NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders - Futures Only, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,532,442:   385,050    298,317  1,447,462  2,650,238  2,746,605  4,482,750  4,492,384:    49,692     40,058
Old  : 4,532,442:   385,050    298,317  1,447,462  2,650,238  2,746,605  4,482,750  4,492,384:    49,692     40,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -51,973:   -64,514    -28,317     36,020    -38,549    -72,247    -67,043    -64,544:    15,070     12,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        6.6       31.9       58.5       60.6       98.9       99.1:       1.1        0.9
Old  :     100.0:       8.5        6.6       31.9       58.5       60.6       98.9       99.1:       1.1        0.9
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  :       230:        38         39         66        142        141        215        212:
Old  :       230:        38         39         66        142        141        215        212:
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  :                 21.1       21.1       35.9       35.8       12.8       16.9       18.8       24.1
Old  :                 21.1       21.1       35.9       35.8       12.8       16.9       18.8       24.1
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   344,795:    17,528      6,506     22,124    290,285    308,240    329,937    336,870:    14,858      7,925
Old  :   344,795:    17,528      6,506     22,124    290,285    308,240    329,937    336,870:    14,858      7,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     1,714:       479     -5,587      1,879     -3,219      1,607       -861     -2,101:     2,575      3,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        1.9        6.4       84.2       89.4       95.7       97.7:       4.3        2.3
Old  :     100.0:       5.1        1.9        6.4       84.2       89.4       95.7       97.7:       4.3        2.3
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  :        64:        10          2         11         42         45         54         56:
Old  :        64:        10          2         11         42         45         54         56:
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  :                 33.2       44.6       49.1       61.0       24.9       37.3       36.7       44.6
Old  :                 33.2       44.6       49.1       61.0       24.9       37.3       36.7       44.6
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   181,221:     9,418      1,210      3,451    164,076    173,184    176,945    177,845:     4,276      3,376
Old  :   181,221:     9,418      1,210      3,451    164,076    173,184    176,945    177,845:     4,276      3,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :      -789:       -96       -872       -380       -595        337     -1,071       -915:       282        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        0.7        1.9       90.5       95.6       97.6       98.1:       2.4        1.9
Old  :     100.0:       5.2        0.7        1.9       90.5       95.6       97.6       98.1:       2.4        1.9
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:         4          2          4         39         36         44         41:
Old  :        49:         4          2          4         39         36         44         41:
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  :                 45.9       44.3       60.6       62.7       39.3       42.5       50.7       56.9
Old  :                 45.9       44.3       60.6       62.7       39.3       42.5       50.7       56.9
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   314,820:     1,688     24,359      7,701    302,525    277,581    311,914    309,641:     2,906      5,179
Old  :   314,820:     1,688     24,359      7,701    302,525    277,581    311,914    309,641:     2,906      5,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     1,924:    -1,474      1,479      1,431      4,574      3,046      4,531      5,956:    -2,607     -4,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        7.7        2.4       96.1       88.2       99.1       98.4:       0.9        1.6
Old  :     100.0:       0.5        7.7        2.4       96.1       88.2       99.1       98.4:       0.9        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  :        53:         2          7          5         37         36         42         45:
Old  :        53:         2          7          5         37         36         42         45:
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  :                 47.5       43.0       67.8       66.4       45.9       38.9       63.1       58.1
Old  :                 47.5       43.0       67.8       66.4       45.9       38.9       63.1       58.1
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   637,286:     3,696     35,550     18,184    610,602    581,408    632,482    635,142:     4,804      2,144
Old  :   637,286:     3,696     35,550     18,184    610,602    581,408    632,482    635,142:     4,804      2,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     6,470:     1,866     -6,910     -2,213      5,778     17,063      5,431      7,940:     1,039     -1,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        5.6        2.9       95.8       91.2       99.2       99.7:       0.8        0.3
Old  :     100.0:       0.6        5.6        2.9       95.8       91.2       99.2       99.7:       0.8        0.3
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  :        74:         2          9         10         60         52         70         63:
Old  :        74:         2          9         10         60         52         70         63:
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  :                 29.9       38.6       48.1       53.4       28.0       29.9       39.6       40.8
Old  :                 29.9       38.6       48.1       53.4       28.0       29.9       39.6       40.8
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   205,374:     8,918     13,556      2,317    186,525    182,160    197,760    198,033:     7,614      7,341
Old  :   205,374:     8,918     13,556      2,317    186,525    182,160    197,760    198,033:     7,614      7,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     6,957:      -570     -1,335        419      7,048      8,485      6,897      7,569:        60       -612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        6.6        1.1       90.8       88.7       96.3       96.4:       3.7        3.6
Old  :     100.0:       4.3        6.6        1.1       90.8       88.7       96.3       96.4:       3.7        3.6
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  :        39:         2          1          3         32         25         35         28:
Old  :        39:         2          1          3         32         25         35         28:
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  :                 49.3       62.6       64.4       80.9       47.0       60.5       60.7       76.5
Old  :                 49.3       62.6       64.4       80.9       47.0       60.5       60.7       76.5
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   293,899:     5,839     22,203     37,002    241,744    229,515    284,585    288,720:     9,314      5,179
Old  :   293,899:     5,839     22,203     37,002    241,744    229,515    284,585    288,720:     9,314      5,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     9,638:    -1,040       -136     10,037      1,584        742     10,581     10,643:      -943     -1,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        7.6       12.6       82.3       78.1       96.8       98.2:       3.2        1.8
Old  :     100.0:       2.0        7.6       12.6       82.3       78.1       96.8       98.2:       3.2        1.8
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  :        60:         4          3          5         45         45         51         51:
Old  :        60:         4          3          5         45         45         51         51:
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  :                 37.5       32.9       56.2       49.1       24.6       18.4       35.0       31.4
Old  :                 37.5       32.9       56.2       49.1       24.6       18.4       35.0       31.4
