NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,568,414
COMMITMENTS
 468,065  340,228  1433526  2630591  2758553  4532182  4532307   36,232   36,107

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:   -199,512)
  -4,183  -70,403   -9,730 -135,175  -65,481 -149,088 -145,614  -50,424  -53,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      7.4     31.4     57.6     60.4     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      32       33       58      137      130      198      194
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      340,079
COMMITMENTS
  16,004   34,580   10,805  299,280  288,130  326,089  333,515   13,990    6,564

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     15,871)
   3,776   10,656      916   10,031    4,831   14,723   16,403    1,148     -532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     10.2      3.2     88.0     84.7     95.9     98.1      4.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7        1        7       38       34       46       41
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      167,054
COMMITMENTS
   2,160        0    5,849  152,412  159,413  160,421  165,262    6,633    1,792

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -1,126)
      64        0     -180   -1,342     -946   -1,458   -1,126      332        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      3.5     91.2     95.4     96.0     98.9      4.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        2       34       40       36       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      325,554
COMMITMENTS
   7,262   28,729    2,462  310,082  287,023  319,806  318,214    5,748    7,340

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      3,710)
   1,498      756      186    2,108    3,699    3,792    4,641      -82     -931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      8.8      0.8     95.2     88.2     98.2     97.7      1.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        4        5       34       33       39       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      836,615
COMMITMENTS
     744   38,490   20,008  812,546  774,759  833,298  833,257    3,317    3,358

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     30,526)
      93    3,214     -624   30,357   27,169   29,826   29,759      700      767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.6      2.4     97.1     92.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       1        5        5       56       48       62       53
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,247
COMMITMENTS
   9,406   18,087    4,932  218,978  210,477  233,316  233,496    5,931    5,751

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      3,106)
     816     -232     -188    3,032    4,009    3,660    3,589     -554     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      7.6      2.1     91.5     88.0     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        1        2       39       35       41       38
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      392,257
COMMITMENTS
   7,090       60   17,712  360,143  367,333  384,945  385,105    7,312    7,152

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,013)
  -1,937      -31      -14    3,816    1,719    1,865    1,674      148      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      4.5     91.8     93.6     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        1        6       43       41       50       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      174,777
COMMITMENTS
   8,461    9,994    8,120  155,369  147,339  171,950  165,453    2,827    9,324

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,411)
   3,096    1,748     -638   -1,086      118    1,372    1,228       39      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      5.7      4.6     88.9     84.3     98.4     94.7      1.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        3       28       30       31       35
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      162,815
COMMITMENTS
  29,491    1,443   19,019  112,920  142,265  161,430  162,727    1,385       88

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,850)
   1,318       98   -1,093    1,224    2,989    1,449    1,994      401     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      0.9     11.7     69.4     87.4     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13        3       12       53       53       68       66
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       66,325
COMMITMENTS
     333    1,331    1,718   63,942   62,944   65,993   65,993      332      332

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -2,526)
    -456      225     -104   -2,190   -2,876   -2,750   -2,755      224      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.0      2.6     96.4     94.9     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        5       30       27       36       32
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      588,652
COMMITMENTS
   8,153      956    2,207  576,716  583,913  587,076  587,076    1,576    1,576

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -21,241)
  -2,472   -2,601      288  -20,633  -20,504  -22,817  -22,817    1,576    1,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.2      0.4     98.0     99.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        4       27       28       33       33
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,633,037
COMMITMENTS
 103,185   21,065   93,457  1435888  1518032  1632530  1632554      507      483

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     26,098)
     634       -1     -391   26,528   26,035   26,771   25,643     -673      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      1.3      5.7     87.9     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        4        8       45       40       54       51
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      121,000
COMMITMENTS
   1,260      593    3,425  116,164  116,828  120,849  120,846      151      154

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        530)
    -125      314      143      612      748      630    1,205     -100     -675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.5      2.8     96.0     96.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        3        5       33       36       38       42
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      588,156
COMMITMENTS
       0    5,262    2,248  585,908  580,646  588,156  588,156        0        0

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     13,472)
       0   -1,280    1,280   12,192   13,472   13,472   13,472        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.4     99.6     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        2       24       24       26       27
 

Updated January 3, 2012