NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,540,418 COMMITMENTS 630,236 308,796 1252822 2637432 2951774 4520490 4513392 19,928 27,026 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 35,661) 16,790 10,318 -17,613 33,667 26,345 32,844 19,050 2,817 16,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 6.8 27.6 58.1 65.0 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 34 32 54 139 133 200 193 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,211 COMMITMENTS 5,337 12,835 4,908 257,330 260,259 267,575 278,002 13,636 3,209 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -16,787) -1,881 -3,528 287 -15,617 -14,244 -17,211 -17,485 424 698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 4.6 1.7 91.5 92.5 95.2 98.9 4.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 4 3 36 36 42 41 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,655 COMMITMENTS 2,433 3,643 3,372 141,589 137,565 147,394 144,580 3,261 6,075 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -8,753) 1,165 -1,489 -702 -8,362 -8,242 -7,899 -10,433 -854 1,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.4 2.2 94.0 91.3 97.8 96.0 2.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 2 29 29 32 33 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,847 COMMITMENTS 0 8,171 2,851 239,048 229,639 241,899 240,661 6,948 8,186 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -20,625) -1,952 -2,706 141 -20,046 -19,309 -21,857 -21,874 1,232 1,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 1.1 96.1 92.3 97.2 96.7 2.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 2 1 36 37 37 39 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 715,837 COMMITMENTS 2,700 4,269 18,751 686,012 679,845 707,463 702,865 8,374 12,972 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -50,451) -2,873 38 -1,559 -51,478 -58,653 -55,910 -60,174 5,459 9,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.6 2.6 95.8 95.0 98.8 98.2 1.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 4 3 6 52 45 59 52 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,112 COMMITMENTS 1,354 0 835 195,838 196,155 198,027 196,990 6,085 7,122 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -14,752) -1,945 0 -489 -12,198 -17,490 -14,632 -17,979 -120 3,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.4 95.9 96.1 97.0 96.5 3.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 0 1 30 31 32 32 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,221 COMMITMENTS 19,240 1,058 12,026 237,619 256,104 268,885 269,188 6,336 6,033 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -21,480) 293 -489 -2,402 -18,891 -20,731 -21,000 -23,622 -480 2,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.4 4.4 86.3 93.1 97.7 97.8 2.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 2 5 40 44 45 49 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,887 COMMITMENTS 10,570 0 4,177 111,691 117,077 126,438 121,254 3,449 8,633 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -18,174) -1,001 -600 -4,267 -13,079 -15,408 -18,347 -20,275 173 2,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 3.2 86.0 90.1 97.3 93.4 2.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 2 30 27 34 29 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 170,305 COMMITMENTS 26,396 1,207 20,941 121,138 146,723 168,475 168,871 1,830 1,434 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -9,203) 3,511 -408 -4,748 -7,859 -4,952 -9,096 -10,108 -107 905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 0.7 12.3 71.1 86.2 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 13 6 13 53 53 70 68 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 62,699 COMMITMENTS 145 0 1,176 61,204 60,942 62,525 62,118 174 581 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,937) -107 0 104 1,838 1,252 1,835 1,356 102 581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 1.9 97.6 97.2 99.7 99.1 0.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 2 27 26 30 28 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 524,400 COMMITMENTS 3,863 4,851 2,961 517,240 510,173 524,064 517,985 336 6,415 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 8,608) -1,330 1,919 688 8,914 -414 8,272 2,193 336 6,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.9 0.6 98.6 97.3 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 2 25 27 28 30 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,671,070 COMMITMENTS 201,441 8,803 69,908 1393808 1590831 1665157 1669542 5,913 1,528 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -32,625) 20,224 -2,228 -3,340 -55,422 -28,585 -38,538 -34,153 5,913 1,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.5 4.2 83.4 95.2 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 2 6 39 43 47 49 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,747 COMMITMENTS 242 811 3,031 67,833 67,879 71,106 71,721 641 26 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -3,946) 191 -738 322 -5,072 -3,526 -4,559 -3,942 613 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.1 4.2 94.5 94.6 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 2 4 30 32 35 37 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 473,998 COMMITMENTS 11,289 0 633 462,076 473,365 473,998 473,998 0 0 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -48,400) 5,510 -624 -7,013 -46,897 -40,763 -48,400 -48,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.1 97.5 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 24 22 26 23
Updated September 14, 2012