NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,031,939 COMMITMENTS 677,988 362,221 1541943 2801980 3113339 5021911 5017503 10,028 14,436 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -149,030) -2,667 -61,677 17,076 -163,013 -103,792 -148,604 -148,393 -426 -637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 7.2 30.6 55.7 61.9 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 29 37 60 139 133 204 197 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,231 COMMITMENTS 16,188 35,723 5,918 331,752 320,513 353,858 362,154 14,373 6,077 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 3,998) 4,360 5,225 -217 -593 -787 3,550 4,221 448 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 9.7 1.6 90.1 87.0 96.1 98.3 3.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 5 9 42 39 52 48 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,139 COMMITMENTS 1,608 705 6,767 172,395 174,449 180,770 181,921 3,369 2,218 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 6,382) -150 388 -27 7,141 6,261 6,964 6,622 -582 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.4 3.7 93.6 94.7 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 3 34 38 38 42 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,955 COMMITMENTS 10,132 15,384 2,692 292,793 277,718 305,617 295,794 3,338 13,161 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -5,099) -1,526 4,607 -304 -2,625 -9,865 -4,455 -5,562 -644 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 5.0 0.9 94.8 89.9 98.9 95.7 1.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 3 4 37 36 42 40 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 735,015 COMMITMENTS 1,223 46,850 16,574 714,860 668,913 732,657 732,337 2,358 2,678 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -44,221) 739 1,508 -830 -44,185 -44,568 -44,276 -43,890 55 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.4 2.3 97.3 91.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 2 7 6 56 48 62 57 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,517 COMMITMENTS 13,621 2,720 1,368 221,116 231,256 236,105 235,344 4,412 5,173 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,450) 1,172 -606 -164 1,844 3,348 2,852 2,578 -402 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.1 0.6 91.9 96.1 98.2 97.8 1.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 3 2 32 25 34 29 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 398,340 COMMITMENTS 9,033 19,052 32,496 348,062 335,874 389,591 387,422 8,749 10,918 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,149) 1,053 12,508 -5,735 6,831 -5,876 2,149 897 0 1,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.8 8.2 87.4 84.3 97.8 97.3 2.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 4 6 42 39 49 46 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,735 COMMITMENTS 16,523 29,300 9,443 218,285 201,941 244,251 240,684 1,484 5,051 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 3,056) 2,627 -2,648 1,398 -940 4,153 3,085 2,903 -29 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 11.9 3.8 88.8 82.2 99.4 97.9 0.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 4 3 32 33 37 38 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 176,429 COMMITMENTS 32,023 2,864 21,728 121,763 151,749 175,514 176,341 915 88 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,205) -1,946 361 -1,088 589 -1,443 -2,445 -2,170 -760 -1,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 1.6 12.3 69.0 86.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 10 7 13 55 53 71 68 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 72,994 COMMITMENTS 1,223 1,173 1,443 70,304 70,378 72,970 72,994 24 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -4,280) -226 -77 -83 -3,971 -4,120 -4,280 -4,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.6 2.0 96.3 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 4 31 31 38 36 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 743,519 COMMITMENTS 13,660 1,688 6,014 722,469 734,441 742,143 742,143 1,376 1,376 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -28,159) -955 1,360 -608 -27,972 -30,287 -29,535 -29,535 1,376 1,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.2 0.8 97.2 98.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 2 29 28 33 32 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,637,532 COMMITMENTS 55,942 7,302 106,486 1475084 1523744 1637512 1637532 20 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -26,660) 4,008 -17,829 -5,549 -23,192 -1,355 -24,733 -24,733 -1,927 -1,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.4 6.5 90.1 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 8 3 6 40 42 50 49 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 104,957 COMMITMENTS 1,671 553 1,369 101,917 102,984 104,957 104,906 0 51 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,374) 376 -6 -277 1,500 2,032 1,599 1,749 -225 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.5 1.3 97.1 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 1 4 34 34 40 39 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 672,281 COMMITMENTS 11,099 7,280 1,244 659,938 663,757 672,281 672,281 0 0 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 10,703) -4,488 -3,520 0 15,191 14,223 10,703 10,703 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.1 0.2 98.2 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 1 25 23 28 26
Updated April 6, 2012