NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,064,419 COMMITMENTS 785,529 115,786 1474515 2788441 3455321 5048485 5045622 15,934 18,797 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 183,362) 110,944 -3,685 50,863 23,109 139,950 184,916 187,128 -1,554 -3,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 2.3 29.1 55.1 68.2 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 41 32 62 146 138 218 204 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,268 COMMITMENTS 3,423 6,741 6,280 239,031 244,190 248,734 257,211 19,534 11,057 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 10,372) 1,564 1,515 68 10,361 8,600 11,993 10,183 -1,621 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.5 2.3 89.1 91.0 92.7 95.9 7.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 5 8 32 30 42 38 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,335 COMMITMENTS 6,113 0 3,032 146,848 154,017 155,993 157,049 2,342 1,286 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 5,275) 3,344 -280 -538 1,089 4,922 3,895 4,104 1,380 1,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 1.9 92.7 97.3 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 0 3 30 34 34 37 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,867 COMMITMENTS 9,872 6,958 1,709 209,952 212,275 221,533 220,942 6,334 6,925 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 6,682) 308 -462 389 5,195 5,117 5,892 5,044 790 1,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 3.1 0.7 92.1 93.2 97.2 97.0 2.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 1 29 31 31 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 725,999 COMMITMENTS 885 1,647 11,207 704,103 710,366 716,195 723,220 9,804 2,779 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 23,304) -4,717 -347 1,382 27,736 23,435 24,401 24,470 -1,097 -1,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 1.5 97.0 97.8 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 3 6 51 41 57 47 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,941 COMMITMENTS 4,058 2,746 1,490 180,000 182,498 185,548 186,734 8,393 7,207 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 4,370) 390 -1,508 840 3,543 4,334 4,773 3,666 -403 704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.4 0.8 92.8 94.1 95.7 96.3 4.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 1 26 30 29 32 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,946 COMMITMENTS 7,923 0 4,843 193,637 203,863 206,403 208,706 5,543 3,240 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,727) 1,553 0 21 579 2,919 2,153 2,940 -426 -1,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 2.3 91.4 96.2 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 0 4 32 40 36 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,552 COMMITMENTS 3,037 0 3,633 77,257 78,178 83,927 81,811 4,625 6,741 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 2,507) -560 0 1,004 2,178 1,475 2,622 2,479 -115 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 4.1 87.2 88.3 94.8 92.4 5.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 2 24 24 26 26 PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 167,034 COMMITMENTS 27,849 3,066 17,130 121,144 146,349 166,123 166,545 911 489 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 4,387) -564 768 549 4,354 3,005 4,339 4,322 48 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 1.8 10.3 72.5 87.6 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 19 8 20 53 50 77 73 MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 63,428 COMMITMENTS 77 118 2,090 61,235 61,194 63,402 63,402 26 26 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,452) -418 -853 777 1,067 1,502 1,426 1,426 26 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 3.3 96.5 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 4 25 28 29 32 MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 571,167 COMMITMENTS 8,123 8,422 7,797 555,247 554,948 571,167 571,167 0 0 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 727) -1,301 688 2,560 -532 -2,521 727 727 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.5 1.4 97.2 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 3 22 28 26 31 PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,609,350 COMMITMENTS 295,272 62,425 44,618 1269460 1502307 1609350 1609350 0 0 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,889) 1,650 1,894 5,096 -4,857 -5,101 1,889 1,889 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 3.9 2.8 78.9 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 4 7 42 46 52 54 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,933 COMMITMENTS 1,096 338 3,433 58,404 59,138 62,933 62,909 0 24 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 479) -166 24 289 356 166 479 479 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.5 5.5 92.8 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 4 30 30 34 35 SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 395,296 COMMITMENTS 18,378 0 1,904 375,014 393,392 395,296 395,296 0 0 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -1,122) 2,559 0 -968 -2,713 -154 -1,122 -1,122 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 0.5 94.9 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 2 19 17 22 19
Updated January 25, 2013