NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,454,338 COMMITMENTS 326,677 300,140 1432902 2651032 2685406 4410611 4418448 43,727 35,890 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -165,323) 46,481 35,868 -81,174 -132,214 -123,766 -166,907 -169,072 1,584 3,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 6.7 32.2 59.5 60.3 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 38 30 60 135 129 200 194 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,996 COMMITMENTS 18,915 41 16,422 290,007 319,736 325,344 336,199 17,652 6,797 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,855) -6,085 -477 308 9,198 2,689 3,421 2,520 434 1,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 4.8 84.6 93.2 94.9 98.0 5.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 1 8 37 37 47 45 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 203,282 COMMITMENTS 9,033 265 3,194 187,442 197,394 199,669 200,853 3,613 2,429 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,017) 944 -15 201 -3,063 -1,568 -1,918 -1,382 901 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.1 1.6 92.2 97.1 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 1 4 34 38 39 42 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,985 COMMITMENTS 67 40,316 7,577 363,402 321,876 371,046 369,769 2,939 4,216 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 15,770) 67 -1,062 450 14,716 19,675 15,233 19,063 537 -3,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 2.0 97.2 86.1 99.2 98.9 0.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 7 4 37 38 41 46 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 737,396 COMMITMENTS 1,802 13,173 20,332 712,099 700,394 734,233 733,899 3,163 3,497 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 26,993) -194 2,121 -1,226 27,789 23,692 26,369 24,587 624 2,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.8 2.8 96.6 95.0 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 2 4 5 55 51 60 57 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,392 COMMITMENTS 15,297 12,063 4,205 212,691 217,999 232,193 234,267 7,199 5,125 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,579) -2,813 -5,039 2,060 2,494 5,613 1,741 2,634 -162 -1,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 5.0 1.8 88.8 91.1 97.0 97.9 3.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 1 2 36 35 40 38 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 437,483 COMMITMENTS 13,861 356 32,610 383,898 401,353 430,369 434,319 7,114 3,164 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 16,158) -2,665 152 -1,634 22,067 18,352 17,768 16,870 -1,610 -712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.1 7.5 87.8 91.7 98.4 99.3 1.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 3 2 5 51 42 56 47 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,708 COMMITMENTS 14,523 2,155 4,626 142,756 154,937 161,905 161,718 4,803 4,990 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 12,476) 1,783 0 -757 10,757 13,904 11,783 13,147 693 -671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 1.3 2.8 85.6 92.9 97.1 97.0 2.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 4 31 33 35 38 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 160,154 COMMITMENTS 33,993 125 18,028 106,962 141,279 158,983 159,432 1,171 722 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,586) 2,079 -59 1,273 462 2,475 3,814 3,689 -228 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 0.1 11.3 66.8 88.2 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 19 2 12 53 50 73 63 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 74,473 COMMITMENTS 2,122 173 2,511 69,684 71,562 74,317 74,246 156 227 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -862) 313 -327 316 -1,541 -977 -912 -988 50 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.2 3.4 93.6 96.1 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 1 6 28 29 36 35 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 542,707 COMMITMENTS 963 13,985 6,244 535,182 520,351 542,389 540,580 318 2,127 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -47,607) -2,265 -6,505 -721 -43,987 -41,556 -46,973 -48,782 -634 1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.6 1.2 98.6 95.9 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 7 4 28 23 33 30 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,630,722 COMMITMENTS 66,120 39,637 123,799 1440779 1467286 1630698 1630722 24 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 7,460) -25,825 -362 2,792 30,493 5,030 7,460 7,460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 2.4 7.6 88.4 90.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 5 10 43 37 55 48 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 131,634 COMMITMENTS 936 3,262 3,274 127,372 125,039 131,582 131,575 52 59 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 161) -208 1,222 163 284 -725 239 660 -78 -499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.5 2.5 96.8 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 5 6 35 36 42 43 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 508,375 COMMITMENTS 0 19,941 328 508,047 488,106 508,375 508,375 0 0 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,212) 0 -2,224 0 3,212 5,436 3,212 3,212 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.1 99.9 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 4 1 24 24 25 28
Updated November 10, 2011