NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,140,707 COMMITMENTS 626,643 114,482 1610311 2887813 3399435 5124767 5124228 15,940 16,479 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -223,215) -35,023 -1,879 -86,629 -99,561 -132,185 -221,213 -220,693 -2,002 -2,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 2.2 31.3 56.2 66.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 44 27 61 137 135 205 202 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,338 COMMITMENTS 6,405 3,321 2,569 248,181 262,473 257,155 268,363 15,183 3,975 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,172) -1,010 -203 404 2,810 1,741 2,204 1,942 -1,032 -770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.2 0.9 91.1 96.4 94.4 98.5 5.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 4 6 35 38 41 46 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,452 COMMITMENTS 4,035 3,561 3,902 143,240 143,442 151,177 150,905 2,275 2,547 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,795) 1,597 -38 -322 -3,312 -1,563 -2,037 -1,923 242 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 2.3 2.5 93.3 93.5 98.5 98.3 1.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 1 3 34 34 41 37 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,812 COMMITMENTS 7,753 5,907 3,348 225,177 228,362 236,278 237,617 5,534 4,195 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -2,535) 3,923 -3,118 98 -7,169 211 -3,148 -2,809 613 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.4 1.4 93.1 94.4 97.7 98.3 2.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 1 31 36 35 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 720,137 COMMITMENTS 0 3,368 14,405 697,557 698,047 711,962 715,820 8,175 4,317 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 13,892) 0 -331 -216 14,049 13,643 13,833 13,096 59 796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 2.0 96.9 96.9 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 0 3 5 54 45 59 50 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,148 COMMITMENTS 5,487 0 722 195,456 202,614 201,665 203,336 7,483 5,812 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 5,110) 1,044 0 -950 6,794 5,815 6,888 4,865 -1,778 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.3 93.5 96.9 96.4 97.2 3.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 1 32 33 33 34 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 278,806 COMMITMENTS 6,010 0 7,712 258,402 267,687 272,124 275,399 6,682 3,407 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 2,104) -480 -59 -317 2,721 2,758 1,924 2,382 180 -278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 2.8 92.7 96.0 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 0 3 40 42 43 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,050 COMMITMENTS 5,532 0 3,572 109,625 111,620 118,729 115,192 3,321 6,858 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -471) -183 0 -152 -46 -1,929 -381 -2,081 -90 1,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 2.9 89.8 91.5 97.3 94.4 2.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 1 29 29 30 30 PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 168,209 COMMITMENTS 24,294 1,041 23,465 119,277 143,039 167,036 167,545 1,173 664 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -124) -2,737 -41 245 2,515 -453 23 -249 -147 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 0.6 13.9 70.9 85.0 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 2 12 55 53 72 66 MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 63,212 COMMITMENTS 295 25 1,972 60,945 61,215 63,212 63,212 0 0 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,483) -633 -25 559 1,557 949 1,483 1,483 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 3.1 96.4 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 2 27 30 29 33 MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 525,371 COMMITMENTS 2,496 9,984 3,225 519,650 512,162 525,371 525,371 0 0 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 5,630) 0 1,241 -943 6,573 5,332 5,630 5,630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.9 0.6 98.9 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 1 27 29 29 32 PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,772,302 COMMITMENTS 287,503 23,104 43,154 1441260 1706044 1771917 1772302 385 0 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -16,321) -5,040 2,400 -2,330 -9,336 -16,391 -16,706 -16,321 385 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 1.3 2.4 81.3 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 4 6 38 44 49 51 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,035 COMMITMENTS 764 131 3,329 67,938 68,575 72,031 72,035 4 0 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,009) 433 27 -48 647 1,030 1,032 1,009 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 4.6 94.3 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 2 2 32 35 36 39 SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 10/30/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 457,320 COMMITMENTS 7,271 0 5,027 445,022 452,293 457,320 457,320 0 0 CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 4,816) 622 0 -943 5,137 5,759 4,816 4,816 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 1.1 97.3 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 2 22 23 25 25
Updated November 2, 2012