Final: Side 01 Side 01

61
61
ENERGY FUTURES PRODUCTS
Side 01
Side 01
2011 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin. CME Group Inc. A

CME/Chicago Board of Trade/NYMEX Company. 20 South Wacker Drive, Chicago, Illinois 60606-7499.
Customer Service: (800) 331-3332 Fax: (312) 930-8203 E-Mail: info@cmegroup.com
FINAL
PG61 BULLETIN # 15@
Mon, Jan 24, 2011
PG61
THE CME GROUP DAILY BULLETIN ONLY DISPLAYS THOSE PRODUCTS/CONTRACT MONTHS THAT HAVE VOLUME AND/OR OPEN INTEREST. VOLUME INCLUDES GLOBEX
(ELECTRONIC), OPEN OUTCRY (TRADING FLOOR) AND PRIVATELY NEGOTIATED TRANSACTIONS (PNT) THAT INCLUDE CME CLEARPORT ACTIVITY. VOLUME OR OPEN
INTEREST CHANGES (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: PRIVATELY NEGOTIATED TRANSACTIONS, PRIOR DAY CLEARED
TRADES, POSITION ADJUSTMENTS, DELIVERIES, CASH SETTLEMENTS, OPTION EXERCISES OR ASSIGNMENTS.
PRICE INDICATOR KEY
R= RECORD VOLUME OR OPEN INTEREST, B= BID, A=ASK, P= POST SETTLEMENT SESSION,N= NOMINAL CLOSE, WHICH DESIGNATES THAT THE CONTRACT DID
NOT TRADE DURING THE RTH SESSION AND NO BETTER BID OR BETTER OFFER OCCURRED DURING THE RTH CLOSING RANGE TIME PERIOD. IN ALL INSTANCES,
THE NOMINAL PRICE IS THE PREVIOUS DAYS SETTLEMENT PRICE.
CORE FUTURES PRODUCTS
GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
NYMEX CRUDE OIL (PHYSICAL)
CL FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JUN15
SEP15
DEC15
JUN16
DEC16
JUN17
DEC17
DEC18
DEC19
---89.26
90.80
92.20
93.11
94.13
94.52
94.32
95.35
95.79
95.80
95.24
95.02
---------95.50
---------------95.74
---------------------------------95.22
---------------------------------95.00
------95.20
---96.30
---96.81
97.41
----
TOTAL
CL FUT
---87.65
-------------------------------------------------------------------------------------------------------------------------------------------------------------------
---89.63 /87.27
91.21 /88.97
92.62 /90.50
93.62B/91.57
94.13 /92.55
94.52 /93.00
94.32 /93.30
95.37 /93.77
95.79 /94.00
96.03 /94.27
95.37 /94.75
95.02 /94.95
94.64A
94.89A
95.48A
95.70 /95.00
---------------96.26B/94.73A
---------------------------------95.66B/94.34A
---------------------------------95.50 /94.29A
------95.90B/94.67
---96.30 /95.62A
---96.81 /96.81
97.41 /97.03
----
---87.65 /87.65
-------------------------------------------------------------------------------------------------------------------------------------------------------------------
---87.65
90.63N
92.04N
93.07N
93.80N
94.24N
94.58N
94.89N
95.17N
95.43N
95.56N
95.61N
95.65N
95.68N
95.72N
95.76N
95.71N
95.67N
95.64N
95.63N
95.63N
95.69N
95.60N
95.51N
95.44N
95.36N
95.28N
95.21N
95.19N
95.18N
95.18N
95.19N
95.21N
95.23N
95.20N
95.17N
95.15N
95.13N
95.12N
95.11N
95.10N
95.10N
95.11N
95.13N
95.16N
95.20N
95.42N
95.57N
95.76N
96.05N
96.44N
96.79N
97.15N
97.94N
98.76N
88.86
87.87
89.53
91.02
92.07
92.82
93.29
93.67
94.03
94.37
94.69
94.84
94.92
94.98
95.02
95.08
95.14
95.11
95.08
95.04
95.04
95.06
95.12
95.04
94.96
94.89
94.81
94.73
94.66
94.64
94.63
94.64
94.65
94.67
94.70
94.66
94.63
94.60
94.58
94.56
94.54
94.53
94.52
94.52
94.53
94.56
94.60
94.80
94.95
95.12
95.43
95.85
96.23
96.61
97.40
98.24
+
-
UNCH
1.24
1.10
1.02
1.00
0.98
0.95
0.91
0.86
0.80
0.74
0.72
0.69
0.67
0.66
0.64
0.62
0.60
0.59
0.60
0.59
0.57
0.57
0.56
0.55
0.55
0.55
0.55
0.55
0.55
0.55
0.54
0.54
0.54
0.53
0.54
0.54
0.55
0.55
0.56
0.57
0.57
0.58
0.59
0.60
0.60
0.60
0.62
0.62
0.64
0.62
0.59
0.56
0.54
0.54
0.52
---1119
2007
34
963
---20
75
15
20
665
---------------------------------------------------------------------42
----------------------------------------------------------------
4960
---349953
136882
91283
83934
30104
15914
13303
8135
4874
41510
7044
3067
1448
303
175
4686
2745
809
8
55
55
7384
---------------258
---------------3216
---------------------------------1037
------784
---17
---12
12
---809007
0
409644 +
118324 +
95642 +
114429 +
60321 +
35064 +
33619 +
25459 +
21339 +
176735 +
31611 10644 +
12793 5132 +
7183 51131 +
8188 +
5527 +
7355 +
3361 +
4677 114204 6473
1968
3110
1263
607
13672 +
748
747
3520
537
513
48644 +
163
153
3
200
10
4056
3
7
3
3
5
28841 189
1
20174 139
9287 +
8
3664 +
1878 +
37
25716 1503008 +
21572
43863
18762
8688
10270
2843
1454
1721
593
360
2322
529
20
---------5
---------------------113002
37444 106092 +
42089 +
22952 34799 +
11808 8449 +
9015 4493 5226 +
19662 +
3647 +
843 +
711
215
182
4888 +
363
102
244
27
14
1461
5
15182 314731 +
---5013
2742
1748
4949
200
5
367
25
---4107
---------------525
---400
---------1469
---------------------------------2816
---------------------------------500
------250
---300
------300
----
UNCH
4268
471
5655
4251
837
769
1218
1796
631
3632
501
577
315
5
34
744
862
818
3
49
37
243
UNCH
UNCH
UNCH
UNCH
UNCH
142
UNCH
UNCH
UNCH
UNCH
UNCH
1456
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
71
UNCH
UNCH
498
UNCH
304
UNCH
3
300
UNCH
27092
NYMEX HEATING OIL (PHYSICAL)
HO FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
2.6560
2.6588
2.6600
2.6450
2.6401
2.6573
2.6557
2.6838
2.6900
2.7038
2.7290
2.7225
-------------------------------------
TOTAL
HO FUT
2.6480
----------------------------------------------------------------------
2.6788 /2.6147
2.6808 /2.6183
2.6688 /2.6097
2.6586 /2.6033
2.6540 /2.6025
2.6573 /2.6115A
2.6659B/2.6223A
2.6839 /2.6379A
2.6950B/2.6552A
2.7101B/2.6723A
2.7290 /2.6901
2.7375 /2.7075
2.7116A
2.7071A
------2.6688A
----------------------
2.6480 /2.6480
----------------------------------------------------------------------
2.6480
2.6543N
2.6448N
2.6360N
2.6341N
2.6421N
2.6520N
2.6661N
2.6814N
2.6977N
2.7111N
2.7243N
2.7273N
2.7183N
2.6978N
2.6813N
2.6708N
2.6738N
2.6828N
2.6953N
2.7088N
2.7218N
2.7348N
2.7493N
2.6193
2.6231
2.6151
2.6095
2.6101
2.6196
2.6309
2.6466
2.6634
2.6806
2.6946
2.7076
2.7111
2.7026
2.6821
2.6656
2.6551
2.6581
2.6671
2.6796
2.6931
2.7061
2.7191
2.7336
0.0315
0.0312
0.0297
0.0265
0.0240
0.0225
0.0211
0.0195
0.0180
0.0171
0.0165
0.0167
0.0162
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
72
56
15
---50
---20
16
16
20
-------------------------------------------
265
6601
3314
1876
550
884
---500
---------1207
---------------250
----------------------
6531
5582
2122
526
506
77
249
76
19
50
780
377
6
UNCH
UNCH
UNCH
250
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
2693
NYMEX NY HARBOR GAS (RBOB) (PHY)
RB FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
OPEN
OUTCRY
OPEN RANGE
2.4585
2.4750
2.5916
2.6093
2.5976
2.5966
2.5791
2.5802
2.4318
----------------------------
2.4751 /2.4083
2.4979 /2.4324
2.6061B/2.5488
2.6093 /2.5589
2.6084B/2.5610
2.5985B/2.5545
2.5864B/2.5439A
2.5802 /2.5254A
2.4348B/2.4307A
----------------------------
2.4589N
2.4785N
2.5892N
2.5964N
2.5959N
2.5890N
2.5764N
2.5574N
2.4505N
2.4132
2.4379
2.5549
2.5636
2.5648
2.5596
2.5487
2.5311
2.4255
0.0457
0.0406
0.0343
0.0328
0.0311
0.0294
0.0277
0.0263
0.0250
154
150
------50
-------------
18123
41937
16966
9205
8091
3418
3491
951
495
5602
2453
1833
300
400
---500
---150
28687
97285
39905
25645
27226
10619
6922
5477
5439
THE INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT.
ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION.
Copyright CME Group Inc. A CME/Chicago Board of Trade/NYMEX Company. All rights reserved.
+
+
+
+
+
9380
1411
1962
1123
76
192
671
45
120
IT IS
61
61
Side 02
Side 02

