NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,172,917 COMMITMENTS 616,819 385,902 1586170 2954435 3180910 5157424 5152982 15,493 19,935 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -6,954) -76,433 -40,373 51,850 6,980 -28,880 -17,603 -17,403 10,649 10,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 7.5 30.7 57.1 61.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 33 40 65 139 130 208 201 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 382,319 COMMITMENTS 15,746 23,138 7,845 344,413 344,156 368,004 375,139 14,315 7,180 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -15,491) 4,917 3,668 -4,975 -14,812 -15,734 -14,870 -17,041 -621 1,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 6.1 2.1 90.1 90.0 96.3 98.1 3.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 5 7 36 35 44 44 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,512 COMMITMENTS 2,319 514 6,129 158,481 162,099 166,929 168,742 3,583 1,770 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,046) 711 -123 557 -4,005 -2,338 -2,737 -1,904 -309 -1,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.3 3.6 92.9 95.1 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 3 32 37 35 40 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,077 COMMITMENTS 18,036 9,899 5,027 312,203 312,493 335,266 327,419 1,811 9,658 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -14,718) 1,009 -3,874 -389 -14,852 -12,880 -14,232 -17,143 -486 2,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 2.9 1.5 92.6 92.7 99.5 97.1 0.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 4 30 33 35 37 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 728,912 COMMITMENTS 710 54,726 10,374 715,600 658,748 726,684 723,848 2,228 5,064 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -19,691) 329 13,364 -3,735 -18,257 -34,197 -21,663 -24,568 1,972 4,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.5 1.4 98.2 90.4 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 2 7 7 54 46 61 55 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,610 COMMITMENTS 11,969 13,033 1,144 217,788 218,742 230,901 232,919 5,709 3,691 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -10,292) 2,727 -2,420 -1,415 -13,013 -3,629 -11,701 -7,464 1,409 -2,828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 5.5 0.5 92.0 92.4 97.6 98.4 2.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 3 2 30 28 32 33 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,146 COMMITMENTS 6,968 10,335 30,946 343,782 345,252 381,696 386,533 9,450 4,613 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -18,478) -4,441 3,874 2,102 -17,855 -25,331 -20,194 -19,355 1,716 877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 2.6 7.9 87.9 88.3 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 4 5 39 39 45 45 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,193 COMMITMENTS 15,358 30,097 8,518 223,479 205,571 247,355 244,186 3,838 7,007 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -13,429) 1,474 56 -651 -13,876 -11,725 -13,053 -12,320 -376 -1,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 12.0 3.4 89.0 81.8 98.5 97.2 1.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 4 2 28 28 32 33 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 176,772 COMMITMENTS 38,307 2,121 21,468 116,440 153,101 176,215 176,690 557 82 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -6,962) -4,038 -165 790 -3,459 -7,556 -6,707 -6,931 -255 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 1.2 12.1 65.9 86.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 5 14 51 52 70 67 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 76,440 COMMITMENTS 204 397 1,120 75,116 74,923 76,440 76,440 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,662) 125 -289 30 -2,766 -2,352 -2,611 -2,611 -51 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.5 1.5 98.3 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 5 31 31 38 36 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 721,163 COMMITMENTS 6,060 638 6,664 708,439 713,861 721,163 721,163 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -43,658) 335 303 704 -44,697 -44,665 -43,658 -43,658 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.1 0.9 98.2 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 3 29 29 34 32 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,580,424 COMMITMENTS 67,867 19,054 111,702 1400835 1449668 1580404 1580424 20 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -59,349) -4,784 -4,322 -4,860 -48,983 -49,447 -58,627 -58,629 -722 -720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.2 7.1 88.6 91.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 3 6 41 40 51 47 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 106,874 COMMITMENTS 1,382 560 1,566 103,926 104,721 106,874 106,847 0 27 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -634) -486 78 179 -327 -891 -634 -634 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.5 1.5 97.2 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 2 4 34 34 39 39 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 658,499 COMMITMENTS 6,611 0 1,244 650,644 657,255 658,499 658,499 0 0 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -26,315) -1,033 0 0 -25,282 -26,315 -26,315 -26,315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.2 98.8 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 1 25 25 28 26
Updated March 9, 2012