```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 5,331,752:   879,553    337,335  1,472,628  2,953,373  3,498,867  5,305,554  5,308,830:    26,198     22,922
Old  : 5,331,752:   879,553    337,335  1,472,628  2,953,373  3,498,867  5,305,554  5,308,830:    26,198     22,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :   115,168:    54,846     31,050      1,928     53,080     80,062    109,854    113,040:     5,314      2,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        6.3       27.6       55.4       65.6       99.5       99.6:       0.5        0.4
Old  :     100.0:      16.5        6.3       27.6       55.4       65.6       99.5       99.6:       0.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        33         36         63        143        137        211        204:
Old  :       225:        33         36         63        143        137        211        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       20.4       41.5       34.2       18.4       16.4       27.6       24.9
Old  :                 24.1       20.4       41.5       34.2       18.4       16.4       27.6       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                        Code-023393
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   319,862:     3,688      5,035      7,149    291,497    302,706    302,334    314,890:    17,528      4,972
Old  :   319,862:     3,688      5,035      7,149    291,497    302,706    302,334    314,890:    17,528      4,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -3,529:       737     -2,944        220     -4,523     -1,011     -3,566     -3,735:        37        206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        1.6        2.2       91.1       94.6       94.5       98.4:       5.5        1.6
Old  :     100.0:       1.2        1.6        2.2       91.1       94.6       94.5       98.4:       5.5        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         5          4          6         41         40         49         47:
Old  :        55:         5          4          6         41         40         49         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       54.1       62.2       69.6       43.1       47.4       54.4       56.3
Old  :                 46.7       54.1       62.2       69.6       43.1       47.4       54.4       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                       Code-023394
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   178,879:     2,735     10,264      4,546    168,389    161,701    175,670    176,511:     3,209      2,368
Old  :   178,879:     2,735     10,264      4,546    168,389    161,701    175,670    176,511:     3,209      2,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       668:     1,692        188         29     -1,200        154        521        371:       147        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        5.7        2.5       94.1       90.4       98.2       98.7:       1.8        1.3
Old  :     100.0:       1.5        5.7        2.5       94.1       90.4       98.2       98.7:       1.8        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         2          2          3         33         34         36         38:
Old  :        40:         2          2          3         33         34         36         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       36.1       76.3       56.4       53.8       34.2       61.1       50.2
Old  :                 59.3       36.1       76.3       56.4       53.8       34.2       61.1       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                         Code-023395
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   272,989:     1,468     16,144      2,335    262,172    237,579    265,975    256,058:     7,014     16,931
Old  :   272,989:     1,468     16,144      2,335    262,172    237,579    265,975    256,058:     7,014     16,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       353:    -1,289       -208        242        238       -982       -809       -948:     1,162      1,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        5.9        0.9       96.0       87.0       97.4       93.8:       2.6        6.2
Old  :     100.0:       0.5        5.9        0.9       96.0       87.0       97.4       93.8:       2.6        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         1          5          4         33         31         37         37:
Old  :        46:         1          5          4         33         31         37         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       50.5       68.9       70.0       47.4       40.8       64.5       56.3
Old  :                 49.6       50.5       68.9       70.0       47.4       40.8       64.5       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                Code-023396
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   824,113:     2,537     23,742     29,446    788,726    767,572    820,709    820,760:     3,404      3,353
Old  :   824,113:     2,537     23,742     29,446    788,726    767,572    820,709    820,760:     3,404      3,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    35,393:     1,702     -4,848      7,098     26,742     32,862     35,542     35,112:      -149        281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        2.9        3.6       95.7       93.1       99.6       99.6:       0.4        0.4
Old  :     100.0:       0.3        2.9        3.6       95.7       93.1       99.6       99.6:       0.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:         3          7          8         56         48         65         57:
Old  :        69:         3          7          8         56         48         65         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       34.8       56.1       53.5       28.5       27.1       42.4       36.5
Old  :                 36.9       34.8       56.1       53.5       28.5       27.1       42.4       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                             Code-023397
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   235,199:    17,561          0      1,079    211,038    231,076    229,678    232,155:     5,521      3,044
Old  :   235,199:    17,561          0      1,079    211,038    231,076    229,678    232,155:     5,521      3,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     3,141:       235          0       -244      3,394      4,571      3,385      4,327:      -244     -1,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        0.0        0.5       89.7       98.2       97.7       98.7:       2.3        1.3
Old  :     100.0:       7.5        0.0        0.5       89.7       98.2       97.7       98.7:       2.3        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         2          0          2         31         30         33         32:
Old  :        41:         2          0          2         31         30         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       57.1       67.3       76.8       39.1       57.0       55.8       68.3
Old  :                 47.0       57.1       67.3       76.8       39.1       57.0       55.8       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                 Code-023398
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   364,595:     3,701      5,001     45,461    308,130    305,074    357,292    355,536:     7,303      9,059
Old  :   364,595:     3,701      5,001     45,461    308,130    305,074    357,292    355,536:     7,303      9,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     2,780:     1,983     -5,002      2,042     -1,245      5,496      2,780      2,536:         0        244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        1.4       12.5       84.5       83.7       98.0       97.5:       2.0        2.5
Old  :     100.0:       1.0        1.4       12.5       84.5       83.7       98.0       97.5:       2.0        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         4          4          5         38         41         44         48:
Old  :        58:         4          4          5         38         41         44         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       50.7       57.7       64.3       31.8       43.4       45.6       54.1
Old  :                 39.0       50.7       57.7       64.3       31.8       43.4       45.6       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                Code-023399
