```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,361,287
COMMITMENTS
 663,563  502,369  1597690  3088511  3244647  5349764  5344706   11,523   16,581

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -30,496)
  91,890   44,289 -140,241   24,459   70,864  -23,892  -25,088   -6,604   -5,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      9.4     29.8     57.6     60.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      34       35       60      147      138      214      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      367,700
COMMITMENTS
   7,501   30,964   11,159  332,256  319,750  350,916  361,873   16,784    5,827

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      3,355)
    -705   -4,481     -733    5,236    9,459    3,798    4,245     -443     -890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      8.4      3.0     90.4     87.0     95.4     98.4      4.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        7        8       40       36       49       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      167,837
COMMITMENTS
   1,830        0    5,616  157,355  160,308  164,801  165,924    3,036    1,913

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      2,684)
     953        0     -267    3,062    3,012    3,748    2,745   -1,064      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      3.3     93.8     95.5     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        2       36       37       38       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      330,603
COMMITMENTS
  14,887   14,442    4,561  308,647  300,919  328,095  319,922    2,508   10,681

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     12,811)
     642   -1,378      450   12,261   12,418   13,353   11,490     -542    1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      4.4      1.4     93.4     91.0     99.2     96.8      0.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        6       33       36       39       42
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      742,130
COMMITMENTS
     727   35,496   14,837  724,718  688,153  740,282  738,486    1,848    3,644

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     19,570)
     727    1,656   -3,288   22,130   20,101   19,569   18,469        1    1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.8      2.0     97.7     92.7     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       2        8        8       59       49       67       59
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,639
COMMITMENTS
   8,294   17,601    1,815  221,806  214,622  231,915  234,038    4,724    2,601

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      3,021)
    -230      110     -393    3,493    3,392    2,870    3,109      151      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      7.4      0.8     93.7     90.7     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        3        2       36       36       38       40
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      408,317
COMMITMENTS
   9,791   12,274   28,414  361,351  361,919  399,556  402,607    8,761    5,710

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     12,077)
     787   -1,092    4,622    8,007    9,132   13,416   12,662   -1,339     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.0      7.0     88.5     88.6     97.9     98.6      2.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        4        5       43       42       49       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      264,358
COMMITMENTS
     421   27,925    9,792  251,550  219,391  261,763  257,108    2,595    7,250

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     15,576)
  -5,279      716    3,823   19,384   11,496   17,928   16,035   -2,352     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     10.6      3.7     95.2     83.0     99.0     97.3      1.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        5        4       27       33       31       39
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      181,623
COMMITMENTS
  44,104    2,067   19,705  116,939  159,491  180,748  181,263      875      360

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -1,908)
  -3,342      366       59    1,416   -2,143   -1,867   -1,718      -41     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      1.1     10.8     64.4     87.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13        7       14       54       54       71       71
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       78,327
COMMITMENTS
     250      200    1,452   76,625   76,675   78,327   78,327        0        0

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      2,111)
    -471       46      364    2,218    1,701    2,111    2,111        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.3      1.9     97.8     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        5       31       29       37       34
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      727,161
COMMITMENTS
   5,813    1,754    4,572  716,776  720,835  727,161  727,161        0        0

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      8,675)
  -2,884    1,154    1,565    9,994    5,956    8,675    8,675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.2      0.6     98.6     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        4       30       29       34       34
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,638,097
COMMITMENTS
 100,240   24,937  110,747  1426368  1501693  1637355  1637377      742      720

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     14,429)
 -15,818     -737    1,929   31,199   16,118   17,310   17,310   -2,881   -2,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      1.5      6.8     87.1     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        4        7       42       37       53       46
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      109,182
COMMITMENTS
   1,376      530    1,648  106,157  107,003  109,181  109,181        1        1

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      1,036)
     669     -578     -138    1,202    2,024    1,733    1,308     -697     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.5      1.5     97.2     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        4       32       34       36       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      657,012
COMMITMENTS
   7,617        0      311  649,084  656,701  657,012  657,012        0        0

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -28,216)
       0        0  -15,392  -11,848  -11,848  -27,240  -27,240     -976     -976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     98.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        1       24       25       27       26
```

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Updated February 24, 2012