NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,579,838 COMMITMENTS 1443490 71,238 2123291 2995195 4366547 6561976 6561076 17,862 18,762 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 164,306) 14,018 -5,379 101,436 58,177 76,427 173,631 172,484 -9,325 -8,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 1.1 32.3 45.5 66.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 55 20 64 149 138 223 206 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,676 COMMITMENTS 43,456 1,252 6,097 228,002 277,627 277,555 284,976 16,121 8,700 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 6,917) 980 1,252 41 8,954 5,870 9,975 7,163 -3,058 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 0.4 2.1 77.6 94.5 94.5 97.0 5.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 9 1 7 34 31 44 38 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,926 COMMITMENTS 4,000 0 4,638 173,041 180,344 181,679 184,982 5,247 1,944 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 104) -1,150 0 936 -1,387 -603 -1,601 333 1,705 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 2.5 92.6 96.5 97.2 99.0 2.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 3 33 32 37 35 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,463 COMMITMENTS 22,094 2,050 5,538 198,867 221,245 226,499 228,833 6,964 4,630 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -6,598) 4,165 -229 464 -10,832 -6,242 -6,203 -6,007 -395 -591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.9 2.4 85.2 94.8 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 2 4 33 28 39 32 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 804,772 COMMITMENTS 3,931 3,240 8,558 780,049 789,774 792,538 801,572 12,234 3,200 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 23,653) -1,934 157 2,377 22,758 21,614 23,201 24,148 452 -495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.4 1.1 96.9 98.1 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 1 6 48 37 54 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,311 COMMITMENTS 5,894 4,897 3,031 222,176 220,728 231,101 228,656 9,210 11,655 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 13,357) -980 93 334 12,548 11,088 11,902 11,515 1,455 1,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.0 1.3 92.5 91.9 96.2 95.2 3.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 2 22 28 26 32 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,586 COMMITMENTS 13,954 5,046 4,501 208,458 219,222 226,913 228,769 5,673 3,817 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 10,232) 7,725 -1,044 -269 1,927 11,393 9,383 10,080 849 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 2.2 1.9 89.6 94.3 97.6 98.4 2.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 2 4 32 40 36 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 112,781 COMMITMENTS 11,023 3,499 6,041 92,303 94,453 109,367 103,993 3,414 8,788 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 8,118) 130 784 1,403 6,425 5,652 7,958 7,839 160 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 3.1 5.4 81.8 83.7 97.0 92.2 3.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 3 20 23 24 28 PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 177,643 COMMITMENTS 31,180 4,949 17,447 127,844 154,117 176,471 176,513 1,172 1,130 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 7,524) -935 1,650 1,272 6,782 4,264 7,119 7,186 405 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 2.8 9.8 72.0 86.8 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 16 6 18 51 55 73 73 MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 62,755 COMMITMENTS 2,676 412 587 59,492 61,756 62,755 62,755 0 0 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 791) 28 254 -50 813 587 791 791 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.7 0.9 94.8 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 3 25 29 30 33 MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 600,787 COMMITMENTS 24,662 320 8,312 567,813 592,155 600,787 600,787 0 0 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -1,606) -5,528 320 312 3,610 -2,238 -1,606 -1,606 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.1 1.4 94.5 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 2 22 29 26 32 PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,658,406 COMMITMENTS 257,932 49,408 50,997 1349477 1558001 1658406 1658406 0 0 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 70,095) -10,081 6,186 1,056 79,120 62,853 70,095 70,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 3.0 3.1 81.4 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 7 5 8 41 45 52 54 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,228 COMMITMENTS 1,521 1,391 3,529 58,178 58,308 63,228 63,228 0 0 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 361) 22 153 -723 1,062 931 361 361 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.2 5.6 92.0 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 4 24 27 30 32 SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 04/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 406,097 COMMITMENTS 13,348 0 11,564 381,185 394,533 406,097 406,097 0 0 CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 7,381) 1,368 0 -3,936 9,949 11,317 7,381 7,381 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 2.8 93.9 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 3 15 19 18 22
Updated April 26, 2013