NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,889,111 COMMITMENTS 743,567 208,301 1317461 2810480 3352294 4871508 4878056 17,603 11,055 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -20,449) -22,707 -5,819 20,979 -15,722 -30,226 -17,450 -15,066 -2,999 -5,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 4.3 26.9 57.5 68.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 40 26 59 146 137 211 198 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,589 COMMITMENTS 1,458 12,755 5,002 300,745 299,520 307,205 317,277 13,384 3,312 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 12,296) -1,700 1,218 342 12,927 10,328 11,569 11,888 727 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 4.0 1.6 93.8 93.4 95.8 99.0 4.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 5 7 37 39 45 46 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,551 COMMITMENTS 675 6,483 3,297 155,928 149,754 159,900 159,534 2,651 3,017 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 8,694) 188 -911 228 8,445 9,128 8,861 8,445 -167 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.0 2.0 95.9 92.1 98.4 98.1 1.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 2 33 33 35 37 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,706 COMMITMENTS 2,062 13,822 1,157 253,156 235,338 256,375 250,317 5,331 11,389 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,505) -1,598 277 -319 5,847 2,476 3,930 2,434 575 2,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 5.3 0.4 96.7 89.9 98.0 95.6 2.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 3 3 34 33 38 36 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 753,706 COMMITMENTS 2,068 9,620 29,912 719,400 710,142 751,380 749,674 2,326 4,032 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 10,901) 268 469 10 11,149 10,269 11,427 10,748 -526 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.3 4.0 95.4 94.2 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 4 4 7 59 50 66 58 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,309 COMMITMENTS 8,238 0 2,076 196,416 209,238 206,730 211,314 7,579 2,995 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 519) -1,373 0 -182 2,205 673 650 491 -131 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 1.0 91.7 97.6 96.5 98.6 3.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 0 2 29 29 32 31 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,564 COMMITMENTS 16,416 2,243 27,171 266,080 277,845 309,667 307,259 5,897 8,305 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 589) 5,212 80 -6,442 2,272 7,072 1,042 710 -453 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.7 8.6 84.3 88.0 98.1 97.4 1.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 3 6 41 44 47 51 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,156 COMMITMENTS 10,184 902 4,931 129,927 135,923 145,042 141,756 2,114 5,400 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,229) 63 73 743 4,254 3,261 5,060 4,077 -831 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.6 3.4 88.3 92.4 98.6 96.3 1.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 2 4 39 33 46 38 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 174,366 COMMITMENTS 17,186 1,376 24,149 130,912 148,016 172,247 173,541 2,119 825 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 777) -2,036 4 2,168 756 -1,410 888 762 -111 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.8 13.8 75.1 84.9 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 12 4 11 52 51 67 64 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 65,857 COMMITMENTS 151 144 260 65,342 65,399 65,753 65,803 104 54 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,066) 0 52 76 990 962 1,066 1,090 0 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.4 99.2 99.3 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 3 31 27 37 30 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 567,151 COMMITMENTS 4,071 640 2,222 560,858 564,289 567,151 567,151 0 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -3,142) 2,007 -835 -420 -4,729 -1,887 -3,142 -3,142 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.4 98.9 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 1 28 28 31 30 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,619,602 COMMITMENTS 127,286 34,676 70,004 1422312 1514922 1619602 1619602 0 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 12,371) 11,747 -4,947 2,775 -2,151 14,543 12,371 12,371 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 2.1 4.3 87.8 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 3 8 41 39 50 47 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 82,827 COMMITMENTS 25 430 714 81,914 81,476 82,653 82,620 174 207 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -391) -70 -299 143 -482 -277 -409 -433 18 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.9 98.9 98.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 6 4 33 35 38 41 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 547,075 COMMITMENTS 3,903 688 2,298 540,874 544,089 547,075 547,075 0 0 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,682) -24 0 977 3,729 3,705 4,682 4,682 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.4 98.9 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 1 25 24 29 26
Updated July 20, 2012