NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,324,460 COMMITMENTS 308,016 302,497 1289127 2692700 2707347 4289843 4298971 34,617 25,489 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -823) -38,793 20,597 -17,408 54,764 -6,730 -1,437 -3,541 614 2,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 7.0 29.8 62.3 62.6 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 38 35 64 140 133 209 205 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,587 COMMITMENTS 8,438 10,262 17,211 301,552 307,524 327,201 334,997 11,386 3,590 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 6,248) 1,981 -1,900 -265 5,218 9,596 6,934 7,431 -686 -1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.0 5.1 89.1 90.8 96.6 98.9 3.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 8 4 11 43 42 54 54 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,044 COMMITMENTS 6,055 0 3,801 195,367 202,498 205,223 206,299 3,821 2,745 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 9,876) -2,760 -34 1,349 15,384 11,845 13,973 13,160 -4,097 -3,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 1.8 93.5 96.9 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 0 4 36 37 40 41 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,719 COMMITMENTS 1,977 27,347 8,311 310,841 282,348 321,129 318,006 4,590 7,713 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 8,904) -2,608 2,122 2,597 6,784 2,542 6,773 7,261 2,131 1,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 8.4 2.6 95.4 86.7 98.6 97.6 1.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 4 4 37 40 41 45 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 607,376 COMMITMENTS 11,309 2,650 24,243 568,909 579,651 604,461 606,544 2,915 832 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 14,381) 3,897 -2,684 1,904 8,702 14,339 14,503 13,559 -122 822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.4 4.0 93.7 95.4 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 5 4 7 61 53 68 62 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,393 COMMITMENTS 8,299 21,352 4,282 196,169 188,006 208,750 213,640 10,643 5,753 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,026) 2,126 245 -1,408 470 4,073 1,188 2,910 1,838 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 9.7 2.0 89.4 85.7 95.1 97.4 4.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 1 2 30 30 33 33 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,345 COMMITMENTS 15,507 734 42,654 252,225 270,368 310,386 313,756 7,959 4,589 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 18,032) 715 -327 -1,346 21,152 22,294 20,521 20,621 -2,489 -2,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.2 13.4 79.2 84.9 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 1 4 44 46 51 50 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,713 COMMITMENTS 10,692 8,619 4,173 147,093 143,729 161,958 156,521 1,755 7,192 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 4,174) -1,532 -805 1,036 4,701 3,695 4,205 3,926 -31 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 5.3 2.5 89.8 87.8 98.9 95.6 1.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 2 27 32 29 35 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 160,477 COMMITMENTS 38,163 84 15,911 104,450 144,061 158,524 160,056 1,953 421 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,727) -1,155 -186 -413 -855 -957 -2,423 -1,556 696 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 0.1 9.9 65.1 89.8 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 19 1 13 55 51 74 65 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 60,130 COMMITMENTS 1,263 851 514 58,353 58,765 60,130 60,130 0 0 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,012) -293 208 1 2,346 1,845 2,054 2,054 -1,042 -1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.4 0.9 97.0 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 5 4 30 25 35 31 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 525,591 COMMITMENTS 9,896 6,869 5,872 509,823 512,850 525,591 525,591 0 0 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -14,487) -1,312 -2,303 2,952 -16,127 -15,136 -14,487 -14,487 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.3 1.1 97.0 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 5 25 25 31 30 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,614,812 COMMITMENTS 86,733 51,199 116,584 1411471 1446621 1614788 1614404 24 408 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 39,748) -11,906 16 11,928 40,494 28,164 40,516 40,108 -768 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 3.2 7.2 87.4 89.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 5 7 40 37 52 46 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 121,060 COMMITMENTS 1,613 4,682 1,304 118,008 115,062 120,925 121,048 135 12 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 365) 443 -164 -129 512 1,120 826 827 -461 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 3.9 1.1 97.5 95.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 5 7 35 36 42 44 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 467,193 COMMITMENTS 3,520 31,737 656 463,017 434,800 467,193 467,193 0 0 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 17,820) 0 1,569 -952 18,772 17,203 17,820 17,820 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.8 0.1 99.1 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 4 1 24 25 27 29
Updated September 23, 2011