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   154,438:     6,223      8,511      4,973    140,984    133,913    152,180    147,397:     2,258      7,041
Old  :   154,438:     6,223      8,511      4,973    140,984    133,913    152,180    147,397:     2,258      7,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     8,121:    -8,153     -2,508      1,450     14,944      8,110      8,241      7,052:      -120      1,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        5.5        3.2       91.3       86.7       98.5       95.4:       1.5        4.6
Old  :     100.0:       4.0        5.5        3.2       91.3       86.7       98.5       95.4:       1.5        4.6
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  :        43:         1          2          2         27         39         29         42:
Old  :        43:         1          2          2         27         39         29         42:
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  :                 61.7       28.7       77.3       48.9       59.0       26.4       68.6       45.2
Old  :                 61.7       28.7       77.3       48.9       59.0       26.4       68.6       45.2
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   159,918:    39,907      2,352     14,366    104,633    142,673    158,906    159,391:     1,012        527
Old  :   159,918:    39,907      2,352     14,366    104,633    142,673    158,906    159,391:     1,012        527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     1,856:       -92        768        769      1,296        906      1,973      2,443:      -117       -587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        1.5        9.0       65.4       89.2       99.4       99.7:       0.6        0.3
Old  :     100.0:      25.0        1.5        9.0       65.4       89.2       99.4       99.7:       0.6        0.3
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  :        84:        16          5         12         55         51         75         64:
Old  :        84:        16          5         12         55         51         75         64:
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  :                 32.5       36.5       50.8       57.0       24.6       35.7       38.6       47.2
Old  :                 32.5       36.5       50.8       57.0       24.6       35.7       38.6       47.2
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    63,945:       579      1,399        720     62,262     61,442     63,561     63,561:       384        384
Old  :    63,945:       579      1,399        720     62,262     61,442     63,561     63,561:       384        384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       790:       473       -224         52        365      1,062        890        890:      -100       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        2.2        1.1       97.4       96.1       99.4       99.4:       0.6        0.6
Old  :     100.0:       0.9        2.2        1.1       97.4       96.1       99.4       99.4:       0.6        0.6
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  :        41:         3          4          4         30         30         34         37:
Old  :        41:         3          4          4         30         30         34         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  :                 48.8       58.7       72.2       76.6       42.7       47.2       56.2       57.8
Old  :                 48.8       58.7       72.2       76.6       42.7       47.2       56.2       57.8
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   517,102:     7,520      4,745        984    507,950    510,725    516,454    516,454:       648        648
Old  :   517,102:     7,520      4,745        984    507,950    510,725    516,454    516,454:       648        648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       137:       344      1,000          0        425       -231        769        769:      -632       -632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        0.9        0.2       98.2       98.8       99.9       99.9:       0.1        0.1
Old  :     100.0:       1.5        0.9        0.2       98.2       98.8       99.9       99.9:       0.1        0.1
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  :        33:         2          3          2         24         24         27         28:
Old  :        33:         2          3          2         24         24         27         28:
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  :                 66.5       67.6       85.6       84.0       61.1       55.6       68.7       68.7
Old  :                 66.5       67.6       85.6       84.0       61.1       55.6       68.7       68.7
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,596,961:    29,104     55,289    100,771  1,466,287  1,440,126  1,596,162  1,596,186:       799        775
Old  : 1,596,961:    29,104     55,289    100,771  1,466,287  1,440,126  1,596,162  1,596,186:       799        775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     6,707:      -761    -12,904     16,095      2,310      2,741     17,644      5,932:   -10,937        775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        3.5        6.3       91.8       90.2       99.9      100.0:       0.1        0.0
Old  :     100.0:       1.8        3.5        6.3       91.8       90.2       99.9      100.0:       0.1        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  :        61:         8          6          7         38         36         50         45:
Old  :        61:         8          6          7         38         36         50         45:
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  :                 43.7       44.9       62.5       68.2       32.6       43.4       48.7       54.7
Old  :                 43.7       44.9       62.5       68.2       32.6       43.4       48.7       54.7
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   123,081:       681      2,232      2,549    119,228    117,875    122,458    122,656:       623        425
Old  :   123,081:       681      2,232      2,549    119,228    117,875    122,458    122,656:       623        425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -7,987:    -1,062        586         -6     -7,442     -8,978     -8,510     -8,398:       523        411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        1.8        2.1       96.9       95.8       99.5       99.7:       0.5        0.3
Old  :     100.0:       0.6        1.8        2.1       96.9       95.8       99.5       99.7:       0.5        0.3
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  :        53:         4          6          7         34         38         42         47:
Old  :        53:         4          6          7         34         38         42         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  :                 52.9       42.3       70.3       65.9       30.3       34.6       39.8       40.6
Old  :                 52.9       42.3       70.3       65.9       30.3       34.6       39.8       40.6
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, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   468,943:     2,208      7,319      3,857    462,574    457,463    468,639    468,639:       304        304
Old  :   468,943:     2,208      7,319      3,857    462,574    457,463    468,639    468,639:       304        304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -25,661:         0     -2,282      3,233    -29,198    -26,916    -25,965    -25,965:       304        304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        1.6        0.8       98.6       97.6       99.9       99.9:       0.1        0.1
Old  :     100.0:       0.5        1.6        0.8       98.6       97.6       99.9       99.9:       0.1        0.1
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  :        35:         1          3          3         24         26         28         29:
Old  :        35:         1          3          3         24         26         28         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  :                 67.2       64.4       86.8       83.0       44.8       45.1       52.0       49.8
Old  :                 67.2       64.4       86.8       83.0       44.8       45.1       52.0       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 19, 2011