NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,046,920 COMMITMENTS 540,877 379,141 1661578 2828098 2988428 5030553 5029147 16,367 17,773 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -49,709) 67,075 -12,978 1,815 -110,040 -24,202 -41,150 -35,365 -8,559 -14,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 7.5 32.9 56.0 59.2 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 28 38 54 145 138 202 202 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,325 COMMITMENTS 7,636 52,210 14,546 347,951 312,619 370,133 379,375 16,192 6,950 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 20,049) 2,844 -3,969 583 16,620 20,724 20,047 17,338 2 2,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 13.5 3.8 90.1 80.9 95.8 98.2 4.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 4 8 41 35 49 44 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 169,427 COMMITMENTS 2,019 0 5,646 156,472 160,109 164,137 165,755 5,290 3,672 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 7,221) 1,694 -317 264 5,884 7,064 7,842 7,011 -621 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 3.3 92.4 94.5 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 0 3 35 36 38 39 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,934 COMMITMENTS 6,910 19,717 3,930 303,814 287,060 314,654 310,707 5,280 9,227 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,502) 281 2,888 -159 4,775 -669 4,897 2,060 -1,395 1,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 6.2 1.2 95.0 89.7 98.3 97.1 1.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 2 4 37 37 41 41 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 781,979 COMMITMENTS 533 36,347 15,267 763,364 726,844 779,164 778,458 2,815 3,521 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,685) -150 1,717 -4,880 8,439 5,996 3,409 2,833 276 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 4.6 2.0 97.6 92.9 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 1 6 6 59 47 65 54 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,022 COMMITMENTS 12,418 18,835 3,190 221,905 217,288 237,513 239,313 4,509 2,709 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 11,725) 1,642 4,751 -229 9,512 6,611 10,925 11,133 800 592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 7.8 1.3 91.7 89.8 98.1 98.9 1.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 2 2 41 37 43 41 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 398,256 COMMITMENTS 7,827 5,393 21,558 358,380 363,429 387,765 390,380 10,491 7,876 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 32,982) 197 -908 2,907 26,763 31,197 29,867 33,196 3,115 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.4 5.4 90.0 91.3 97.4 98.0 2.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 3 5 41 40 47 45 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,427 COMMITMENTS 5,086 25,254 9,447 221,236 198,666 235,769 233,367 4,658 7,060 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 12,693) -1,026 10,341 1,365 11,502 -355 11,841 11,351 852 1,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 10.5 3.9 92.0 82.6 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 4 29 32 33 38 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 189,574 COMMITMENTS 50,060 1,504 20,117 117,888 167,019 188,065 188,640 1,509 934 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,625) 472 -258 805 1,609 1,907 2,886 2,454 -1,261 -829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 0.8 10.6 62.2 88.1 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 3 14 53 52 71 66 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 76,962 COMMITMENTS 265 606 1,187 75,485 75,169 76,937 76,962 25 0 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,962) 46 -79 -79 2,071 2,221 2,038 2,063 -76 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.8 1.5 98.1 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 3 4 33 28 39 33 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 726,248 COMMITMENTS 9,170 296 4,284 712,794 721,668 726,248 726,248 0 0 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 9,421) -325 0 -1,470 15,367 15,042 13,572 13,572 -4,151 -4,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.6 98.1 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 1 3 30 30 35 34 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,667,536 COMMITMENTS 122,069 22,955 111,821 1432902 1532040 1666792 1666816 744 720 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 20,775) 3,698 -6,680 736 15,981 26,359 20,415 20,415 360 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 1.4 6.7 85.9 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 4 7 42 38 53 47 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 117,277 COMMITMENTS 1,530 894 1,545 114,176 114,812 117,251 117,251 26 26 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 399) 42 -134 -6 385 561 421 421 -22 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.8 1.3 97.4 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 4 4 34 34 39 41 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 688,856 COMMITMENTS 623 414 17,625 670,608 670,817 688,856 688,856 0 0 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 281) 296 64 -24 9 241 281 281 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 2.6 97.4 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 3 22 26 26 30
Updated February 3, 2012