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
RB FUT
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
2.4200
2.4344
-------------------------------------
TOTAL
RB FUT
-------------------------------------------
2.4200 /2.4119A
2.4354 /2.3905
-------------------------------------
-------------------------------------------
2.4295N
2.4208N
2.4311N
2.4466N
2.4621N
2.5651N
2.5716N
2.5716N
2.5661N
2.5563N
2.5405N
2.4370N
2.4233N
2.4183N
2.4065
2.3990
2.4100
2.4270
2.4435
2.5500
2.5570
2.5580
2.5535
2.5432
2.5269
2.4229
2.4087
2.4032
0.0230
0.0218
0.0211
0.0196
0.0186
0.0151
0.0146
0.0136
0.0126
0.0131
0.0136
0.0141
0.0146
0.0151
-------------------------------------------
354
351
1656
86
82
90
107
32
17
------------------105098
11366
106282
81271
35888
18071
7517
7508
2883
2641
15643
4509
3757
6659
1217
1360
1075
100
30
29
12
16
381
72
97
90
---5
3
6
---------1
4
---6
------4
4
5
-------------------------------------------------------------------------------------------------------------------------------------------------------
8991
2164
350
1800
600
800
---500
550
100
300
400
---300
---------100
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
---128
-------------------------------------
1799 19946 2823 +

1672 +
1813 1249 +
77 +
2827
131
2
1195
42
42
1978
282801 -
34
338
10
10
17
53
20
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
10974
NATURAL GAS HENRY HUB (PHYSICAL)
NG FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
JAN16
FEB16
MAR16
APR16
MAY16
JUN16
JUL16
AUG16
SEP16
OCT16
NOV16
DEC16
JAN17
FEB17
MAR17
APR17
MAY17
JUN17
JUL17
AUG17
SEP17
OCT17
DEC17
JAN18
FEB18
MAR18
APR18
MAY18
JUN18
JUL18
AUG18
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
4.802
4.796
4.800
4.804
4.837
4.930
4.890
4.888
4.950
5.050
5.240
5.368
5.327
5.224
4.917
4.900
4.920
4.960
4.980
4.995
5.050
5.201
5.385
5.517
---5.323
5.030
5.060
---------5.190
5.200
------------------5.190
-------------------------------------------------------------------------------------------------------------------------------------------------------
---------------4.820
---------------------------------------------------5.500
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.879 /4.557
4.823 /4.576
4.800 /4.573
4.822 /4.610
4.850 /4.653A
4.930 /4.700
4.896 /4.723A
4.888 /4.724A
4.950 /4.767A
5.050 /4.917A
5.268 /5.128
5.375 /5.252
5.327 /5.211
5.224 /5.118A
4.940B/4.884A
4.940B/4.885
4.959B/4.911A
4.997B/4.951A
5.013B/4.972A
5.018B/4.980A
5.082B/5.036A
5.211B/5.169A
5.396B/5.366
5.517 /5.485
---5.323 /5.323
5.030 /5.030
5.060 /5.030
---------5.190 /5.190
5.200 /5.200
---5.519A
5.670A
---------5.190 /5.190
-------------------------------------------------------------------------------------------------------------------------------------------------------
---------------4.820 /4.820
---------------------------------------------------5.500 /5.500
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.736N
4.743N
4.720N
4.753N
4.787N
4.820
4.856N
4.856N
4.900N
5.023N
5.219N
5.338N
5.293N
5.190N
4.932N
4.933N
4.954N
4.989N
5.012N
5.017N
5.077N
5.205N
5.395N
5.500
5.475N
5.345N
5.065N
5.059N
5.079N
5.114N
5.144N
5.154N
5.220N
5.355N
5.560N
5.685N
5.645N
5.515N
5.225N
5.215N
5.235N
5.275N
5.312N
5.330N
5.402N
5.547N
5.757N
5.892N
5.852N
5.707N
5.412N
5.402N
5.422N
5.464N
5.501N
5.519N
5.592N
5.750N
5.962N
6.112N
6.072N
5.927N
5.617N
5.607N
5.627N
5.669N
5.709N
5.729N
5.804N
5.962N
6.174N
6.324N
6.284N
6.124N
5.799N
5.784N
5.814N
5.856N
5.899N
5.919N
5.994N
6.364N
6.514N
6.469N
6.309N
5.974N
5.954N
5.987N
6.031N
6.078N
4.580
4.598
4.595
4.633
4.670
4.720
4.740
4.741
4.785
4.933
5.148
5.270
5.229
5.129
4.889
4.890
4.911
4.949
4.972
4.977
5.037
5.167
5.357
5.480
5.438
5.308
5.033
5.027
5.047
5.082
5.112
5.122
5.188
5.323
5.528
5.653
5.613
5.483
5.203
5.193
5.213
5.253
5.290
5.308
5.380
5.525
5.735
5.870
5.830
5.685
5.405
5.395
5.415
5.457
5.494
5.512
5.585
5.743
5.955
6.105
6.065
5.920
5.610
5.600
5.620
5.662
5.702
5.722
5.797
5.955
6.167
6.317
6.277
6.117
5.792
5.777
5.807
5.849
5.892
5.912
5.987
6.357
6.507
6.462
6.302
5.967
5.947
5.980
6.024
6.071
0.156
0.145
0.125
0.120
0.117
0.117
0.116
0.115
0.115
0.090
0.071
0.068
0.064
0.061
0.043
0.043
0.043
0.040
0.040
0.040
0.040
0.038
0.038
0.037
0.037
0.037
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
284
159
5
------5
---------------5
---------------------------------15
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
29139
250463
105745
91065
22755
31181
19371
14304
56760
24466
21686
42946
10188
24064
20439
5207
3928
2768
2843
3443
6075
2171
7757
4702
1582
2462
2822
1499
1311
1006
733
761
1262
467
5838
2626
231
491
3189
299
141
325
196
123
469
116
180
451
45
147
1408
379
51
72
52
32
165
23
2346
29
26
127
148
28
159
30
20
15
15
8
21
26
4
6
5
3
18
29
21
31
6
4
50
30
30
30
37
30
30
30
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
14498
3512
412
1789
318
252
122
115
41
606
305
87
334
603
284
47
26
3
2
16
127
48
34
42
UNCH
UNCH
3
3
UNCH
UNCH
UNCH
1
UNCH
UNCH
6
UNCH
UNCH
4
UNCH
5
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 03
Side 03

