NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,334,771 COMMITMENTS 305,219 321,769 1309846 2684982 2677537 4300047 4309152 34,724 25,619 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 10,311) -2,797 19,272 20,719 -7,718 -29,810 10,204 10,181 107 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 7.4 30.2 61.9 61.8 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 36 35 63 140 134 206 206 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,833 COMMITMENTS 11,139 8,188 16,454 296,559 310,446 324,152 335,088 14,681 3,745 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 246) 2,701 -2,074 -757 -4,993 2,922 -3,049 91 3,295 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.4 4.9 87.5 91.6 95.7 98.9 4.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 4 11 44 45 55 56 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,908 COMMITMENTS 6,174 173 3,786 197,886 204,506 207,846 208,465 3,062 2,443 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,864) 119 173 -15 2,519 2,008 2,623 2,166 -759 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.1 1.8 93.8 97.0 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 1 4 37 38 42 42 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,999 COMMITMENTS 3,155 30,703 7,164 324,096 291,467 334,415 329,334 4,584 9,665 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 13,280) 1,178 3,356 -1,147 13,255 9,119 13,286 11,328 -6 1,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 9.1 2.1 95.6 86.0 98.6 97.1 1.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 5 5 40 41 45 47 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 641,454 COMMITMENTS 13,245 2,666 22,805 600,747 613,035 636,797 638,506 4,657 2,948 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 34,078) 1,936 16 -1,438 31,838 33,384 32,336 31,962 1,742 2,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.4 3.6 93.7 95.6 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 5 3 6 57 50 63 58 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,841 COMMITMENTS 12,072 18,444 3,477 200,944 199,133 216,493 221,054 10,348 5,787 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 7,448) 3,773 -2,908 -805 4,775 11,127 7,743 7,414 -295 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 8.1 1.5 88.6 87.8 95.4 97.4 4.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 1 2 32 31 35 34 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 326,455 COMMITMENTS 13,473 5,359 38,405 265,255 273,790 317,133 317,554 9,322 8,901 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 8,110) -2,034 4,625 -4,249 13,030 3,422 6,747 3,798 1,363 4,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.6 11.8 81.3 83.9 97.1 97.3 2.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 2 4 46 44 52 48 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,507 COMMITMENTS 310 14,256 9,820 155,530 137,344 165,660 161,420 1,847 6,087 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,794) -10,382 5,637 5,647 8,437 -6,385 3,702 4,899 92 -1,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 8.5 5.9 92.8 82.0 98.9 96.4 1.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 3 3 32 35 36 38 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 158,316 COMMITMENTS 37,911 63 15,904 102,569 141,865 156,384 157,832 1,932 484 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,161) -252 -21 -7 -1,881 -2,196 -2,140 -2,224 -21 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 0.0 10.0 64.8 89.6 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 18 1 12 57 53 75 66 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 60,624 COMMITMENTS 1,789 771 668 58,167 59,185 60,624 60,624 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 494) 526 -80 154 -186 420 494 494 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.3 1.1 95.9 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 4 5 30 25 37 32 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 533,548 COMMITMENTS 5,976 6,915 10,416 517,156 514,905 533,548 532,236 0 1,312 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 7,957) -3,920 46 4,544 7,333 2,055 7,957 6,645 0 1,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.3 2.0 96.9 96.5 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 5 26 27 32 33 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,618,591 COMMITMENTS 78,966 44,594 124,716 1414500 1448080 1618182 1617390 409 1,201 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,779) -7,767 -6,605 8,132 3,029 1,459 3,394 2,986 385 793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 2.8 7.7 87.4 89.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 10 3 7 39 38 51 46 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 124,763 COMMITMENTS 1,486 4,870 1,379 121,737 118,502 124,602 124,751 161 12 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,703) -127 188 75 3,729 3,440 3,677 3,703 26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.9 1.1 97.6 95.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 6 7 34 37 41 46 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 472,369 COMMITMENTS 3,520 32,058 328 468,193 439,655 472,041 472,041 328 328 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 5,176) 0 321 -328 5,176 4,855 4,848 4,848 328 328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 6.8 0.1 99.1 93.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 4 1 25 24 28 28
Updated September 30, 2011