NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,532,442 COMMITMENTS 385,050 298,317 1447462 2650238 2746605 4482750 4492384 49,692 40,058 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -51,973) -64,514 -28,317 36,020 -38,549 -72,247 -67,043 -64,544 15,070 12,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 6.6 31.9 58.5 60.6 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 38 39 66 142 141 215 212 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,795 COMMITMENTS 17,528 6,506 22,124 290,285 308,240 329,937 336,870 14,858 7,925 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,714) 479 -5,587 1,879 -3,219 1,607 -861 -2,101 2,575 3,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.9 6.4 84.2 89.4 95.7 97.7 4.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 10 2 11 42 45 54 56 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,221 COMMITMENTS 9,418 1,210 3,451 164,076 173,184 176,945 177,845 4,276 3,376 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -789) -96 -872 -380 -595 337 -1,071 -915 282 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.7 1.9 90.5 95.6 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 2 4 39 36 44 41 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,820 COMMITMENTS 1,688 24,359 7,701 302,525 277,581 311,914 309,641 2,906 5,179 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,924) -1,474 1,479 1,431 4,574 3,046 4,531 5,956 -2,607 -4,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.7 2.4 96.1 88.2 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 7 5 37 36 42 45 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 637,286 COMMITMENTS 3,696 35,550 18,184 610,602 581,408 632,482 635,142 4,804 2,144 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 6,470) 1,866 -6,910 -2,213 5,778 17,063 5,431 7,940 1,039 -1,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 5.6 2.9 95.8 91.2 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 2 9 10 60 52 70 63 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,374 COMMITMENTS 8,918 13,556 2,317 186,525 182,160 197,760 198,033 7,614 7,341 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 6,957) -570 -1,335 419 7,048 8,485 6,897 7,569 60 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 6.6 1.1 90.8 88.7 96.3 96.4 3.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 3 32 25 35 28 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,899 COMMITMENTS 5,839 22,203 37,002 241,744 229,515 284,585 288,720 9,314 5,179 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 9,638) -1,040 -136 10,037 1,584 742 10,581 10,643 -943 -1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 7.6 12.6 82.3 78.1 96.8 98.2 3.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 3 5 45 45 51 51 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,438 COMMITMENTS 6,223 8,511 4,973 140,984 133,913 152,180 147,397 2,258 7,041 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 8,121) -8,153 -2,508 1,450 14,944 8,110 8,241 7,052 -120 1,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 5.5 3.2 91.3 86.7 98.5 95.4 1.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 2 27 39 29 42 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 159,918 COMMITMENTS 39,907 2,352 14,366 104,633 142,673 158,906 159,391 1,012 527 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,856) -92 768 769 1,296 906 1,973 2,443 -117 -587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 1.5 9.0 65.4 89.2 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 16 5 12 55 51 75 64 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 63,945 COMMITMENTS 579 1,399 720 62,262 61,442 63,561 63,561 384 384 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 790) 473 -224 52 365 1,062 890 890 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.2 1.1 97.4 96.1 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 4 30 30 34 37 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 517,102 COMMITMENTS 7,520 4,745 984 507,950 510,725 516,454 516,454 648 648 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 137) 344 1,000 0 425 -231 769 769 -632 -632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.9 0.2 98.2 98.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 2 24 24 27 28 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,596,961 COMMITMENTS 29,104 55,289 100,771 1466287 1440126 1596162 1596186 799 775 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 6,707) -761 -12,904 16,095 2,310 2,741 17,644 5,932 -10,937 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.5 6.3 91.8 90.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 8 6 7 38 36 50 45 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 123,081 COMMITMENTS 681 2,232 2,549 119,228 117,875 122,458 122,656 623 425 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -7,987) -1,062 586 -6 -7,442 -8,978 -8,510 -8,398 523 411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.8 2.1 96.9 95.8 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 6 7 34 38 42 47 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 468,943 COMMITMENTS 2,208 7,319 3,857 462,574 457,463 468,639 468,639 304 304 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -25,661) 0 -2,282 3,233 -29,198 -26,916 -25,965 -25,965 304 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.6 0.8 98.6 97.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 3 3 24 26 28 29
Updated August 19, 2011