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
HIGH/LOW
GLOBEX
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
NG FUT
SEP18
OCT18
NOV18
DEC18
JAN20
DEC20
JAN21
FEB21
MAR21
APR21
MAY21
JUN21
JUL21
AUG21
SEP21
OCT21
NOV21
DEC21
-------------------------------------------------------
TOTAL
NG FUT
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
6.096N
6.171N
6.329N
6.541N
6.904N
6.956N
7.121N
7.074N
6.889N
6.514N
6.484N
6.524N
6.584N
6.631N
6.646N
6.721N
6.916N
7.151N
6.089
6.164
6.322
6.534
6.897
6.949
7.114
7.067
6.882
6.507
6.477
6.517
6.577
6.624
6.639
6.714
6.909
7.144
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
-------------------------------------------------------
473
------------------------------------------------------297146
-------------------------------------------------------
16955
30
32
30
33
50
246
30
30
30
30
30
30
30
30
30
30
30
30
838593 -
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
15607
NYMEX BRENT OIL LAST DAY FUTURES
BZ FUT
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
MAR12
DEC12
DEC13
DEC14
JUN15
97.90
97.26
---96.72
---------------97.24
----------------
TOTAL
BZ FUT
----------------------------------------------
98.09B/96.27A
97.26 /97.21
---96.72 /96.72
---------------97.86 /97.22
----------------
----------------------------------------------
----------------------------------------------
96.61
96.65
96.83
97.03
97.15
97.24
97.33
97.42
97.50
97.58
97.65
97.36
96.69
96.47
96.56
0.99
0.92
0.85
0.79
0.75
0.71
0.65
0.61
0.57
0.54
0.51
0.46
0.45
0.55
0.59
----------------------------------------------
683
683
241
17
30
58
39
4
1
16
---------------1772
----------------------------------------------
3183 +
1041 322 +
1003 +
48 +
14 239 69 +
23 +
990 +
120
2006
1000
110
110
10278 +
39
10
1
10
14
12
17
2
1
12
UNCH
UNCH
UNCH
UNCH
UNCH
40
EUROPEAN GASOIL ICE FUTURE
7F FUT
MAY11
----
TOTAL
7F FUT
----
----
----
----
828.75
6.25
----
----
----
33
33
UNCH
-------------------------------------------------
-------------------------------------------------
87.870
89.530
91.020
92.070
92.820
93.290
93.670
94.030
94.370
94.690
94.840
95.120
95.040
94.700
94.600
95.120
1.240
1.100
1.020
1.000
0.980
0.950
0.910
0.860
0.800
0.740
0.720
0.570
0.560
0.530
0.600
0.640
-------------------------------------------------
10408
1205
275
5
---------------1
------------------11894
-------------------------------------------------
7917 +
1726 +
374 +
60 +
12
10
6
42
2
123 2
53
8
80
9
6
10430 +
1081
196
170
4
UNCH
UNCH
UNCH
UNCH
UNCH
1
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
E-MINI CRUDE OIL FUTURES
QM FUT
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
DEC12
JAN13
DEC13
DEC14
DEC15
89.250
91.425
91.550
91.950
---------------95.050
-------------------
TOTAL
QM FUT
-------------------------------------------------
89.625
91.425
91.550
91.950
---------------95.050
-------------------
/87.275
/89.000
/90.600
/91.850
/95.050
1450
E-MINI HEATING OIL FUTURES
QH FUT
FEB11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
----------------------------
TOTAL
QH FUT
----------------------------
----------------------------
----------------------------
----------------------------
2.6193
2.6151
2.6095
2.6101
2.6196
2.6309
2.6466
2.6634
2.6806
0.0315
0.0297
0.0265
0.0240
0.0229
0.0216
0.0195
0.0180
0.0169
----------------------------
----------------------------
----------------------------
9
1
11
1
1
2
1
1
1
28
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------
----------------------
2.4132
2.4379
2.5549
2.5636
2.5648
2.5487
2.4255
0.0457
0.0406
0.0343
0.0328
0.0311
0.0277
0.0250
----------------------
----------------------
----------------------
3
1
1
1
1
1
1
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
E-MINI GASOLINE FUTURES
QU FUT
FEB11
MAR11
APR11
MAY11
JUN11
AUG11
OCT11
----------------------
TOTAL
QU FUT
----------------------
----------------------
E-MINI NATURAL GAS
QG FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
SEP12
OCT12
DEC12
MAY13
DEC13
JAN14
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
4.805
4.810
4.750
4.730
4.680
---------4.950
-------------------------------------------
----------------------------------------------------------------------
4.845 /4.555
4.825 /4.575
4.790 /4.580
4.730 /4.635
4.680 /4.680
---------4.950 /4.850A
------5.310A
----------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
4.580
4.598
4.595
4.633
4.670
4.720
4.740
4.741
4.785
4.933
5.148
5.270
5.229
5.129
4.889
4.890
4.911
4.977
5.037
5.357
5.027
5.528
5.653
0.156
0.145
0.125
0.120
0.117
0.117
0.116
0.115
0.115
0.090
0.071
0.068
0.064
0.061
0.043
0.043
0.043
0.040
0.040
0.038
0.032
0.032
0.032
----------------------------------------------------------------------
2022
2029
458
2
6
---------3
-------------------------------------------
----------------------------------------------------------------------
4457
4329
502
245
127
81
53
55
69
8
10
4
3
3
1
3
1
2
1
25
1
1
2
142
64
173
1
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 04
Side 04

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
Mon, Jan 24, 2011
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
E-MINI NATURAL GAS
QG FUT
FEB14
MAY14
DEC14
MAY15
AUG15
MAY16
-------------------
TOTAL
QG FUT
-------------------
------5.810B
----------
-------------------
-------------------
5.613
5.193
5.735
5.395
5.494
5.600
0.032
0.022
0.022
0.007
0.007
0.007
-------------------
------------------4520
-------------------
1
13
2
6
7
2
10014 -
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
380
CRUDE OIL FUTURES PRODUCTS
GLOBEX
OPEN
07JAN11 ---11JAN11 ----
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
-------
-------
OPEN
INTEREST
-------
-------
96.966
97.293
0.350
0.396
-------
-------
-------
25
50
75
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
96.52
96.63
96.74
96.94
97.10
97.20
97.29
97.38
97.46
97.55
97.61
97.64
97.65
97.63
97.60
97.56
97.52
97.49
97.46
97.43
97.40
97.37
97.34
97.30
97.26
97.21
97.16
97.11
97.06
96.99
96.93
96.86
96.79
96.72
96.67
96.64
96.61
96.58
96.56
96.54
96.52
96.50
96.48
96.47
96.47
96.47
96.47
96.47
96.48
96.49
96.51
96.54
96.58
96.63
96.68
96.73
96.78
96.83
96.88
96.93
96.98
97.03
97.08
97.13
97.19
97.26
97.33
97.40
97.47
97.54
97.57
97.57
0.28
0.95
0.89
0.82
0.76
0.73
0.68
0.63
0.59
0.55
0.53
0.52
0.51
0.52
0.52
0.53
0.53
0.51
0.50
0.49
0.48
0.47
0.45
0.44
0.43
0.43
0.43
0.43
0.43
0.43
0.44
0.45
0.45
0.45
0.46
0.47
0.48
0.49
0.49
0.50
0.51
0.52
0.54
0.55
0.55
0.55
0.56
0.57
0.57
0.58
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.58
0.57
0.56
0.55
0.54
0.54
0.53
0.51
0.49
0.48
0.47
0.46
0.46
0.46
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
---555
---93
93
93
100
100
100
100
100
100
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4586
4645 3788
2870 2788 3083 2067 +
2067 +
2067 +
2018 +
1981 +
2078 +
1429
1454
1429
1121
1121
1115
1368
1368
1368
1260
1220
1291
367
367
367
366
366
388
373
373
373
443
443
443
198
198
198
198
198
198
198
198
198
198
198
198
167
167
167
167
167
167
167
167
167
167
167
167
22
22
22
22
22
22
22
22
22
22
22
22
58895 +
UNCH
319
UNCH
18
18
18
95
95
95
41
41
71
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
J9 FUT
BRENT CALENDAR SWAP
CY FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
JAN16
FEB16
MAR16
APR16
MAY16
JUN16
JUL16
AUG16
SEP16
OCT16
NOV16
DEC16
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
CY FUT
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1434
65
BRENT CFD SWAP
6W FUT
24JAN11
25JAN11
26JAN11
27JAN11
28JAN11
31JAN11
GLOBEX
HIGH/LOW
BRENT BALMO SWAP
J9 FUT
TOTAL
OPEN
OUTCRY
OPEN RANGE
-------------------
-------------------
-------------------
-------------------
-------------------
-0.955
-0.670
-0.670
-0.670
-0.670
-0.800
+
+
+
+
-
0.285
UNCH
UNCH
UNCH
UNCH
0.180
-------------------
-------------------
---------------80
80
80
80
80
80
120
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 05
Side 05

