NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,311,300 COMMITMENTS 754,730 104,706 1630336 2912880 3562376 5297946 5297418 13,354 13,882 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 99,131) 90,775 -2,504 39,926 -35,162 57,798 95,539 95,220 3,592 3,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 2.0 30.7 54.8 67.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 48 27 64 140 136 214 203 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,698 COMMITMENTS 4,917 539 3,474 220,383 236,300 228,774 240,313 17,924 6,385 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 621) 2,410 -347 -248 -3,880 -552 -1,718 -1,147 2,339 1,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.2 1.4 89.3 95.8 92.7 97.4 7.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 2 2 33 38 37 41 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,062 COMMITMENTS 1,503 7 3,886 135,348 136,070 140,737 139,963 2,325 3,099 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 64) 80 -516 522 -1,140 27 -538 33 602 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 2.7 94.6 95.1 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 3 30 32 34 35 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,336 COMMITMENTS 5,031 12,479 314 214,165 209,682 219,510 222,475 7,826 4,861 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 581) -788 -1,392 -350 1,338 3,224 200 1,482 381 -901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 5.5 0.1 94.2 92.2 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 28 34 30 35 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 714,171 COMMITMENTS 2,875 0 11,129 692,411 697,958 706,415 709,087 7,756 5,084 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 6,408) 926 -22 -253 5,617 5,465 6,290 5,190 118 1,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 1.6 97.0 97.7 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 0 5 51 43 56 48 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,779 COMMITMENTS 3,504 3,121 2,296 187,059 189,683 192,859 195,100 7,920 5,679 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -318) 205 -356 694 -2,849 2,877 -1,950 3,215 1,632 -3,533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.6 1.1 93.2 94.5 96.1 97.2 3.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 1 29 32 33 34 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,311 COMMITMENTS 6,993 1,042 5,170 241,927 251,159 254,090 257,371 6,221 2,940 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 719) 56 11 -131 1,250 870 1,175 750 -456 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.4 2.0 92.9 96.5 97.6 98.9 2.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 1 3 36 41 39 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,217 COMMITMENTS 1,016 1,951 4,737 91,660 87,593 97,413 94,281 4,804 7,936 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 745) 152 -31 350 -988 -1,374 -486 -1,055 1,231 1,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.9 4.6 89.7 85.7 95.3 92.2 4.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 25 28 27 30 PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 164,466 COMMITMENTS 26,231 1,995 20,212 116,849 141,877 163,292 164,084 1,174 382 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 194) 711 428 -66 -283 -173 362 189 -168 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 1.2 12.3 71.0 86.3 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 3 13 52 50 70 64 MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 62,921 COMMITMENTS 0 724 2,003 60,918 60,194 62,921 62,921 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -189) -152 176 -101 64 -264 -189 -189 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 3.2 96.8 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 4 3 27 29 30 33 MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 525,748 COMMITMENTS 16 10,858 3,259 522,473 511,631 525,748 525,748 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 8,909) -344 3,840 -1,601 10,854 6,670 8,909 8,909 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.6 99.4 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 3 25 28 28 31 PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,714,492 COMMITMENTS 317,001 20,257 42,296 1355195 1651939 1714492 1714492 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -20,728) 9,178 -1,168 1,583 -31,065 -21,143 -20,304 -20,728 -424 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 1.2 2.5 79.0 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 4 7 41 44 53 51 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,267 COMMITMENTS 233 200 3,537 67,497 67,530 71,267 71,267 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 485) 1 78 -51 560 458 510 485 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.3 5.0 94.7 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 2 2 33 34 36 37 SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 458,072 COMMITMENTS 16,055 0 0 442,017 458,072 458,072 458,072 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,491) 952 0 0 1,539 2,491 2,491 2,491 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.0 96.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 0 19 22 21 22
Updated December 5, 2012