NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,943,671 COMMITMENTS 720,827 112,823 1560771 2648737 3255663 4930335 4929257 13,336 14,414 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -367,629) -33,903 8,117 -69,565 -264,143 -306,713 -367,611 -368,161 -18 532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 2.3 31.6 53.6 65.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 39 26 58 137 134 203 196 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 250,126 COMMITMENTS 4,384 2,825 3,338 225,083 238,860 232,805 245,023 17,321 5,103 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 3,428) -533 2,286 -136 4,700 2,560 4,031 4,710 -603 -1,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.1 1.3 90.0 95.5 93.1 98.0 6.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 3 2 34 38 39 42 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,238 COMMITMENTS 3,156 0 3,266 136,912 139,963 143,334 143,229 4,904 5,009 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 5,176) 1,653 -7 -620 1,564 3,893 2,597 3,266 2,579 1,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 2.2 92.4 94.4 96.7 96.6 3.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 3 29 32 33 35 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,502 COMMITMENTS 6,004 12,262 582 210,760 206,088 217,346 218,932 8,156 6,570 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,834) 973 -217 268 -3,405 -3,594 -2,164 -3,543 330 1,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.4 0.3 93.5 91.4 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 2 30 35 35 37 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 699,355 COMMITMENTS 1,564 54 9,631 680,796 685,308 691,991 694,993 7,364 4,362 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -14,816) -1,311 54 -1,498 -11,615 -12,650 -14,424 -14,094 -392 -722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 1.4 97.3 98.0 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 1 5 51 42 56 47 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,910 COMMITMENTS 5,665 2,318 2,246 181,433 187,206 189,344 191,770 8,566 6,140 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,869) 2,161 -803 -50 -5,626 -2,477 -3,515 -3,330 646 461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.2 1.1 91.7 94.6 95.7 96.9 4.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 2 1 29 31 34 33 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,418 COMMITMENTS 9,922 1,184 4,439 234,979 244,292 249,340 249,915 6,078 5,503 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -4,893) 2,929 142 -731 -6,948 -6,867 -4,750 -7,456 -143 2,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.5 1.7 92.0 95.6 97.6 97.8 2.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 1 3 36 42 39 46 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,044 COMMITMENTS 3,365 1,703 3,461 86,998 85,031 93,824 90,195 3,220 6,849 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -5,173) 2,349 -248 -1,276 -4,662 -2,562 -3,589 -4,086 -1,584 -1,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.8 3.6 89.6 87.6 96.7 92.9 3.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 26 28 28 30 PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 165,785 COMMITMENTS 25,356 2,693 19,536 119,900 143,155 164,792 165,384 993 401 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 1,319) -875 698 -676 3,051 1,278 1,500 1,300 -181 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 1.6 11.8 72.3 86.3 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 18 3 13 54 50 75 64 MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 61,825 COMMITMENTS 256 952 1,773 59,796 59,100 61,825 61,825 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,096) 256 228 -230 -1,122 -1,094 -1,096 -1,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.5 2.9 96.7 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 3 25 27 29 30 MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 507,213 COMMITMENTS 0 9,850 2,576 504,637 494,787 507,213 507,213 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -18,535) -16 -1,008 -683 -17,836 -16,844 -18,535 -18,535 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.5 99.5 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 3 3 24 29 27 32 PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,695,992 COMMITMENTS 283,070 45,546 48,057 1364865 1602389 1695992 1695992 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -18,500) -33,931 25,289 5,761 9,670 -49,550 -18,500 -18,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 2.7 2.8 80.5 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 4 7 42 45 53 52 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,870 COMMITMENTS 179 384 3,515 68,176 67,971 71,870 71,870 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 603) -54 184 -22 679 441 603 603 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.5 4.9 94.9 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 4 2 35 36 37 41 SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 460,551 COMMITMENTS 18,806 0 981 440,764 459,570 460,551 460,551 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 2,479) 2,751 0 981 -1,253 1,498 2,479 2,479 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.2 95.7 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 19 22 21 23
Updated December 7, 2012