NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,786,182 COMMITMENTS 555,621 221,246 1507027 2683664 3031645 4746312 4759918 39,870 26,264 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 132,043) 23,058 -31,033 45,325 60,012 114,459 128,395 128,751 3,648 3,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 4.6 31.5 56.1 63.3 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 47 32 69 142 140 216 215 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,356 COMMITMENTS 12,198 18,325 20,755 321,868 325,619 354,821 364,699 13,535 3,657 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -5,160) -4,564 -9,458 3,084 -4,694 -485 -6,174 -6,859 1,014 1,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 5.0 5.6 87.4 88.4 96.3 99.0 3.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 5 11 42 44 54 55 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,902 COMMITMENTS 9,583 4,529 4,593 170,697 176,324 184,873 185,446 4,029 3,456 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 12,270) -914 1,185 1,032 12,120 10,486 12,238 12,703 32 -433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 2.4 2.4 90.4 93.3 97.9 98.2 2.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 4 40 40 46 45 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,418 COMMITMENTS 0 18,813 10,575 303,517 282,519 314,092 311,907 3,326 5,511 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 4,463) 0 1,328 1,197 3,959 -115 5,156 2,410 -693 2,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 3.3 95.6 89.0 99.0 98.3 1.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 0 8 4 41 36 45 44 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 661,151 COMMITMENTS 149 40,727 23,312 633,007 592,847 656,468 656,886 4,683 4,265 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,308) 125 -3,598 3,594 -569 2,395 3,150 2,391 158 917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.2 3.5 95.7 89.7 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 2 9 10 58 50 68 61 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,327 COMMITMENTS 6,401 11,197 4,423 180,545 174,554 191,369 190,174 5,958 7,153 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,764) -5,273 -1,105 73 8,387 4,658 3,187 3,626 -1,423 -1,862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 5.7 2.2 91.5 88.5 97.0 96.4 3.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 4 31 26 35 30 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,353 COMMITMENTS 3,623 33,928 18,348 287,398 258,627 309,369 310,903 8,984 7,450 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 5,105) -1,399 -2,861 331 5,745 6,682 4,677 4,152 428 953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 10.7 5.8 90.3 81.2 97.2 97.7 2.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 4 5 42 43 48 49 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,545 COMMITMENTS 9,948 15,850 6,202 130,742 125,097 146,892 147,149 4,653 4,396 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -215) 1,857 267 -616 -2,650 318 -1,409 -31 1,194 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 10.5 4.1 86.3 82.5 96.9 97.1 3.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 4 5 28 39 34 45 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 168,814 COMMITMENTS 39,299 3,456 14,861 113,402 149,603 167,562 167,920 1,252 894 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,317) 3,731 -318 383 -858 3,744 3,256 3,809 61 -492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 2.0 8.8 67.2 88.6 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 16 6 13 52 51 72 66 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 65,539 COMMITMENTS 490 1,991 1,010 64,039 62,538 65,539 65,539 0 0 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,655) 21 69 -23 2,657 2,609 2,655 2,655 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.0 1.5 97.7 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 4 30 31 35 37 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 564,896 COMMITMENTS 8,424 14,624 344 556,128 549,928 564,896 564,896 0 0 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,182) 936 1,248 0 2,246 1,934 3,182 3,182 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 2.6 0.1 98.4 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 1 24 23 27 26 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,667,456 COMMITMENTS 41,246 73,208 85,860 1540326 1508388 1667432 1667456 24 0 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 40,424) 18,424 -11,293 3,548 18,548 48,169 40,520 40,424 -96 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.4 5.1 92.4 90.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 6 7 38 34 49 44 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 126,633 COMMITMENTS 2,855 2,528 1,748 121,774 122,003 126,377 126,279 256 354 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 6,035) 1,000 81 53 5,287 6,112 6,340 6,246 -305 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.0 1.4 96.2 96.3 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 4 6 34 40 41 47 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 491,460 COMMITMENTS 649 4,424 952 489,859 486,084 491,460 491,460 0 0 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -7,891) 312 1,560 312 -8,515 -9,763 -7,891 -7,891 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.9 0.2 99.7 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 1 23 22 25 25
Updated July 22, 2011