```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,173,321
COMMITMENTS
 546,234  416,865  1680704  2932633  3058921  5159571  5156490   13,750   16,831

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    126,401)
   5,357   37,724   19,126  104,535   70,493  129,018  127,343   -2,617     -942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      8.1     32.5     56.7     59.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      27       40       56      146      138      205      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      367,296
COMMITMENTS
  13,621   58,627   11,207  328,311  291,223  353,139  361,057   14,157    6,239

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -19,029)
   5,985    6,417   -3,339  -19,640  -21,396  -16,994  -18,318   -2,035     -711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     16.0      3.1     89.4     79.3     96.1     98.3      3.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        5        8       43       38       51       47
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      158,004
COMMITMENTS
     855       28    4,832  147,248  150,808  152,935  155,668    5,069    2,336

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -11,423)
  -1,164       28     -814   -9,224   -9,301  -11,202  -10,087     -221   -1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      3.1     93.2     95.4     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        2       37       37       39       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      306,906
COMMITMENTS
  11,249   16,103    3,619  288,134  279,254  303,002  298,976    3,904    7,930

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -13,028)
   4,339   -3,614     -311  -15,680   -7,806  -11,652  -11,731   -1,376   -1,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      5.2      1.2     93.9     91.0     98.7     97.4      1.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        3       35       36       39       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      770,503
COMMITMENTS
       0   41,677   13,180  755,292  712,795  768,472  767,652    2,031    2,851

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -11,476)
    -533    5,330   -2,087   -8,072  -14,049  -10,692  -10,806     -784     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      1.7     98.0     92.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       0        9        7       57       47       64       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,646
COMMITMENTS
   8,701   17,615    2,967  215,809  208,630  227,477  229,212    6,169    4,434

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -8,376)
  -3,717   -1,220     -223   -6,096   -8,658  -10,036  -10,101    1,660    1,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      7.5      1.3     92.4     89.3     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        2       37       33       39       37
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      396,486
COMMITMENTS
  11,449   13,645   20,897  354,831  356,801  387,177  391,343    9,309    5,143

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,770)
   3,622    8,252     -661   -3,549   -6,628     -588      963   -1,182   -2,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      3.4      5.3     89.5     90.0     97.7     98.7      2.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        3        5       41       40       47       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,169
COMMITMENTS
   6,221   25,512    6,209  218,912  197,504  231,342  229,225    4,827    6,944

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -4,258)
   1,135      258   -3,238   -2,324   -1,162   -4,427   -4,142      169     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     10.8      2.6     92.7     83.6     98.0     97.1      2.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        2       23       30       26       35
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      183,660
COMMITMENTS
  48,133    1,422   19,403  114,991  161,628  182,527  182,453    1,133    1,207

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -5,914)
  -1,927      -82     -714   -2,897   -5,391   -5,538   -6,187     -376      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      0.8     10.6     62.6     88.0     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      14        3       14       50       49       67       63
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       73,962
COMMITMENTS
     445      206      981   72,457   72,696   73,883   73,883       79       79

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,000)
     180     -400     -206   -3,028   -2,473   -3,054   -3,079       54       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.3      1.3     98.0     98.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        3       32       29       36       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      687,690
COMMITMENTS
   9,011      296    3,318  675,361  684,076  687,690  687,690        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -38,558)
    -159        0     -966  -37,433  -37,592  -38,558  -38,558        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.5     98.2     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        3       30       29       34       33
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,612,877
COMMITMENTS
 105,717   24,883  118,026  1386904  1467760  1610647  1610669    2,230    2,208

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -54,659)
 -16,352    1,928    6,205  -45,998  -64,280  -56,145  -56,147    1,486    1,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.5      7.3     86.0     91.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        4        7       42       38       52       47
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      119,932
COMMITMENTS
   1,499      727    1,732  116,701  117,473  119,932  119,932        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      2,655)
     -31     -167      187    2,525    2,661    2,681    2,681      -26      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.6      1.4     97.3     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        4       33       34       38       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      697,553
COMMITMENTS
   3,409      344   16,735  677,409  680,474  697,553  697,553        0        0

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      8,697)
   2,786      -70     -890    6,801    9,657    8,697    8,697        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      2.4     97.1     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        3       24       25       28       29
```

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Updated February 10, 2012