NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,003,239 COMMITMENTS 744,319 346,020 1300112 2929479 3326684 4973910 4972816 29,329 30,423 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -83,009) -3,298 -33,996 -44,497 -39,888 -15,924 -87,683 -94,417 4,674 11,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 6.9 26.0 58.6 66.5 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 33 36 62 143 137 210 203 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,463 COMMITMENTS 3,191 5,608 5,636 291,029 301,344 299,856 312,588 14,607 1,875 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,080) -1,611 2,258 -561 4,466 935 2,294 2,632 -214 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.8 1.8 92.5 95.8 95.4 99.4 4.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 6 7 40 42 49 49 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,090 COMMITMENTS 0 8,074 3,364 156,024 148,351 159,388 159,789 3,702 3,301 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -4,286) -268 -1,238 36 -5,334 -3,778 -5,566 -4,980 1,280 694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 2.1 95.7 91.0 97.7 98.0 2.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 1 30 34 31 36 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,240 COMMITMENTS 5,357 15,272 1,060 261,202 240,824 267,619 257,156 4,621 15,084 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 17,595) 298 -308 -153 18,367 19,041 18,512 18,580 -917 -985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 5.6 0.4 95.9 88.5 98.3 94.5 1.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 3 3 35 33 39 36 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 751,077 COMMITMENTS 1,316 11,334 26,314 720,273 709,311 747,903 746,959 3,174 4,118 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -29,722) 910 -5,155 410 -31,684 -24,188 -30,364 -28,933 642 -789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.5 3.5 95.9 94.4 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 3 6 8 57 50 65 59 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,033 COMMITMENTS 14,143 0 1,250 200,007 217,571 215,400 218,821 6,633 3,212 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,894) 182 0 166 1,485 1,765 1,833 1,931 61 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.0 0.6 90.1 98.0 97.0 98.6 3.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 0 2 29 28 31 30 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,129 COMMITMENTS 12,729 2,961 34,996 280,196 288,726 327,921 326,683 7,208 8,446 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,103) 9,299 -387 -6,292 -1,842 7,936 1,165 1,257 -62 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.9 10.4 83.6 86.2 97.8 97.5 2.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 5 6 38 41 45 48 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,071 COMMITMENTS 13,451 984 5,772 130,779 140,503 150,002 147,259 3,069 5,812 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -4,662) -4,979 -248 815 -496 -5,470 -4,660 -4,903 -2 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 0.6 3.8 85.4 91.8 98.0 96.2 2.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 1 2 34 31 39 34 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 181,435 COMMITMENTS 22,233 2,812 23,125 134,656 154,119 180,014 180,056 1,421 1,379 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,479) -1,904 306 163 3,843 1,493 2,102 1,962 -623 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 1.5 12.7 74.2 84.9 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 19 5 13 55 54 75 71 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 68,865 COMMITMENTS 105 67 314 68,319 68,434 68,738 68,815 127 50 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,282) -25 -72 -27 1,261 1,383 1,209 1,284 73 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.1 0.5 99.2 99.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 2 30 30 35 32 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 618,688 COMMITMENTS 3,808 2,307 3,474 611,062 612,563 618,344 618,344 344 344 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -847) -653 2,307 341 -879 -3,839 -1,191 -1,191 344 344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 0.6 98.8 99.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 2 29 29 34 32 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,615,689 COMMITMENTS 89,420 30,411 65,720 1460535 1519558 1615675 1615689 14 0 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 50,663) 10,933 5,781 -5,766 46,237 51,389 51,404 51,404 -741 -741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.9 4.1 90.4 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 5 8 41 39 51 50 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 87,614 COMMITMENTS 301 484 821 86,463 86,273 87,585 87,578 29 36 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 581) 123 -153 207 300 578 630 632 -49 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.6 0.9 98.7 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 3 4 35 34 42 39 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 587,254 COMMITMENTS 9,039 0 977 577,238 586,277 587,254 587,254 0 0 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -8,056) 2,008 0 -344 -9,720 -7,712 -8,056 -8,056 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.2 98.3 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 1 28 26 32 27
Updated June 22, 2012