NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,222,245 COMMITMENTS 655,851 428,492 1647768 2905657 3132800 5209276 5209060 12,969 13,185 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 16,380) 15,122 55,028 18,021 47,570 7,494 80,713 80,543 -64,333 -64,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 8.2 31.6 55.6 60.0 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 28 43 63 142 133 211 201 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 332,997 COMMITMENTS 11,348 27,668 9,219 298,125 290,079 318,692 326,966 14,305 6,031 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -18,867) 272 -4,309 805 -5,963 -2,303 -4,886 -5,807 -13,981 -13,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 8.3 2.8 89.5 87.1 95.7 98.2 4.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 5 8 41 36 50 44 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,790 COMMITMENTS 3,421 5,069 4,894 170,038 168,941 178,353 178,904 2,437 1,886 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 4,453) 1,299 2,444 332 6,190 5,145 7,821 7,921 -3,368 -3,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 2.8 2.7 94.1 93.4 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 3 3 36 39 40 44 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,858 COMMITMENTS 6,216 12,210 2,953 272,116 257,907 281,285 273,070 4,573 12,788 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -2,487) -2,758 -550 -33 3,939 1,535 1,148 952 -3,635 -3,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.3 1.0 95.2 90.2 98.4 95.5 1.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 3 4 34 31 39 35 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 722,783 COMMITMENTS 0 52,622 12,850 707,547 655,469 720,397 720,941 2,386 1,842 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -15,228) -707 6,685 -8,042 2,009 -5,135 -6,740 -6,492 -8,488 -8,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.3 1.8 97.9 90.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 0 10 6 58 50 64 60 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,781 COMMITMENTS 16,832 1,352 822 206,778 225,701 224,432 227,875 7,349 3,906 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 4,833) 1,763 1,352 99 3,647 8,454 5,509 9,905 -676 -5,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.6 0.4 89.2 97.4 96.8 98.3 3.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 1 2 29 26 31 29 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,339 COMMITMENTS 5,326 19,222 30,170 332,975 317,327 368,471 366,719 8,868 10,620 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 5,754) 411 3,705 -3,683 10,817 8,214 7,545 8,236 -1,791 -2,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 5.1 8.0 88.2 84.1 97.6 97.2 2.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 4 5 37 37 43 43 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,173 COMMITMENTS 21,177 21,462 4,614 191,491 187,850 217,282 213,926 2,891 6,247 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6,046) 1,814 -3,866 -196 -5,194 -680 -3,576 -4,742 -2,470 -1,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 9.7 2.1 87.0 85.3 98.7 97.2 1.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 3 2 29 29 33 34 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 172,216 COMMITMENTS 28,834 1,420 22,746 119,300 148,023 170,880 172,189 1,336 27 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -55) -3,057 -367 749 2,449 431 141 813 -196 -868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 0.8 13.2 69.3 86.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 5 15 54 52 73 68 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 75,220 COMMITMENTS 1,334 515 1,437 72,349 73,218 75,120 75,170 100 50 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 142) 163 20 -86 1,001 1,170 1,078 1,104 -936 -962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.7 1.9 96.2 97.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 3 31 31 37 36 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 758,928 COMMITMENTS 9,181 1,288 8,461 739,390 747,283 757,032 757,032 1,896 1,896 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -609) -1,519 632 2,831 5,599 3,448 6,911 6,911 -7,520 -7,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 1.1 97.4 98.5 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 2 28 28 33 31 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,584,079 COMMITMENTS 76,233 13,138 89,101 1418727 1481840 1584061 1584079 18 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -4,128) 23,054 2,687 -11,125 -15,655 4,712 -3,726 -3,726 -402 -402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.8 5.6 89.6 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 9 4 6 39 41 49 50 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 100,377 COMMITMENTS 974 623 1,224 98,129 98,450 100,327 100,297 50 80 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,164) -71 97 -408 2,396 2,222 1,917 1,911 -753 -747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.6 1.2 97.8 98.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 4 3 33 34 39 40 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 662,525 COMMITMENTS 12,840 7,280 0 649,685 655,245 662,525 662,525 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 10,956) 4,600 0 -312 7,908 12,508 12,196 12,196 -1,240 -1,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.1 0.0 98.1 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 0 25 22 28 24
Updated April 20, 2012