NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,428,752 COMMITMENTS 1459823 72,742 2067752 2879864 4269568 6407439 6410062 21,313 18,690 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -151,086) 16,333 1,504 -55,539 -115,331 -96,979 -154,537 -151,014 3,451 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 1.1 32.2 44.8 66.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 54 19 59 144 135 215 198 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 288,668 COMMITMENTS 43,717 4,615 6,775 225,486 273,300 275,978 284,690 12,690 3,978 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -5,008) 261 3,363 678 -2,516 -4,327 -1,577 -286 -3,431 -4,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 1.6 2.3 78.1 94.7 95.6 98.6 4.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 4 7 36 34 47 43 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,218 COMMITMENTS 5,192 0 3,485 174,474 182,759 183,151 186,244 5,067 1,974 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 1,292) 1,192 0 -1,153 1,433 2,415 1,472 1,262 -180 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 1.9 92.7 97.1 97.3 99.0 2.7 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 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,192 COMMITMENTS 20,053 2,482 4,518 205,584 225,338 230,155 232,338 8,037 5,854 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 4,729) -2,041 432 -1,020 6,717 4,093 3,656 3,505 1,073 1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 1.0 1.9 86.3 94.6 96.6 97.5 3.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 3 32 28 37 31 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 819,663 COMMITMENTS 3,814 3,367 10,072 793,190 802,275 807,076 815,714 12,587 3,949 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 14,891) -117 127 1,514 13,141 12,501 14,538 14,142 353 749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.4 1.2 96.8 97.9 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 2 6 48 36 54 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 243,092 COMMITMENTS 6,415 5,024 2,891 223,228 223,800 232,534 231,715 10,558 11,377 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 2,781) 521 127 -140 1,052 3,072 1,433 3,059 1,348 -278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 2.1 1.2 91.8 92.1 95.7 95.3 4.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 2 21 30 26 34 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,125 COMMITMENTS 17,655 3,767 4,567 212,256 227,170 234,478 235,504 5,647 4,621 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 7,539) 3,701 -1,279 66 3,798 7,948 7,565 6,735 -26 804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 1.6 1.9 88.4 94.6 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 1 4 34 42 39 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 117,463 COMMITMENTS 11,692 3,813 7,024 94,659 96,229 113,375 107,066 4,088 10,397 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 4,682) 669 314 983 2,356 1,776 4,008 3,073 674 1,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 3.2 6.0 80.6 81.9 96.5 91.1 3.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 4 22 24 27 30 PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 180,557 COMMITMENTS 30,618 5,435 18,248 130,519 155,660 179,385 179,343 1,172 1,214 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 2,914) -562 486 801 2,675 1,543 2,914 2,830 0 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 3.0 10.1 72.3 86.2 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 16 5 18 51 55 72 73 MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 60,922 COMMITMENTS 2,727 412 613 57,582 59,897 60,922 60,922 0 0 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -1,833) 51 0 26 -1,910 -1,859 -1,833 -1,833 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.7 1.0 94.5 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 3 25 29 31 33 MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 616,012 COMMITMENTS 22,670 320 8,640 584,702 607,052 616,012 616,012 0 0 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 15,225) -1,992 0 328 16,889 14,897 15,225 15,225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.1 1.4 94.9 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 2 23 29 28 32 PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,681,825 COMMITMENTS 273,184 47,409 47,973 1360668 1586443 1681825 1681825 0 0 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 23,419) 15,252 -1,999 -3,024 11,191 28,442 23,419 23,419 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.8 2.9 80.9 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 4 8 40 48 51 56 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,445 COMMITMENTS 1,436 1,993 3,464 59,545 58,988 64,445 64,445 0 0 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 1,217) -85 602 -65 1,367 680 1,217 1,217 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.1 5.4 92.4 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 3 26 27 30 32 SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 04/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 411,956 COMMITMENTS 11,084 0 11,564 389,308 400,392 411,956 411,956 0 0 CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 5,859) -2,264 0 0 8,123 5,859 5,859 5,859 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 2.8 94.5 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 3 16 19 19 22
Updated May 3, 2013