NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,331,752 COMMITMENTS 879,553 337,335 1472628 2953373 3498867 5305554 5308830 26,198 22,922 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 115,168) 54,846 31,050 1,928 53,080 80,062 109,854 113,040 5,314 2,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 6.3 27.6 55.4 65.6 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 33 36 63 143 137 211 204 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,862 COMMITMENTS 3,688 5,035 7,149 291,497 302,706 302,334 314,890 17,528 4,972 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -3,529) 737 -2,944 220 -4,523 -1,011 -3,566 -3,735 37 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.6 2.2 91.1 94.6 94.5 98.4 5.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 4 6 41 40 49 47 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 178,879 COMMITMENTS 2,735 10,264 4,546 168,389 161,701 175,670 176,511 3,209 2,368 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 668) 1,692 188 29 -1,200 154 521 371 147 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 5.7 2.5 94.1 90.4 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 3 33 34 36 38 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,989 COMMITMENTS 1,468 16,144 2,335 262,172 237,579 265,975 256,058 7,014 16,931 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 353) -1,289 -208 242 238 -982 -809 -948 1,162 1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.9 0.9 96.0 87.0 97.4 93.8 2.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 5 4 33 31 37 37 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 824,113 COMMITMENTS 2,537 23,742 29,446 788,726 767,572 820,709 820,760 3,404 3,353 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 35,393) 1,702 -4,848 7,098 26,742 32,862 35,542 35,112 -149 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.9 3.6 95.7 93.1 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 3 7 8 56 48 65 57 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,199 COMMITMENTS 17,561 0 1,079 211,038 231,076 229,678 232,155 5,521 3,044 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 3,141) 235 0 -244 3,394 4,571 3,385 4,327 -244 -1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.0 0.5 89.7 98.2 97.7 98.7 2.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 0 2 31 30 33 32 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,595 COMMITMENTS 3,701 5,001 45,461 308,130 305,074 357,292 355,536 7,303 9,059 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,780) 1,983 -5,002 2,042 -1,245 5,496 2,780 2,536 0 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.4 12.5 84.5 83.7 98.0 97.5 2.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 4 5 38 41 44 48 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,398 COMMITMENTS 20,840 3,240 6,568 148,932 164,158 176,340 173,966 3,058 5,432 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -6,022) -3,014 364 2,066 -5,638 -8,452 -6,586 -6,022 564 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 1.8 3.7 83.0 91.5 98.3 97.0 1.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 4 2 31 31 36 37 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 185,824 COMMITMENTS 24,788 3,668 23,417 135,944 157,911 184,149 184,996 1,675 828 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -701) 124 654 -349 -498 -852 -723 -547 22 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 2.0 12.6 73.2 85.0 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 16 4 16 55 51 73 69 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 70,948 COMMITMENTS 926 1 453 69,545 70,494 70,924 70,948 24 0 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 387) 77 -26 -25 335 438 387 387 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.6 98.0 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 2 33 31 37 33 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 708,039 COMMITMENTS 6,693 304 2,829 698,493 704,906 708,015 708,039 24 0 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 14,342) 648 0 0 13,694 14,342 14,342 14,342 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.4 98.7 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 1 1 31 30 37 32 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,624,262 COMMITMENTS 123,062 10,177 89,823 1411361 1524262 1624246 1624262 16 0 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 9,704) 276 8,420 2,476 6,952 -1,192 9,704 9,704 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.6 5.5 86.9 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 10 4 7 42 42 53 52 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 90,600 COMMITMENTS 183 623 562 89,851 89,385 90,596 90,570 4 30 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,630) -2 99 -46 -1,580 -1,631 -1,628 -1,578 -2 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.7 0.6 99.2 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 3 36 36 43 40 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 646,438 COMMITMENTS 13,527 3,608 1,321 631,590 641,509 646,438 646,438 0 0 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 6,829) -904 0 0 7,733 6,829 6,829 6,829 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.6 0.2 97.7 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 1 27 26 30 29
Updated June 5, 2012