NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,125,118 COMMITMENTS 690,272 280,368 1579647 2842589 3253316 5112508 5113331 12,610 11,787 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -167,556) 29,278 -128,846 -41,122 -153,351 6,699 -165,195 -163,269 -2,361 -4,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 5.5 30.8 55.5 63.5 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 34 35 60 138 138 204 203 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,149 COMMITMENTS 11,424 21,119 9,284 298,811 300,056 319,519 330,459 15,630 4,690 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 5,033) -6,074 -3,118 407 8,961 9,102 3,294 6,391 1,739 -1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 6.3 2.8 89.2 89.5 95.3 98.6 4.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 6 6 42 42 48 50 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,597 COMMITMENTS 1,581 6,999 3,402 174,397 169,795 179,380 180,196 3,217 2,401 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,106) -132 1,005 -1,092 1,563 917 339 830 767 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.8 1.9 95.5 93.0 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 2 35 38 39 41 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,943 COMMITMENTS 5,102 17,819 2,007 273,683 253,592 280,792 273,418 4,151 11,525 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 653) 254 145 -434 652 823 472 534 181 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 6.3 0.7 96.0 89.0 98.5 96.0 1.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 4 6 35 35 43 41 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,259 COMMITMENTS 736 42,885 11,251 726,703 685,387 738,690 739,523 3,569 2,736 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 19,848) 736 4,714 -3,624 25,227 21,455 22,339 22,545 -2,491 -2,697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.8 1.5 97.9 92.3 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 2 8 6 56 51 63 60 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,987 COMMITMENTS 18,254 0 1,229 212,284 234,124 231,767 235,353 8,220 4,634 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 450) -744 0 179 -8 677 -573 856 1,023 -406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.0 0.5 88.5 97.6 96.6 98.1 3.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 0 2 29 26 31 28 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,265 COMMITMENTS 4,055 8,537 38,152 340,027 333,489 382,234 380,178 8,031 10,087 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,414) 64 -2,349 -727 3,087 5,624 2,424 2,548 -10 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.2 9.8 87.1 85.5 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 7 5 41 42 47 50 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,702 COMMITMENTS 17,826 21,922 6,652 193,271 185,324 217,749 213,898 2,953 6,804 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,834) 1,323 -185 640 -129 1,344 1,834 1,799 0 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 9.9 3.0 87.6 84.0 98.7 96.9 1.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 4 3 33 30 39 35 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 179,578 COMMITMENTS 27,110 2,705 22,177 128,724 154,191 178,011 179,073 1,567 505 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 3,328) -903 627 -180 4,176 2,612 3,093 3,059 235 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 1.5 12.3 71.7 85.9 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 17 4 13 56 52 74 68 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 68,367 COMMITMENTS 750 295 988 66,527 67,007 68,265 68,290 102 77 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -6,898) -430 -210 -429 -6,091 -6,336 -6,950 -6,975 52 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.4 1.4 97.3 98.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 3 31 30 36 34 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 707,034 COMMITMENTS 4,392 3,875 3,562 699,056 699,597 707,010 707,034 24 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -45,406) -3,085 3,547 -4,739 -37,606 -44,214 -45,430 -45,406 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.5 0.5 98.9 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 2 28 27 33 30 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,590,279 COMMITMENTS 85,925 11,654 92,040 1412296 1486585 1590261 1590279 18 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 19,889) 11,408 -7,136 4,816 3,665 22,209 19,889 19,889 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.7 5.8 88.8 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 4 6 40 43 50 51 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 101,387 COMMITMENTS 1,328 714 845 98,633 99,770 100,806 101,329 581 58 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -388) -157 1 -24 -706 -1 -887 -24 499 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.7 0.8 97.3 98.4 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 4 4 34 35 42 41 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 674,939 COMMITMENTS 19,919 6,976 1,305 653,715 666,658 674,939 674,939 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -353) 3,088 -304 0 -3,441 -49 -353 -353 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.0 0.2 96.9 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 2 26 23 30 27
Updated May 4, 2012