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
01FEB11
02FEB11
03FEB11
04FEB11
16FEB11
17FEB11
18FEB11
21FEB11
22FEB11
----------------------------
TOTAL
6W FUT
01FEB11
02FEB11
03FEB11
04FEB11
-------------
TOTAL
1C FUT
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
----------------------------
----------------------------
----------------------------
----------------------------
-0.800
-0.800
-0.800
-0.800
-0.710
-0.710
-0.710
-0.670
-0.670
0.180
0.180
0.180
0.180
NEW
NEW
NEW
NEW
NEW
----------------------------
----------------------------
------------126
126
126
126
126
710
0 0 0 0 126 +
126 +
126 +
126 +
126 +
1150 +
80
80
80
80
126
126
126
126
126
120 +
120 +
120 +
120 +
480 +
80
80
80
80
310
-------------
-------------
-------------
-------------
-0.800
-0.800
-0.800
-0.800
0.200
0.200
0.200
0.200
-------------
-------------
80
80
80
80
320
320
CANADIAN HEAVY CRUDE(NET ENRGY) FUT
WCC FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
----------------------------------
TOTAL
WCC FUT
----------------------------------
----------------------------------
----------------------------------
----------------------------------
-25.742
-20.750
-19.000
-18.250
-17.500
-16.500
-17.000
-17.800
-18.000
-18.250
-18.500
+
+
+
+
+
+
+
+
+
+
+
UNCH
1.250
1.500
0.750
0.750
0.750
0.750
0.300
0.250
0.250
0.250
----------------------------------
----------------------------------
----------------------------------
165
135
105
75
75
45
45
30
30
30
30
765
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------
97.800
98.210
96.030
96.700
96.835
96.960
96.960
96.960
96.490
96.490
96.490
96.490
96.490
96.490
+
+
+
+
+
+
+
-
UNCH
UNCH
UNCH
UNCH
0.125
UNCH
UNCH
UNCH
1.110
1.110
1.110
1.110
1.110
1.110
-------------------------------------------
-------------------------------------------
-------------------------------------------
0 40
40
40
40
40
184
184
254
304
264
120
120
50
1680 -
40
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1903
683
1168 +
1098
1098
1173
948
948
948
348
348
448
250
250
250
200
200
200
200
200
200
200
200
200
13661 +
UNCH
UNCH
500
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
DATED BRENT (PLATTS) DAILY SWP
7G FUT
18JAN11
19JAN11
20JAN11
21JAN11
24JAN11
26JAN11
27JAN11
28JAN11
31JAN11
01FEB11
02FEB11
03FEB11
04FEB11
07FEB11
-------------------------------------------
TOTAL
7G FUT
-------------------------------------------
-------------------------------------------
-------------------------------------------
40
DATED TO FRONTLINE BRENT CLNDR SWAP
FY FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
FY FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-0.29
-0.64
-0.65
-0.64
-0.64
-0.64
0.55
0.55
0.55
-0.64
-0.64
-0.64
-0.48
-0.48
-0.48
-0.48
-0.48
-0.48
-0.48
-0.48
-0.48
-0.48
-0.48
-0.48
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
0.01
0.02
0.01
0.01
0.01
1.10
1.10
1.10
0.01
0.01
0.01
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
------630
----------------------------------------------------------------
630
500
DME CRUDE OIL BALMO SWAP FUT
DOB FUT
07JAN11 ----
----
----
----
----
92.560
0.380
----
----
----
100
100
UNCH
-------------
-------------
92.310
92.180
92.480
92.780
0.310
1.050
0.990
0.970
-------------
-------------
-------------
750
700
200
100
1750
UNCH
UNCH
UNCH
UNCH
----
----
92.744
0.180
----
----
----
300
300
UNCH
-------------------------------------
92.18
91.94
92.20
92.46
92.69
92.87
93.02
93.14
93.24
93.31
93.37
93.41
0.22
1.06
1.08
1.10
1.11
1.12
1.12
1.12
1.12
1.12
1.12
1.14
-------------------------------------
-------------------------------------
---------60
-------------------------
7068
8688
7870
2625
1600
5775
925
25
725
500
500
1200
37501
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
DOB FUT
DME OMAN CRUDE SWAP FUT
DOO FUT
JAN11
FEB11
MAR11
APR11
-------------
TOTAL
DOO FUT
-------------
-------------
DUBAI CRUDE OIL BALMO
BI FUT
06JAN11 ----
----
----
BI FUT
DUBAI CRUDE OIL CALENDAR SWAP
DC FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
DC FUT
UB FUT
OPEN
OUTCRY
CLOSE RANGE
BRENT CFD(PLATTS) VS FRNT M SW
1C FUT
TOTAL
OPEN
OUTCRY
HIGH/LOW
PG61
BRENT CFD SWAP
6W FUT
TOTAL
GLOBEX
HIGH/LOW
Mon, Jan 24, 2011
-------------------------------------
-------------------------------------
-------------------------------------
60
EUROPE DATED BRENT SWAP
IT IS
61
61
Side 06
Side 06

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
UB FUT
JAN11
FEB11
MAR11
----------
TOTAL
UB FUT
----------
----------
----------
----------
96.23
95.99
96.09
0.28
0.96
0.91
----------
----------
---550
----
550
3070
2677
529
6276
UNCH
UNCH
UNCH
FAME0 BIODSL FOB RDAM-ICE GASOIL SW
LE FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
-------------------------------------------------------
TOTAL
LE FUT
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
525.420
500.660
499.260
494.040
492.980
492.200
488.250
488.130
486.810
486.580
485.570
485.200
479.450
479.830
479.430
474.240
485.020
485.080
+
+
+
+
+
+
+
0.400
8.410
6.670
3.070
4.250
3.250
4.420
3.500
2.500
0.500
0.500
0.500
4.500
5.500
4.670
4.590
0.500
0.330
-------------------------------------------------------
-------------------------------------------------------
---30
------40
----------------------------------------
70
230
260 250
150
170 +
150
60
60
60
40
40
40
50
50
50
80
80
80
1900
UNCH
20
UNCH
UNCH
20
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
3915
3129
2165
1015 +
1015 +
1015 +
680
680
680
515
515
515
25
25
25
25
25
25
25
25
25
25
25
25
16139 +
UNCH
UNCH
UNCH
350
350
350
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
ICE BRENT DUBAI SWAP
DB FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
DB FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
4.34
4.69
4.54
4.48
4.41
4.33
4.27
4.24
4.22
4.24
4.24
4.23
4.07
3.88
3.67
3.46
3.25
3.01
2.79
2.57
2.33
2.10
1.88
1.71
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.06
0.11
0.19
0.28
0.35
0.39
0.44
0.49
0.53
0.57
0.59
0.62
0.63
0.63
0.62
0.62
0.62
0.64
0.66
0.67
0.68
0.69
0.72
0.72
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---------450
450
450
-------------------------------------------------------
1350
1050
LLS (ARGUS) VS WTI SWAP
WJ FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
WJ FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
7.42
9.00
7.52
6.67
5.03
4.97
4.71
4.47
4.41
4.41
4.41
4.41
2.50
2.50
2.50
2.50
2.50
2.50
2.50
2.50
2.50
2.50
2.50
2.50
3.75
3.75
3.75
3.75
3.75
3.75
3.75
3.75
3.75
3.75
3.75
3.75
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.21
1.14
1.25
1.20
0.11
0.07
0.01
0.06
0.06
0.06
0.06
0.06
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
200
200
200
200
200
200
260
260
260
260
260
260
500
500
500
500
500
500
500
500
500
500
500
500
150
150
150
150
150
150
150
150
150
150
150
150
10560
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
2.24
2.67
2.38
1.25
0.48
-0.09
-0.45
-0.75
-1.09
-1.37
-1.61
-1.70
+
+
+
+
+
+
+
+
+
+
+
+
0.12
1.21
1.08
1.01
1.00
0.97
0.94
0.89
0.84
0.78
0.73
0.71
-------------------------------------
-------------------------------------
-------------------------------------
100
100
100
400
400
400
100
100
100
100
100
100
2100
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
MARS (ARGUS) VS WTI SWAP
YX FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
YX FUT
YV FUT
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------
-------------------------------------
MARS (ARGUS) VS WTI TRD MTH SWAP
IT IS
61
61
Side 07
Side 07

