NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,088,111 COMMITMENTS 651,684 105,681 1735239 2660478 3225969 5047401 5066889 40,710 21,222 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 121,575) -15,444 12,633 83,910 53,924 27,646 122,390 124,189 -815 -2,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 2.1 34.1 52.3 63.4 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 53 24 71 141 142 217 215 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 382,826 COMMITMENTS 17,180 18,694 24,144 329,205 337,101 370,529 379,939 12,297 2,887 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 7,336) 1,881 291 147 5,033 6,592 7,061 7,030 275 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 4.9 6.3 86.0 88.1 96.8 99.2 3.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 6 9 41 41 53 51 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,511 COMMITMENTS 6,499 4,829 5,499 153,346 153,925 165,344 164,253 3,167 4,258 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 3,972) 2,148 -618 -205 2,016 5,432 3,959 4,609 13 -637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 2.9 3.3 91.0 91.3 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 4 5 34 39 40 45 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 328,328 COMMITMENTS 1,476 15,697 13,914 308,669 294,025 324,059 323,636 4,269 4,692 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 7,659) -280 1,264 999 7,078 5,682 7,797 7,945 -138 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.8 4.2 94.0 89.6 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 8 5 38 30 45 39 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 685,965 COMMITMENTS 1,518 39,532 24,266 656,665 617,546 682,449 681,344 3,516 4,621 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 10,851) -277 2,057 1,991 9,294 6,811 11,008 10,859 -157 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.8 3.5 95.7 90.0 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 1 8 8 57 52 65 61 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,932 COMMITMENTS 14,234 987 1,501 158,719 170,054 174,454 172,542 7,478 9,390 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -2,124) 744 -2,388 372 -3,048 49 -1,932 -1,967 -192 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 0.5 0.8 87.2 93.5 95.9 94.8 4.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 3 28 26 32 29 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,578 COMMITMENTS 7,214 32,741 14,763 259,060 235,666 281,037 283,170 10,541 8,408 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -8,834) -3,993 -909 -7,212 2,543 -657 -8,662 -8,778 -172 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 11.2 5.1 88.8 80.8 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 3 6 39 40 46 47 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,848 COMMITMENTS 7,531 15,693 6,705 143,508 136,145 157,744 158,543 4,104 3,305 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 8,059) 1,944 1,063 564 6,014 7,049 8,522 8,676 -463 -617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 9.7 4.1 88.7 84.1 97.5 98.0 2.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 5 29 40 35 46 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 169,662 COMMITMENTS 46,261 5,259 16,488 105,971 147,513 168,720 169,260 942 402 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 2,731) 3,728 -2,172 12 -1,044 4,811 2,696 2,651 35 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 3.1 9.7 62.5 86.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 16 4 13 51 52 70 66 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 69,930 COMMITMENTS 600 971 1,262 68,068 67,697 69,930 69,930 0 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 282) 101 334 29 153 -80 283 283 -1 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.4 1.8 97.3 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 5 6 35 32 43 39 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 585,221 COMMITMENTS 1,720 6,808 2,008 581,493 576,405 585,221 585,221 0 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 13,286) -720 2,463 1,360 12,646 9,463 13,286 13,286 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.2 0.3 99.4 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 2 27 23 29 27 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,671,464 COMMITMENTS 39,441 61,275 116,163 1515836 1494026 1671440 1671464 24 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 32,964) 3,881 -3,538 2,010 27,073 34,492 32,964 32,964 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.7 6.9 90.7 89.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 5 6 39 35 46 44 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 125,392 COMMITMENTS 159 3,564 1,639 123,592 120,103 125,390 125,306 2 86 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -9,127) -121 1,402 -16 -8,989 -10,513 -9,126 -9,127 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.8 1.3 98.6 95.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 5 6 35 38 44 45 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 523,436 COMMITMENTS 1,256 3,080 977 521,203 519,379 523,436 523,436 0 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -27,593) -25 -1,952 -344 -27,224 -25,297 -27,593 -27,593 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.6 0.2 99.6 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 1 22 21 25 24
Updated Jun 17, 2011