NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,966,536 COMMITMENTS 667,128 93,048 1651329 2606554 3198323 4925011 4942700 41,525 23,836 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 236,469) 114,710 5,449 2,125 118,611 229,000 235,446 236,574 1,023 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 1.9 33.2 52.5 64.4 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 54 24 70 137 138 212 212 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 375,490 COMMITMENTS 15,299 18,403 23,997 324,172 330,509 363,468 372,909 12,022 2,581 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -23,911) 2,141 1,915 -5,307 -20,913 -19,712 -24,079 -23,104 168 -807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 4.9 6.4 86.3 88.0 96.8 99.3 3.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 5 9 41 40 53 49 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,539 COMMITMENTS 4,351 5,447 5,704 151,330 148,493 161,385 159,644 3,154 4,895 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -13,168) 771 748 206 -13,571 -14,595 -12,594 -13,641 -574 473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 3.3 3.5 92.0 90.2 98.1 97.0 1.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 4 5 33 39 39 45 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,669 COMMITMENTS 1,756 14,433 12,915 301,591 288,343 316,262 315,691 4,407 4,978 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -10,344) -1,575 4,600 -2,082 -6,058 -13,268 -9,715 -10,750 -629 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 4.5 4.0 94.1 89.9 98.6 98.4 1.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 9 4 37 31 43 40 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 675,114 COMMITMENTS 1,795 37,475 22,275 647,371 610,735 671,441 670,485 3,673 4,629 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -15,100) 1,249 3,862 -4,145 -11,617 -14,435 -14,513 -14,718 -587 -382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 5.6 3.3 95.9 90.5 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 2 8 9 57 51 66 61 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,056 COMMITMENTS 13,490 3,375 1,129 161,767 170,005 176,386 174,509 7,670 9,547 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -12,521) 46 2,112 -1,753 -11,606 -12,587 -13,313 -12,228 792 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 1.8 0.6 87.9 92.4 95.8 94.8 4.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 3 27 26 31 29 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 300,412 COMMITMENTS 11,207 33,650 21,975 256,517 236,323 289,699 291,948 10,713 8,464 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -20,527) 540 -3,315 1,863 -26,273 -18,786 -23,870 -20,238 3,343 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 11.2 7.3 85.4 78.7 96.4 97.2 3.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 4 5 40 41 46 48 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,789 COMMITMENTS 5,587 14,630 6,141 137,494 129,096 149,222 149,867 4,567 3,922 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -24,067) -3,243 4,216 -1,275 -19,262 -26,075 -23,780 -23,134 -287 -933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 9.5 4.0 89.4 83.9 97.0 97.4 3.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 4 4 30 39 35 44 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 166,931 COMMITMENTS 42,533 7,431 16,476 107,015 142,702 166,024 166,609 907 322 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -407) 6,899 1,387 -984 -6,122 -642 -207 -239 -200 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 4.5 9.9 64.1 85.5 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 16 4 11 51 53 70 65 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 69,648 COMMITMENTS 499 637 1,233 67,915 67,777 69,647 69,647 1 1 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -5,345) -324 -177 326 -4,347 -5,119 -4,345 -4,970 -1,000 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.9 1.8 97.5 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 5 6 35 30 42 37 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 571,935 COMMITMENTS 2,440 4,345 648 568,847 566,942 571,935 571,935 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -34,662) -4,152 1,032 -1,376 -26,038 -25,030 -31,566 -25,374 -3,096 -9,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.8 0.1 99.5 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 1 25 22 27 26 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,638,500 COMMITMENTS 35,560 64,813 114,153 1488763 1459534 1638476 1638500 24 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -45,633) 417 -5,605 -617 -45,433 -39,411 -45,633 -45,633 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.0 7.0 90.9 89.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 5 6 39 35 46 44 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 134,519 COMMITMENTS 280 2,162 1,655 132,581 130,616 134,516 134,433 3 86 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 2,234) -92 559 115 2,211 1,560 2,234 2,234 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.6 1.2 98.6 97.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 5 5 34 38 42 45 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 551,029 COMMITMENTS 1,281 5,032 1,321 548,427 544,676 551,029 551,029 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 5,427) 0 344 -344 5,771 5,427 5,427 5,427 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 0.2 99.5 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 2 25 21 29 24
Updated June 10, 2011