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   179,398:    20,840      3,240      6,568    148,932    164,158    176,340    173,966:     3,058      5,432
Old  :   179,398:    20,840      3,240      6,568    148,932    164,158    176,340    173,966:     3,058      5,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -6,022:    -3,014        364      2,066     -5,638     -8,452     -6,586     -6,022:       564          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        1.8        3.7       83.0       91.5       98.3       97.0:       1.7        3.0
Old  :     100.0:      11.6        1.8        3.7       83.0       91.5       98.3       97.0:       1.7        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         5          4          2         31         31         36         37:
Old  :        49:         5          4          2         31         31         36         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       37.8       69.4       56.1       51.8       31.1       60.0       45.9
Old  :                 54.7       37.8       69.4       56.1       51.8       31.1       60.0       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                                                     Code-064363
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :   185,824:    24,788      3,668     23,417    135,944    157,911    184,149    184,996:     1,675        828
Old  :   185,824:    24,788      3,668     23,417    135,944    157,911    184,149    184,996:     1,675        828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :      -701:       124        654       -349       -498       -852       -723       -547:        22       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        2.0       12.6       73.2       85.0       99.1       99.6:       0.9        0.4
Old  :     100.0:      13.3        2.0       12.6       73.2       85.0       99.1       99.6:       0.9        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        16          4         16         55         51         73         69:
Old  :        79:        16          4         16         55         51         73         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       42.5       46.0       61.1       19.8       37.5       32.5       46.9
Old  :                 28.8       42.5       46.0       61.1       19.8       37.5       32.5       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                                                      Code-064391
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    70,948:       926          1        453     69,545     70,494     70,924     70,948:        24          0
Old  :    70,948:       926          1        453     69,545     70,494     70,924     70,948:        24          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       387:        77        -26        -25        335        438        387        387:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        0.0        0.6       98.0       99.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.3        0.0        0.6       98.0       99.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          1          2         33         31         37         33:
Old  :        40:         3          1          2         33         31         37         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       50.5       73.1       69.3       39.5       36.4       51.3       47.6
Old  :                 48.7       50.5       73.1       69.3       39.5       36.4       51.3       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                                                                  Code-064392
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 MWh)                                                      :
     :          :                                                                            :
All  :   708,039:     6,693        304      2,829    698,493    704,906    708,015    708,039:        24          0
Old  :   708,039:     6,693        304      2,829    698,493    704,906    708,015    708,039:        24          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    14,342:       648          0          0     13,694     14,342     14,342     14,342:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        0.0        0.4       98.7       99.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.9        0.0        0.4       98.7       99.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         6          1          1         31         30         37         32:
Old  :        41:         6          1          1         31         30         37         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       53.2       73.1       69.3       32.1       37.6       44.7       46.0
Old  :                 45.5       53.2       73.1       69.3       32.1       37.6       44.7       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                                                                 Code-064394
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 50 Megawatt Hours)                                           :
     :          :                                                                            :
All  : 1,624,262:   123,062     10,177     89,823  1,411,361  1,524,262  1,624,246  1,624,262:        16          0
Old  : 1,624,262:   123,062     10,177     89,823  1,411,361  1,524,262  1,624,246  1,624,262:        16          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     9,704:       276      8,420      2,476      6,952     -1,192      9,704      9,704:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        0.6        5.5       86.9       93.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.6        0.6        5.5       86.9       93.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        10          4          7         42         42         53         52:
Old  :        64:        10          4          7         42         42         53         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       51.7       54.1       67.0       25.7       47.1       41.0       56.8
Old  :                 36.1       51.7       54.1       67.0       25.7       47.1       41.0       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                                                                Code-064395
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    90,600:       183        623        562     89,851     89,385     90,596     90,570:         4         30
Old  :    90,600:       183        623        562     89,851     89,385     90,596     90,570:         4         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -1,630:        -2         99        -46     -1,580     -1,631     -1,628     -1,578:        -2        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.7        0.6       99.2       98.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.2        0.7        0.6       99.2       98.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         5          3          3         36         36         43         40:
Old  :        51:         5          3          3         36         36         43         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       39.0       64.5       60.2       29.6       29.9       41.1       40.3
Old  :                 41.5       39.0       64.5       60.2       29.6       29.9       41.1       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                                                                  Code-064396
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   646,438:    13,527      3,608      1,321    631,590    641,509    646,438    646,438:         0          0
Old  :   646,438:    13,527      3,608      1,321    631,590    641,509    646,438    646,438:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     6,829:      -904          0          0      7,733      6,829      6,829      6,829:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        0.6        0.2       97.7       99.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.1        0.6        0.2       97.7       99.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         3          2          1         27         26         30         29:
Old  :        39:         3          2          1         27         26         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       56.4       75.9       79.9       44.2       47.5       63.9       67.2
Old  :                 51.4       56.4       75.9       79.9       44.2       47.5       63.9       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 5, 2012