      964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.4      6.1     84.6     90.8     98.0     97.3      2.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        2        6       40       43       46       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      148,745
COMMITMENTS
   9,630        0    5,675  131,386  138,760  146,691  144,435    2,054    4,310

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,796)
     289     -890       50    1,455    2,449    1,794    1,609        2      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      3.8     88.3     93.3     98.6     97.1      1.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        0        3       40       35       46       38
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      175,053
COMMITMENTS
  16,183    1,082   26,011  130,242  147,265  172,436  174,358    2,617      695

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -1,982)
  -1,581       24      847   -1,848   -3,143   -2,582   -2,272      600      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.6     14.9     74.4     84.1     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15        6       11       50       53       69       67
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       66,178
COMMITMENTS
     247      424      289   65,562   65,411   66,098   66,124       80       54

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -221)
     -29      301       57     -249     -579     -221     -221        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.6      0.4     99.1     98.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        3       32       28       39       31
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      582,143
COMMITMENTS
   6,351        0      648  575,144  581,495  582,143  582,143        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      3,244)
   1,330        0        0    1,914    3,244    3,244    3,244        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.1     98.8     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        2       27       29       31       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,623,844
COMMITMENTS
 161,216   30,245   66,347  1396281  1527252  1623844  1623844        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     12,664)
  11,053   -3,198   -1,617    3,228   17,479   12,664   12,664        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      1.9      4.1     86.0     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        3        8       41       41       50       49
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       82,771
COMMITMENTS
     287      755    1,047   81,283   80,806   82,617   82,608      154      163

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -515)
     -52      358      253     -868   -1,278     -667     -667      152      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.9      1.3     98.2     97.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        5       33       34       39       40
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      548,316
COMMITMENTS
   2,878    5,149    3,275  542,163  539,892  548,316  548,316        0        0

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        262)
    -672    2,510        0      934   -2,248      262      262        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.9      0.6     98.9     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        2       24       22       28       26
```

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Updated August 3, 2012