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------
TOTAL
YV FUT
-------------------
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
-------------------
-------------------
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
-------------------
-0.52
-0.89
-1.21
-1.53
-1.83
-2.12
+
+
+
+
+
+
0.98
0.95
0.91
0.86
0.80
0.74
-------------------
-------------------
-------------------
50
50
50
50
50
50
300
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------
96.61
96.65
96.83
97.03
97.33
97.42
97.58
97.63
97.65
97.62
97.54
97.36
96.69
96.47
96.56
96.85
0.99
0.92
0.85
0.79
0.65
0.61
0.54
0.52
0.51
0.52
0.54
0.46
0.45
0.55
0.59
0.59
-------------------------------------------------
-------------------------------------------------
1085
3
------------151
----------------------------
2247 +
866 +
25
2284
200
480
8249 +
200
200
100
250
7519
1712
89
110
450
24981 +
53
3
UNCH
UNCH
UNCH
UNCH
151
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
280
260
300
280 +
280 +
280 +
30
30
30
160
160
160
2250 +
UNCH
UNCH
UNCH
10
10
10
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NYMEX BRENT FINANCIAL FUTURES
BB FUT
MAR11
APR11
MAY11
JUN11
SEP11
OCT11
DEC11
JAN12
FEB12
APR12
JUN12
DEC12
DEC13
DEC14
JUN15
DEC15
-------------------------------------------------
TOTAL
BB FUT
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
1239
207
RME BIODSL FOB RDAM-ICE GASOIL SWP
KE FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
KE FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
699.570
652.660
650.260
628.040
626.980
624.200
595.250
594.130
593.810
597.580
597.570
597.200
0.900
13.410
14.670
8.070
9.250
11.250
4.420
4.500
3.500
3.500
2.500
2.500
-------------------------------------
-------------------------------------
---------20
20
20
-------------------
60
30
WEST TEXAS INTER CRUDE OIL CAL SWAP
CS FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
JAN16
FEB16
MAR16
APR16
MAY16
JUN16
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
89.51
88.22
89.98
91.39
92.28
92.97
93.42
93.78
94.16
94.48
94.74
94.87
94.94
94.99
95.04
95.10
95.13
95.10
95.07
95.04
95.05
95.08
95.09
95.01
94.94
94.86
94.79
94.71
94.65
94.64
94.63
94.64
94.66
94.68
94.69
94.65
94.62
94.59
94.57
94.55
94.54
94.53
94.52
94.52
94.54
94.57
94.61
94.63
94.65
94.68
94.72
94.77
94.82
94.86
94.92
94.97
95.02
95.08
95.13
95.18
95.23
95.27
95.33
95.39
95.45
95.51
0.37
1.21
1.08
1.01
1.00
0.97
0.94
0.89
0.84
0.78
0.73
0.71
0.68
0.67
0.65
0.63
0.62
0.60
0.59
0.60
0.58
0.57
0.56
0.56
0.55
0.55
0.55
0.55
0.55
0.55
0.55
0.54
0.54
0.54
0.53
0.54
0.54
0.55
0.56
0.57
0.57
0.57
0.58
0.60
0.60
0.60
0.60
0.61
0.62
0.62
0.62
0.62
0.62
0.62
0.62
0.62
0.63
0.64
0.64
0.63
0.63
0.63
0.63
0.62
0.62
0.62
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
---906
603
199
93
93
124
124
124
74
74
74
30
30
30
65
65
65
58
58
58
58
58
58
14
14
14
14
14
14
14
14
14
14
14
14
-------------------------------------------------------------------------------------------
13680
11433
11123
8881
8770
8786
8856
8760
8863
7927
7859
8302
6161
6160
6160
5805
5805
5804
6002
6002
6001
5881
5879
5690
2711
2708
2711
2788
2789
2788
2531
2531
2530
2466
2425
2422
1140
1140
1140
1038
1038
1038
1038
1038
1038
1038
1038
1038
350
350
350
350
350
350
350
350
350
350
350
350
60
60
60
60
60
60
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
109
284
23
25
25
26
26
26
25
25
25
5
5
5
30
30
30
5
5
5
5
5
5
10
10
10
10
10
10
10
10
10
10
10
10
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 08
Side 08

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
CS FUT
JUL16
AUG16
SEP16
OCT16
NOV16
DEC16
-------------------
TOTAL
CS FUT
-------------------
-------------------
-------------------
-------------------
95.57
95.64
95.72
95.80
95.85
95.85
0.62
0.61
0.61
0.59
0.59
0.59
-------------------
-------------------
-------------------
3289
60
60
60
60
60
60
233672 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
454
WTI BALMO SWAP
42 FUT
05JAN11
06JAN11
07JAN11
11JAN11
13JAN11
20JAN11
-------------------
TOTAL
42 FUT
-------------------
-------------------
-------------------
-------------------
89.41
89.35
89.41
89.52
89.20
88.15
0.41
0.44
0.47
0.54
0.62
0.93
-------------------
-------------------
-------------------
112
20
55
50
10
6
253
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
87.87
89.53
91.02
92.07
92.82
93.29
93.67
94.03
94.37
94.69
94.84
94.92
94.98
95.02
95.08
95.14
95.11
95.08
95.04
95.04
95.06
95.12
95.04
94.96
94.89
94.81
94.73
94.66
94.64
94.63
94.64
94.65
94.67
94.70
94.66
94.63
94.60
94.58
94.56
94.54
94.53
94.52
94.52
94.53
94.56
94.60
94.62
94.64
94.67
94.71
94.75
94.80
94.85
94.90
94.95
95.00
95.06
95.12
95.85
97.40
1.24
1.10
1.02
1.00
0.98
0.95
0.91
0.86
0.80
0.74
0.72
0.69
0.67
0.66
0.64
0.62
0.60
0.59
0.60
0.59
0.57
0.57
0.56
0.55
0.55
0.55
0.55
0.55
0.55
0.55
0.54
0.54
0.54
0.53
0.54
0.54
0.55
0.55
0.56
0.57
0.57
0.58
0.59
0.60
0.60
0.60
0.61
0.62
0.62
0.62
0.62
0.62
0.62
0.62
0.62
0.63
0.63
0.64
0.59
0.54
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1133
312
---100
---------------100
-------------------------------------------------------------------------------------------------------------------------------------------------------
6269 +
895 +
700
12857 80
103
80
512
81
16997 +
77
89
46
55
46
461
46
69
246
346
46
28897
45
45
45
45
45
169
45
45
45
45
45
5566
45
45
500
45
45
45
60
45
45
45
45
2080
45
45
45
45
45
45
45
45
45
45
191
4650
2299
90
85908 +
529
118
UNCH
100
UNCH
UNCH
UNCH
UNCH
UNCH
100
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
2335
1830
1740 +
1434
1434
1434
1310
1310
1310
1214
1214
1214
819
819
819
929
929
929
819
819
819
949
949
949
215
215
UNCH
UNCH
92
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
WTI FINANCIAL FUTURES
WS FUT
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
DEC16
DEC18
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
WS FUT
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1645
647
WTI-BRENT CALENDAR SWAP
BK FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-7.01
-8.41
-6.76
-5.55
-4.82
-4.23
-3.87
-3.60
-3.30
-3.07
-2.87
-2.77
-2.71
-2.64
-2.56
-2.46
-2.39
-2.39
-2.39
-2.39
-2.35
-2.29
-2.25
-2.29
-2.32
-2.35
0.09
0.26
0.19
0.19
0.24
0.24
0.26
0.26
0.25
0.23
0.20
0.19
0.17
0.15
0.13
0.10
0.09
0.09
0.09
0.11
0.10
0.10
0.11
0.12
0.12
0.12
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
------127
---------52
52
52
----------------------------------------------------
IT IS
61
61
Side 09
Side 09

