NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,730,067 COMMITMENTS 552,418 87,599 1649204 2487943 2969323 4689565 4706126 40,502 23,941 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -51,172) 93,474 -47,154 4,443 -146,889 -3,916 -48,972 -46,627 -2,200 -4,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 1.9 34.9 52.6 62.8 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 53 21 64 131 136 202 203 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 399,401 COMMITMENTS 13,158 16,488 29,304 345,085 350,221 387,547 396,013 11,854 3,388 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -361) -4,105 3,898 2,295 2,479 -6,887 669 -694 -1,030 333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 4.1 7.3 86.4 87.7 97.0 99.2 3.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 4 11 44 40 56 51 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,707 COMMITMENTS 3,580 4,699 5,498 164,901 163,088 173,979 173,285 3,728 4,422 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -1,660) 146 122 -224 -1,638 -1,742 -1,716 -1,844 56 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.6 3.1 92.8 91.8 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 3 5 40 37 45 44 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,013 COMMITMENTS 3,331 9,833 14,997 307,649 301,611 325,977 326,441 5,036 4,572 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,549) -66 2,429 782 4,321 1,340 5,037 4,551 -488 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 3.0 4.5 92.9 91.1 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 9 6 37 31 45 41 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 690,214 COMMITMENTS 546 33,613 26,420 658,988 625,170 685,954 685,203 4,260 5,011 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,767) -734 650 930 2,629 1,078 2,825 2,658 -58 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 4.9 3.8 95.5 90.6 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 1 9 9 59 52 68 62 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,577 COMMITMENTS 13,444 1,263 2,882 173,373 182,592 189,699 186,737 6,878 9,840 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 327) 3,634 -893 -442 -2,255 2,274 937 939 -610 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.6 1.5 88.2 92.9 96.5 95.0 3.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 4 29 26 35 30 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,939 COMMITMENTS 10,667 36,965 20,112 282,790 255,109 313,569 312,186 7,370 8,753 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 937) -37 11,244 260 2,895 -10,967 3,118 537 -2,181 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 11.5 6.3 88.1 79.5 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 2 5 46 47 52 53 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,856 COMMITMENTS 8,830 10,414 7,416 156,756 155,171 173,002 173,001 4,854 4,855 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -6,411) -828 -3,292 759 -6,887 -4,101 -6,956 -6,634 545 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 5.9 4.2 88.1 87.2 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 5 33 41 38 47 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 167,338 COMMITMENTS 35,634 6,044 17,460 113,137 143,344 166,231 166,848 1,107 490 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 3,854) 3,432 -303 1,372 -1,034 2,742 3,770 3,811 84 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 3.6 10.4 67.6 85.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 16 5 12 49 54 69 67 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 74,993 COMMITMENTS 823 814 907 72,262 72,896 73,992 74,617 1,001 376 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,928) -70 59 261 1,989 2,411 2,180 2,731 748 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.1 1.2 96.4 97.2 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 4 6 33 29 40 36 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 606,597 COMMITMENTS 6,592 3,313 2,024 594,885 591,972 603,501 597,309 3,096 9,288 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -933) 1,032 0 0 -5,061 -10,221 -4,029 -10,221 3,096 9,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.5 0.3 98.1 97.6 99.5 98.5 0.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 3 26 24 30 29 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,684,133 COMMITMENTS 35,143 70,418 114,770 1534196 1498945 1684109 1684133 24 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 28,626) -682 -17,353 16,827 12,481 29,152 28,626 28,626 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 4.2 6.8 91.1 89.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 6 7 40 36 49 45 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 132,285 COMMITMENTS 372 1,603 1,540 130,370 129,056 132,282 132,199 3 86 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 968) -1,124 -406 329 1,971 1,332 1,176 1,255 -208 -287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.2 1.2 98.6 97.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 3 4 34 37 41 43 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 545,602 COMMITMENTS 1,281 4,688 1,665 542,656 539,249 545,602 545,602 0 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -14,074) 0 304 0 -14,074 -14,378 -14,074 -14,074 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 0.3 99.5 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 2 24 21 28 24
Updated June 3, 2011