NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,599,408 COMMITMENTS 308,546 308,813 1550821 2725506 2722891 4584873 4582525 14,535 16,883 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -89,073) -16,299 -103,345 38,870 -110,391 -25,871 -87,820 -90,346 -1,253 1,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 6.7 33.7 59.3 59.2 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 41 29 60 129 124 196 188 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,939 COMMITMENTS 16,061 720 12,308 300,422 319,745 328,791 332,773 10,148 6,166 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,676) 280 -1,602 1,068 2,840 5,362 4,188 4,828 488 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.2 3.6 88.6 94.3 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 3 7 38 38 46 45 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,038 COMMITMENTS 4,436 0 3,419 177,515 184,880 185,370 188,299 5,668 2,739 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,411) -1,324 -518 -578 1,955 3,722 53 2,626 2,358 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 1.8 92.9 96.8 97.0 98.6 3.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 0 2 33 40 36 42 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,248 COMMITMENTS 2,897 29,809 4,425 326,037 298,479 333,359 332,713 3,889 4,535 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 3,088) -182 -4,621 624 2,128 6,998 2,570 3,001 518 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 8.8 1.3 96.7 88.5 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 6 4 36 34 40 41 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 798,012 COMMITMENTS 1,005 16,067 24,669 769,485 753,898 795,159 794,634 2,853 3,378 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,305) -62 -3,672 7,367 1,157 3,391 8,462 7,086 -4,157 -2,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.0 3.1 96.4 94.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 1 4 4 56 48 61 52 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,259 COMMITMENTS 10,277 9,721 6,801 204,735 206,852 221,813 223,374 6,446 4,885 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 917) 264 3,030 -2,207 2,154 -92 211 731 706 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 4.3 3.0 89.7 90.6 97.2 97.9 2.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 1 3 35 41 39 44 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 406,892 COMMITMENTS 7,232 2,290 21,161 371,480 377,973 399,873 401,424 7,019 5,468 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -12,704) -1,714 2,290 -4,386 -3,275 -10,732 -9,375 -12,828 -3,329 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.6 5.2 91.3 92.9 98.3 98.7 1.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 2 5 47 40 52 45 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,330 COMMITMENTS 6,008 7,158 7,235 163,034 159,833 176,277 174,226 3,053 5,104 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -793) -2,505 1,926 682 906 -1,918 -917 690 124 -1,483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 4.0 4.0 90.9 89.1 98.3 97.2 1.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 2 29 36 31 39 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 162,338 COMMITMENTS 29,071 309 21,554 110,178 139,352 160,803 161,215 1,535 1,123 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -690) -913 -609 503 -50 -289 -460 -395 -230 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 0.2 13.3 67.9 85.8 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 18 3 13 54 50 73 65 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 70,966 COMMITMENTS 802 510 3,155 67,004 67,301 70,961 70,966 5 0 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,050) 299 -82 -199 950 1,358 1,050 1,077 0 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.7 4.4 94.4 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 4 30 31 36 35 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 596,288 COMMITMENTS 8,174 14,630 1,633 586,481 580,025 596,288 596,288 0 0 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 8,303) 5,707 -948 -1,291 3,887 10,542 8,303 8,303 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.5 0.3 98.4 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 2 28 24 33 28 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,673,339 COMMITMENTS 102,767 20,403 106,859 1462920 1545269 1672546 1672531 793 808 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 5,767) 5,990 -1,509 348 -571 6,928 5,767 5,767 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 1.2 6.4 87.4 92.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 4 7 45 35 54 45 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 124,284 COMMITMENTS 2,070 233 3,819 118,367 120,199 124,256 124,251 28 33 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,857) -210 78 358 2,707 2,419 2,855 2,855 2 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.2 3.1 95.2 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 1 5 33 37 39 42 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 565,755 COMMITMENTS 0 13,507 976 564,779 551,272 565,755 565,755 0 0 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 6,071) 0 951 328 5,743 4,792 6,071 6,071 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.2 99.8 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 4 1 23 24 24 28
Updated December 2, 2011