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
Mon, Jan 24, 2011
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
BK FUT
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
-------------------------------------------------------------------------------------------------------
TOTAL
BK FUT
-------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------
-2.37
-2.40
-2.41
-2.35
-2.30
-2.22
-2.13
-2.04
-1.98
-1.99
-1.99
-1.99
-1.99
-1.99
-1.98
-1.97
-1.96
-1.95
-1.93
-1.90
-1.86
-1.84
-1.83
-1.81
-1.79
-1.77
-1.76
-1.77
-1.76
-1.76
-1.76
-1.75
-1.75
-1.75
0.12
0.12
0.12
0.12
0.11
0.09
0.09
0.09
0.07
0.07
0.06
0.06
0.07
0.07
0.06
0.05
0.04
0.05
0.05
0.05
0.04
0.04
0.05
0.04
0.03
0.03
0.03
0.03
0.03
0.03
0.04
0.05
0.06
0.06
-------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------
283
215
215
215
215
215
215
215
215
215
215
50
50
50
50
50
50
50
50
50
50
50
50
40
40
40
40
40
40
40
40
40
40
40
40
31987 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
92
WTS (ARGUS) VS WTI SWAP
FF FUT
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------
TOTAL
FF FUT
-------------------------------
-------------------------------
-------------------------------
-------------------------------
-3.37
-3.53
-3.53
-3.66
-3.69
-3.69
-3.64
-3.64
-3.64
-3.64
0.35
0.30
0.25
0.15
0.13
0.13
0.13
0.13
0.13
0.13
-------------------------------
-------------------------------
-------------------------------
31
60
61
60
61
61
60
61
60
61
576
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------
-2.91
-3.18
-3.33
-3.33
-3.33
-3.46
-3.49
-3.49
-3.44
-3.44
-3.44
0.02
0.25
0.35
0.30
0.25
0.15
0.13
0.13
0.13
0.13
0.13
----------------------------------
----------------------------------
----------------------------------
224
248
180
186
180
248
248
240
217
210
217
2398
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
WTS (ARGUS) VS WTI TRD MTH SWAP
FH FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
----------------------------------
TOTAL
FH FUT
----------------------------------
----------------------------------
----------------------------------
NATURAL GAS FUTURES PRODUCTS
GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
ALGON CITY GATES NAT GAS INDEX SWAP
N7 FUT
JAN11
FEB11
MAR11
----------
TOTAL
N7 FUT
----------
----------
----------
----------
0.7853
0.0150
----
+
+
0.2203
UNCH
UNCH
----------
----------
----------
620
672
620
1912
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------
2.9300
0.9150
0.3825
0.3825
0.3825
0.3825
0.3825
0.3825
0.3825
1.6650
2.1775
1.7850
1.6650
0.9350
0.3600
0.3600
0.3600
0.3600
0.3600
0.3600
0.3600
1.5375
2.0125
1.6500
1.5375
0.8650
+
+
+
+
+
+
0.0500
0.0200
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0400
0.0525
0.0450
0.0400
0.0225
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0050
0.0050
0.0025
0.0050
0.0025
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
224
248
300
310
300
310
310
300
310
840
186
310
290
310
240
248
240
248
248
240
248
240
248
31
28
31
6838
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
ALGONQUIN CITYGATES BASIS SWP
B4 FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
-------------------------------------------------------------------------------
TOTAL
B4 FUT
M6 FUT
OPEN
OUTCRY
OPEN RANGE
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
ANR LA NAT GAS INDEX SWAP
IT IS
61
61
Side 10
Side 10

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
TOTAL
-------
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
-------
-------
-------
-------
0.2905
----
0.0079
UNCH
-------
-------
---112
112
M6 FUT
OPEN
INTEREST
124
112 +
236 +
UNCH
112
112
ANR LOUISIANA BASIS SWAP
ND FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
----------------------------------------------------------------------
TOTAL
ND FUT
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
-0.0375
-0.0350
-0.0500
-0.0500
-0.0500
-0.0500
-0.0500
-0.0500
-0.0500
-0.0450
-0.0450
-0.0450
-0.0450
-0.0450
-0.0525
-0.0525
-0.0525
-0.0525
-0.0525
-0.0525
-0.0525
-0.0500
-0.0500
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
672
620
780
806
780
806
806
780
806
270
279
279
261
279
270
279
270
279
279
270
279
210
217
10577
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------
-0.1600
-0.2400
-0.3025
-0.3025
-0.3025
-0.3025
-0.3025
-0.3025
-0.3025
-0.2900
-0.2900
-0.2900
-0.2900
-0.2900
-0.3350
-0.3350
-0.3350
-0.3350
-0.3350
-0.3350
-0.3350
-0.3075
-0.3075
-0.3075
-0.3075
-0.3075
-0.3400
-0.3400
-0.3400
-0.3400
-0.3400
-0.3400
-0.3400
-0.2875
-0.2875
-0.2875
-0.2875
-0.2875
-0.3525
-0.3525
-0.3525
-0.3525
-0.3525
-0.3525
-0.3525
-0.2875
-0.2875
-0.2875
-0.2875
-0.2875
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0050
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0075
0.0075
0.0075
0.0075
0.0075
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0050
0.0050
0.0050
0.0050
0.0050
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0250
0.0250
0.0250
0.0250
0.0250
-------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------
1608
1770
1108
1142
1108
1142
1142
1108
1018
1416
1460
1446
1350
1442
740
762
740
762
762
740
758
364
376
248
224
248
249
253
249
253
253
249
253
240
248
434
392
434
420
434
420
434
434
420
434
420
434
434
392
434
33601
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------
----------------------------------------------------------------------
-0.1675
-0.2425
-0.2875
-0.2875
-0.2875
-0.2875
-0.2875
-0.2875
-0.2875
-0.2975
-0.2975
-0.2975
-0.2975
-0.2975
-0.3500
-0.3500
-0.3500
-0.3500
-0.3500
-0.3500
-0.3500
-0.3275
-0.3275
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0100
0.0050
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0075
0.0075
0.0075
0.0075
0.0075
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------
----------------------------------------------------------------------
------12
12
12
12
12
12
12
-------------------------------------------
2022
1857
1776
1836
1746
1805
1743
1686
1743
1158
1195
1014
954
1014
516
532
516
532
532
516
612
300
308
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
ANR OKLAHOMA
NE FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
-------------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
NE FUT
-------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------
CENTERPOINT BASIS SWAP
PW FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
GLOBEX
HIGH/LOW
PG61
M6 FUT
JAN11
FEB11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
IT IS
61
61
Side 11
Side 11

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
PW FUT
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
----------------------------------------------
TOTAL
PW FUT
----------------------------------------------
----------------------------------------------
----------------------------------------------
----------------------------------------------
-0.3275
-0.3275
-0.3275
-0.3425
-0.3425
-0.3425
-0.3425
-0.3425
-0.3425
-0.3425
-0.3050
-0.3050
-0.3050
-0.3050
-0.3050
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------
----------------------------------------------
----------------------------------------------
84
248
248
248
48
48
48
48
48
48
48
30
31
31
28
31
27144
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
CENTERPOINT EAST INDEX
II FUT
JAN11
FEB11
MAR11
----------
TOTAL
II FUT
----------
----------
----------
----------
0.4532
-------
0.0076
UNCH
UNCH
----------
----------
----------
930
168
186
1284
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
0.1775
0.0650
-0.0125
-0.0125
-0.0125
-0.0125
-0.0125
-0.0125
-0.0125
0.0775
0.0775
0.0775
0.0775
0.0775
-0.0450
-0.0450
-0.0450
-0.0450
-0.0450
-0.0450
-0.0450
0.0475
0.0475
0.0475
0.0475
0.0475
-0.0425
-0.0425
-0.0425
-0.0425
-0.0425
-0.0425
-0.0425
0.0400
0.0400
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0050
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0075
0.0075
0.0075
0.0075
0.0075
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0050
0.0050
0.0050
0.0050
0.0050
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0050
0.0050
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
654
702
638
659
638
659
659
638
659
462
477
403
377
403
420
436
420
436
436
420
436
360
372
124
112
124
120
124
120
124
124
120
124
120
124
13224
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------
-0.3625
-0.4400
-0.5600
-0.5600
-0.5600
-0.5600
-0.5600
-0.5600
-0.5600
-0.4850
-0.3750
-0.3550
-0.3500
-0.3850
-0.4850
-0.4850
-0.4850
-0.4850
-0.4850
-0.4850
-0.4850
-0.4075
-0.4075
-0.4075
-0.4075
-0.4075
-0.5150
-0.5150
-0.5150
-0.5150
-0.5150
-0.5150
-0.5150
-0.4450
-0.4450
-0.4450
-0.4450
-0.4450
-0.5300
-0.5300
-0.5300
-0.5300
-0.5300
-0.5300
-0.5300
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0325
0.0225
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0175
0.0150
0.0150
0.0150
0.0175
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
----------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------
1569
1322
832
806
822
794
798
770
798
489
504
282
250
262
256
262
256
262
262
256
262
256
262
28
28
28
28
28
28
28
28
28
28
28
28
20
20
20
20
20
20
20
20
20
20
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
CHICAGO BASIS SWAP
NBN FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
----------------------------------------------------------------------------------------------------------
TOTAL
NBN FUT
----------------------------------------------------------------------------------------------------------
CIG BASIS
CI FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
GLOBEX
HIGH/LOW
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------
IT IS
61
61
Side 12
Side 12

