NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,776,178 COMMITMENTS 446,636 402,257 1452609 2774363 2818059 4673608 4672925 102,570 103,253 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 38,338) 21,844 37,941 -106,789 44,330 28,656 -40,615 -40,192 78,953 78,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 8.4 30.4 58.1 59.0 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 36 31 62 140 132 205 200 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,030 COMMITMENTS 12,878 24,070 7,853 290,820 285,851 311,551 317,774 12,479 6,256 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 14,734) -2,379 4,466 1,627 15,012 8,425 14,260 14,518 474 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 7.4 2.4 89.8 88.2 96.1 98.1 3.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 2 5 39 37 47 42 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,610 COMMITMENTS 351 0 5,480 152,800 157,629 158,631 163,109 5,979 1,501 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,922) -46 0 649 2,864 2,537 3,467 3,186 -1,545 -1,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 3.3 92.8 95.8 96.4 99.1 3.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 0 2 35 41 37 43 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,599 COMMITMENTS 5,336 28,677 2,121 306,884 283,604 314,341 314,402 5,258 5,197 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -3,033) -853 2,352 -460 -3,089 -4,497 -4,402 -2,605 1,369 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 9.0 0.7 96.0 88.7 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 4 3 35 34 38 39 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 796,297 COMMITMENTS 651 26,784 22,178 770,940 744,376 793,769 793,338 2,528 2,959 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,350) 68 3,015 -335 -1,297 -5,958 -1,564 -3,278 214 1,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.4 2.8 96.8 93.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 1 5 5 55 48 61 53 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,825 COMMITMENTS 9,458 19,683 4,677 208,281 202,087 222,416 226,447 9,409 5,378 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 5,838) 428 0 103 3,661 4,836 4,192 4,939 1,646 899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 8.5 2.0 89.8 87.2 95.9 97.7 4.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 2 37 34 39 37 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,521 COMMITMENTS 9,898 21 18,283 358,131 371,714 386,312 390,018 10,209 6,503 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 3,467) 62 21 -2,428 6,580 5,931 4,214 3,524 -747 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 4.6 90.3 93.7 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 2 6 41 40 48 46 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,274 COMMITMENTS 6,556 8,004 8,083 152,779 144,953 167,418 161,040 2,856 9,234 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -12,120) -5,743 278 4,106 -10,394 -17,663 -12,031 -13,279 -89 1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 4.7 4.7 89.7 85.1 98.3 94.6 1.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 3 26 28 29 33 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 158,225 COMMITMENTS 26,931 760 20,387 110,090 136,761 157,408 157,908 817 317 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,719) -1,320 -342 24 122 -1,094 -1,174 -1,412 -545 -307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 0.5 12.9 69.6 86.4 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 14 3 11 52 52 67 65 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 68,255 COMMITMENTS 531 902 2,079 65,537 65,171 68,147 68,152 108 103 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 597) 77 698 -724 1,141 520 494 494 103 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.3 3.0 96.0 95.5 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 5 29 32 35 37 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 603,727 COMMITMENTS 9,649 6,797 1,591 592,487 595,339 603,727 603,727 0 0 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 21,811) 1,288 -2,056 -40 20,883 23,907 22,131 21,811 -320 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.1 0.3 98.1 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 4 3 29 28 34 33 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,608,564 COMMITMENTS 99,749 15,954 93,183 1414792 1498611 1607724 1607748 840 816 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -43,960) -8,624 -62 -5,631 -30,521 -39,083 -44,776 -44,776 816 816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.0 5.8 88.0 93.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 5 8 44 39 53 50 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 120,226 COMMITMENTS 1,372 0 3,249 115,581 116,975 120,202 120,224 24 2 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 3,392) -4 0 31 3,367 3,388 3,394 3,419 -2 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 2.7 96.1 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 0 5 34 35 39 40 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 564,671 COMMITMENTS 0 7,470 648 564,023 556,553 564,671 564,671 0 0 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 20,245) 0 -4,760 0 20,245 25,005 20,245 20,245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.1 99.9 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 4 1 24 23 25 27
Updated December 23, 2011