NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,620,342 COMMITMENTS 338,560 392,824 1487422 2775503 2720343 4601485 4600589 18,857 19,753 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 57,312) 8,292 67,683 40,675 62,797 -4,304 111,764 104,054 -54,452 -46,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 8.5 32.2 60.1 58.9 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 32 31 56 136 135 195 197 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 329,208 COMMITMENTS 10,640 1,824 14,479 293,561 308,023 318,680 324,326 10,528 4,882 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,809) -680 -1,938 891 4,257 4,417 4,468 3,370 -659 439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.6 4.4 89.2 93.6 96.8 98.5 3.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 4 7 39 37 48 44 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,105 COMMITMENTS 4,783 0 3,465 170,890 177,636 179,138 181,101 2,967 1,004 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,981) -1,815 0 755 5,412 4,036 4,352 4,791 -371 -810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 1.9 93.8 97.5 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 0 2 35 42 40 44 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,192 COMMITMENTS 4,054 33,169 5,074 318,124 287,412 327,252 325,655 2,940 4,537 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -21,680) 2,084 1,895 -1,921 -22,271 -22,206 -22,108 -22,232 428 552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 10.0 1.5 96.3 87.0 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 7 4 35 34 40 42 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 739,225 COMMITMENTS 2,348 16,852 16,865 717,173 703,874 736,386 737,591 2,839 1,634 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,829) 546 3,679 -3,467 5,074 3,480 2,153 3,692 -324 -1,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.3 2.3 97.0 95.2 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 2 4 5 53 50 59 55 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,347 COMMITMENTS 13,080 9,591 6,655 203,437 207,871 223,172 224,117 5,175 4,230 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -11,045) -2,217 -2,472 2,450 -9,254 -10,128 -9,021 -10,150 -2,024 -895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 4.2 2.9 89.1 91.0 97.7 98.1 2.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 1 4 33 35 39 39 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 420,542 COMMITMENTS 10,096 9,599 19,857 382,984 387,659 412,937 417,115 7,605 3,427 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 4,337) 3,332 851 -4,605 5,916 8,367 4,643 4,613 -306 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.3 4.7 91.1 92.2 98.2 99.2 1.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 2 5 47 39 52 44 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,917 COMMITMENTS 10,856 503 5,009 151,330 158,026 167,195 163,538 3,722 7,379 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 8,387) -268 0 773 8,583 6,946 9,088 7,719 -701 668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.3 2.9 88.5 92.5 97.8 95.7 2.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 1 3 29 31 32 34 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 160,397 COMMITMENTS 27,148 628 20,383 111,614 138,266 159,145 159,277 1,252 1,120 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,383) -1,995 -221 1,334 4,070 2,139 3,409 3,252 -26 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 0.4 12.7 69.6 86.2 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 17 2 11 53 51 72 62 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 71,287 COMMITMENTS 679 561 3,051 67,552 67,675 71,282 71,287 5 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 187) -359 -47 355 267 -45 263 263 -76 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.8 4.3 94.8 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 5 29 32 35 37 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 579,294 COMMITMENTS 2,603 11,555 3,148 573,543 564,591 579,294 579,294 0 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 36,587) 1,640 -2,430 -3,096 38,361 44,240 36,905 38,714 -318 -2,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.0 0.5 99.0 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 5 3 28 24 32 29 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,644,624 COMMITMENTS 94,006 23,615 115,403 1435191 1505606 1644600 1644624 24 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 35,720) 6,479 3,144 -881 42,235 45,570 47,833 47,833 -12,113 -12,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.4 7.0 87.3 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 2 8 45 37 55 46 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 121,276 COMMITMENTS 1,951 382 3,329 115,970 117,534 121,250 121,245 26 31 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -12,948) 735 -1,848 -329 -13,354 -10,769 -12,948 -12,946 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.3 2.7 95.6 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 1 5 34 37 40 42 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 505,035 COMMITMENTS 0 13,213 328 504,707 491,494 505,035 505,035 0 0 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -19,891) 0 -6,728 0 -19,891 -13,163 -19,891 -19,891 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 0.1 99.9 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 4 1 24 23 25 27
Updated November 18, 2011