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
CIG BASIS
CI FUT
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
-------------------------------------------
TOTAL
CI FUT
-------------------------------------------
-------------------------------------------
CIG ROCKIES NG
Z8 FUT
JAN11
FEB11
MAR11
----------
TOTAL
Z8 FUT
----------
-------------------------------------------
-------------------------------------------
-0.4650
-0.4650
-0.4650
-0.4650
-0.4650
-0.5325
-0.5325
-0.5325
-0.5325
-0.5325
-0.5325
-0.5325
-0.4650
-0.4650
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0050
0.0050
0.0050
0.0050
0.0050
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0050
0.0050
-------------------------------------------
-------------------------------------------
-------------------------------------------
20
20
124
124
124
124
124
124
124
124
124
124
124
124
14696
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------
0.5053
-0.0075
-0.0050
+
+
+
0.0124
UNCH
UNCH
----------
----------
----------
248
896
248
1392
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------
-0.0500
-0.0475
-0.0650
-0.0650
-0.0650
-0.0650
-0.0650
-0.0650
-0.0650
-0.0575
-0.0575
-0.0575
-0.0575
-0.0575
-0.0750
-0.0750
-0.0750
-0.0750
-0.0750
-0.0750
-0.0750
-0.0650
-0.0650
-0.0650
-0.0650
-0.0650
-0.0775
-0.0775
-0.0775
-0.0775
-0.0775
-0.0775
-0.0775
-0.0775
-0.0775
-0.0775
-0.0425
-0.0425
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0050
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
1064
1054
1650
1674
1680
1736
1736
1680
1674
540
558
372
348
372
600
620
600
620
620
600
620
480
496
496
448
496
279
252
279
270
279
270
279
279
270
279
270
279
26119
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------
0.2973
0.0025
----
0.0090
UNCH
UNCH
----------
----------
----------
1116
560
620
2296
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------
----------------------------------------------------------------------------------
-0.0400
-0.0400
-0.0400
-0.0400
-0.0400
-0.0400
-0.0400
-0.0400
-0.0400
-0.0500
-0.0500
-0.0500
-0.0500
-0.0500
-0.0500
-0.0500
-0.0500
-0.0500
-0.0600
-0.0600
-0.0650
-0.0650
-0.0650
-0.0650
-0.0650
-0.0650
-0.0650
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0100
0.0100
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
----------------------------------------------------------------------------------
----------------------------------------------------------------------------------
----------------------------------------------------------------------------------
1372
1488
1830
1891
1830
1891
1891
1830
1891
240
248
600
620
600
620
620
600
620
120
124
180
186
180
186
186
180
186
22210
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------
-------
0.3950
0.4275
+
+
0.0325
0.0050
-------
-------
-------
8
8
16
UNCH
UNCH
-------
-------
0.4432
----
0.0176
UNCH
-------
-------
-------
INDEX SWAP
----------
----------
COLUMB GULF MAINLINE NG BASIS
5Z FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
-------------------------------------------------------------------------------------------------------------------
TOTAL
5Z FUT
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
COLUMBIA GULF MAIN NAT G
L2 FUT
JAN11
FEB11
MAR11
----------
TOTAL
L2 FUT
----------
----------
-------------------------------------------------------------------------------------------------------------------
INDEX SWP
----------
COLUMBIA GULF ONSHORE BASIS
GL FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
----------------------------------------------------------------------------------
TOTAL
GL FUT
----------------------------------------------------------------------------------
----------------------------------------------------------------------------------
DAWN BASIS SWAP FUTURE
DW FUT
FEB11
MAR11
-------
TOTAL
DW FUT
-------
-------
DEMARC INDEX FUTURE
DI FUT
JAN11
FEB11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------
-------
-------
744
532
UNCH
UNCH
IT IS
61
61
Side 13
Side 13

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
DEMARC INDEX FUTURE
DI FUT
MAR11
----
TOTAL
DI FUT
----
----
----
----
----
UNCH
----
----
----
186
1462
UNCH
----------
0.1518
0.0025
0.0025
+
+
0.0345
UNCH
UNCH
----------
----------
----------
124
112
124
360
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------------------------------
0.2475
0.2275
0.1375
0.1375
0.1375
0.1375
0.1375
0.1375
0.1375
0.2075
0.2075
0.2075
0.2075
0.2075
0.1125
0.1125
0.1125
0.1125
0.1125
0.1125
0.1125
0.1450
0.1450
0.1450
0.1450
0.1450
0.0825
0.0825
0.0825
0.0825
0.0825
0.0825
0.0675
0.0675
0.0675
0.0675
0.0675
0.0500
0.0500
0.0500
0.0500
0.0500
0.0500
0.0500
0.1000
0.1000
+
+
+
+
+
+
+
+
+
0.0175
0.0175
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0100
0.0100
0.0100
0.0100
0.0100
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0075
0.0075
0.0075
0.0075
0.0075
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0150
0.0150
0.0150
0.0150
0.0150
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------
2078
2431
1796
1761
1706
1761
1761
1706
1761
596
614
671
629
671
480
496
634
434
434
420
462
298
307
474
28
28
28
474
28
28
28
28
60
62
186
168
186
120
124
120
124
124
120
124
120
124
26813
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----
0.4529
0.0061
----
----
----
124
124
UNCH
----------
0.3016
0.0025
0.0025
+
+
0.0123
UNCH
UNCH
----------
----------
----------
186
168
186
540
UNCH
UNCH
UNCH
-------------------------------------------------
-------------------------------------------------
0.0350
0.0225
0.0800
0.0800
0.0800
0.0800
0.0800
0.0800
0.0800
0.0875
0.0875
0.0875
0.0875
0.0875
0.0875
0.0875
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
336
310
1080
1178
1140
1178
1178
1140
1178
240
248
240
248
248
240
248
10430
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------
----------------------------------------------------------
----0.0025
-0.0025
-0.0025
-0.0025
-0.0025
-0.0025
-0.0025
-0.0025
-0.0025
-0.0025
-0.0025
-0.0025
-0.0025
----------------
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------
----------------------------------------------------------
560
-------------------------------------------------------
5784 +
5286
5280
5456
5280
5456
5456
5280
5456
3240
3348
124
116
124
150
155
150
155
155
560
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
DOMINION TRAN INC - APP INDEX
IH FUT
JAN11
FEB11
MAR11
----------
TOTAL
IH FUT
----------
----------
----------
DOMINION TRANSMISSION INC -APPALAC
PG FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
-------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
PG FUT
-------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------
EL PASO PERMIAN INDEX SWAP
IL FUT
JAN11
----
TOTAL
IL FUT
----
----
----
FL GAS ZONE 3 NAT GAS INDEX SWAP
Q9 FUT
JAN11
FEB11
MAR11
----------
TOTAL
Q9 FUT
----------
----------
----------
FLORIDA GAS ZONE3 BASIS SWAP
FP FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
-------------------------------------------------
TOTAL
FP FUT
-------------------------------------------------
-------------------------------------------------
HENRY HUB BASIS SWAP
HB FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR13
MAY13
JUN13
JUL13
AUG13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------
----------------------------------------------------------
----------------------------------------------------------
+
+
+
+
+
+
+
+
+
+
+
+
+
IT IS
61
61
Side 14
Side 14

