NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,873,370 COMMITMENTS 1376565 91,583 1728276 2749874 4033307 5854715 5853166 18,655 20,204 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -80,521) -44,043 -21,879 48,240 -79,839 -102,131 -75,642 -75,770 -4,879 -4,751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 1.6 29.4 46.8 68.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 56 15 58 139 136 207 199 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,889 COMMITMENTS 47,015 1,598 7,394 245,488 301,976 299,897 310,968 17,992 6,921 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -4,600) 10,417 -1,567 260 -15,556 -3,357 -4,879 -4,664 279 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 0.5 2.3 77.2 95.0 94.3 97.8 5.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 1 5 37 36 47 41 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,086 COMMITMENTS 12,568 0 1,546 161,708 173,128 175,822 174,674 3,264 4,412 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 7,641) -5,148 0 784 12,039 5,760 7,675 6,544 -34 1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.9 90.3 96.7 98.2 97.5 1.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 0 1 32 31 37 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,997 COMMITMENTS 17,724 5,139 4,328 218,208 231,787 240,260 241,254 6,737 5,743 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -10,488) 2,909 301 -377 -12,694 -11,105 -10,162 -11,181 -326 693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.1 1.8 88.3 93.8 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 5 4 34 32 40 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 750,145 COMMITMENTS 2,821 4,438 5,854 729,608 736,061 738,283 746,353 11,862 3,792 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -58,678) 766 2,200 -2,442 -58,225 -59,004 -59,901 -59,246 1,223 568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.6 0.8 97.3 98.1 98.4 99.5 1.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 3 4 48 38 53 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,735 COMMITMENTS 9,261 3,956 1,779 212,646 217,251 223,686 222,986 9,049 9,749 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 15,685) 3,585 0 -455 11,140 14,515 14,270 14,060 1,415 1,625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.7 0.8 91.4 93.3 96.1 95.8 3.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 1 2 24 31 28 34 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,303 COMMITMENTS 4,192 5,785 3,515 208,204 207,871 215,911 217,171 5,392 4,132 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 2,082) -1,074 551 904 2,189 55 2,019 1,510 63 572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 2.6 1.6 94.1 93.9 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 3 3 31 35 34 40 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,869 COMMITMENTS 14,606 3,444 4,273 86,201 93,312 105,080 101,029 3,789 7,840 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 9,714) 902 226 809 8,439 8,429 10,150 9,464 -436 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 3.2 3.9 79.2 85.7 96.5 92.8 3.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 3 19 25 23 29 PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 172,008 COMMITMENTS 29,226 3,051 17,843 123,980 150,555 171,049 171,449 959 559 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 3,938) 1,080 443 -515 3,461 4,184 4,026 4,112 -88 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 1.8 10.4 72.1 87.5 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 13 8 18 52 55 72 74 MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 61,167 COMMITMENTS 2,780 26 694 57,693 60,447 61,167 61,167 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -3,451) 921 -4 -433 -3,939 -3,014 -3,451 -3,451 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 1.1 94.3 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 4 22 30 27 34 MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 595,388 COMMITMENTS 30,061 0 6,008 559,319 589,380 595,388 595,388 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -35,411) 7,780 0 -3,881 -39,310 -31,530 -35,411 -35,411 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 1.0 93.9 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 0 3 23 29 27 32 PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,640,034 COMMITMENTS 276,046 58,759 45,251 1318737 1536024 1640034 1640034 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 23,264) -9,043 5,170 712 31,595 17,382 23,264 23,264 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 3.6 2.8 80.4 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 5 7 40 48 51 56 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,821 COMMITMENTS 1,865 564 4,265 59,691 60,992 65,821 65,821 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 1,420) 102 -51 80 1,238 1,391 1,420 1,420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.9 6.5 90.7 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 3 28 27 32 31 SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 04/02/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 411,883 COMMITMENTS 15,593 631 12,249 384,041 399,003 411,883 411,883 0 0 CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 6,967) -312 -328 1,264 6,015 6,031 6,967 6,967 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.2 3.0 93.2 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 3 18 19 21 22
Updated April 5, 2013