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
HB FUT
SEP13
OCT13
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
-------------------------------------------------
TOTAL
HB FUT
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
560
150
155
60
62
60
62
62
60
62
60
62
60
62
62
60
62
57612 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
6770
3696 +
3348
3960
4092
3960
4092
4092
3360
3472
1200
1240
43282 +
UNCH
560
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
560
HENRY HUB INDEX SWAP FUTURE
IN FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
IN FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
0.3131
---0.0025
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0075
0.0075
+
+
+
+
+
+
+
+
+
+
0.0022
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
---560
-------------------------------
560
560
HENRY HUB NG LAST DAY FINANCIAL
HH FUT
APR11
----
TOTAL
HH FUT
----
----
----
----
4.595
0.125
----
----
----
HENRY HUB PENULTIMATE FUT
NPG FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
JAN16
FEB16
MAR16
APR16
MAY16
JUN16
JUL16
AUG16
SEP16
OCT16
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.580
4.598
4.595
4.633
4.670
4.720
4.740
4.741
4.785
4.933
5.148
5.270
5.229
5.129
4.889
4.890
4.911
4.949
4.972
4.977
5.037
5.167
5.357
5.480
5.438
5.308
5.033
5.027
5.047
5.082
5.112
5.122
5.188
5.323
5.528
5.653
5.613
5.483
5.203
5.193
5.213
5.253
5.290
5.308
5.380
5.525
5.735
5.870
5.830
5.685
5.405
5.395
5.415
5.457
5.494
5.512
5.585
5.743
5.955
6.105
6.065
5.920
5.610
5.600
5.620
5.662
5.702
5.722
5.797
0.156
0.145
0.125
0.120
0.117
0.117
0.116
0.115
0.115
0.090
0.071
0.068
0.064
0.061
0.043
0.043
0.043
0.040
0.040
0.040
0.040
0.038
0.038
0.037
0.037
0.037
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
501
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
---- 11685
---- 3575
---- 4762
954
---416
---792
---401
---325
------- 1195
---- 1056
714
---372
---372
---684
------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ---166
------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ---768
---768
---768
---768
---768
---768
---768
---768
---768
---768
----
81802
87836
68814
50469
42025
46951
39080
32406
52041
31867
27964
21191
15543
23772
22849
14179
20330
14164
16998
16465
16679
16499
18953
15461
12135
9941
10082
9110
9090
9403
8519
8387
8705
7433
8776
5207
4772
5270
4644
4679
4644
4542
4542
4612
5583
3270
7438
3150
3185
3185
3919
3151
3151
3151
3151
3151
2927
2935
7155
2551
2551
2551
2430
2430
2430
2430
2430
2430
2430
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
5866
1198
252
344
289
76
119
71
203
192
136
UNCH
173
85
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
768
768
768
768
768
768
768
768
768
768
IT IS
61
61
Side 15
Side 15

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
TOTAL
-------
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
-------
-------
-------
-------
5.955
6.167
0.007
0.007
-------
501
NPG FUT
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
-------
768
2430 +
768
2430 +
36685 1026856 +
768
768
13940
HENRY HUB SWAP
NN FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
JAN16
FEB16
MAR16
APR16
MAY16
JUN16
JUL16
AUG16
SEP16
OCT16
NOV16
DEC16
JAN17
FEB17
MAR17
APR17
MAY17
JUN17
JUL17
AUG17
SEP17
OCT17
NOV17
DEC17
JAN18
FEB18
MAR18
APR18
MAY18
JUN18
JUL18
AUG18
SEP18
OCT18
NOV18
DEC18
JAN19
FEB19
MAR19
APR19
MAY19
JUN19
JUL19
OPEN
OUTCRY
HIGH/LOW
PG61
NPG FUT
NOV16
DEC16
GLOBEX
HIGH/LOW
Mon, Jan 24, 2011
4.704
4.705
4.695
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.809B/4.566A
4.800B/4.581A
4.769B/4.577A
4.800B/4.615A
4.832B/4.652A
4.875B/4.703A
4.890B/4.724A
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.580
4.598
4.595
4.633
4.670
4.720
4.740
4.741
4.785
4.933
5.148
5.270
5.229
5.129
4.889
4.890
4.911
4.949
4.972
4.977
5.037
5.167
5.357
5.480
5.438
5.308
5.033
5.027
5.047
5.082
5.112
5.122
5.188
5.323
5.528
5.653
5.613
5.483
5.203
5.193
5.213
5.253
5.290
5.308
5.380
5.525
5.735
5.870
5.830
5.685
5.405
5.395
5.415
5.457
5.494
5.512
5.585
5.743
5.955
6.105
6.065
5.920
5.610
5.600
5.620
5.662
5.702
5.722
5.797
5.955
6.167
6.317
6.277
6.117
5.792
5.777
5.807
5.849
5.892
5.912
5.987
6.145
6.357
6.507
6.462
6.302
5.967
5.947
5.980
6.024
6.071
6.089
6.164
6.322
6.534
6.684
6.637
6.467
6.122
6.102
6.135
6.181
0.156
0.145
0.125
0.120
0.117
0.117
0.116
0.115
0.115
0.090
0.071
0.068
0.064
0.061
0.043
0.043
0.043
0.040
0.040
0.040
0.040
0.038
0.038
0.037
0.037
0.037
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.032
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.022
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
308 33080
186 5772
150 4472
---- 3600
---- 1024
556
31
31 4092
152
------- 10652
680
---800
------- 3766
564
------- 1646
---- 9715
---- 1361
315
---321
---321
------- 5515
---- 2321
195
---397
---419
---216
---899
---468
---188
---188
---508
---188
---188
---188
---508
---288
---24
---8
---108
---868
---968
---8
---8
---8
---8
---8
---8
---8
------- ------- ------- ---964
---804
---64
------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ------- ----
103505
201308
183095
131683
72528
64454
71276
59092
143682
86298
110932
178854
52589
82942
107208
66916
37295
40678
51405
40404
54973
37695
63499
34519
19711
35579
31485
21279
16958
18444
21466
17802
21384
15844
33234
13056
7421
12596
20154
6645
5278
7132
6493
5126
8971
4692
7080
5350
4403
7507
20521
6463
8433
4545
4805
4528
6069
4053
11729
3179
2738
4879
4042
2577
2500
2577
2577
2500
2634
2470
2546
686
488
2930
2478
919
506
541
541
526
766
526
623
709
673
709
723
1134
546
563
563
546
963
574
482
116
116
116
116
116
116
116
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
-
+
+
8588
493
988
1040
152
165
2243
100
1070
120
400
1090
264
887
3743
1013
6
107
UNCH
2491
1955
UNCH
129
96
128
426
180
128
28
148
124
128
96
20
124
UNCH
UNCH
8
800
8
UNCH
8
UNCH
8
UNCH
8
8
UNCH
UNCH
UNCH
699
UNCH
4
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 16
Side 16

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
HENRY HUB SWAP
NN FUT
AUG19
SEP19
OCT19
NOV19
DEC19
JAN20
FEB20
MAR20
APR20
MAY20
JUN20
JUL20
AUG20
SEP20
OCT20
NOV20
DEC20
JAN21
FEB21
MAR21
-------------------------------------------------------------
TOTAL
NN FUT
-------------------------------------------------------------
-------------------------------------------------------------
-------------------------------------------------------------
-------------------------------------------------------------
6.228
6.247
6.322
6.512
6.732
6.897
6.850
6.670
6.305
6.280
6.320
6.380
6.427
6.444
6.519
6.714
6.949
7.114
7.067
6.882
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
0.007
-------------------------------------------------------------
------------------------------------------------------------706
116
116
116
116
116
351
256
271
263
270
263
270
270
262
269
346
1123
84
84
84
99427 2583858 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0 20
20
20
20
20
20
28
28
28
28
28
28
28
28
28
28
28
28
456 -
20
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------
4579
HENRY HUB SWING FUTURE
SN FUT
13JAN11
14JAN11
15JAN11
16JAN11
17JAN11
18JAN11
19JAN11
20JAN11
21JAN11
22JAN11
23JAN11
24JAN11
25JAN11
26JAN11
27JAN11
28JAN11
29JAN11
30JAN11
31JAN11
----------------------------------------------------------
TOTAL
SN FUT
----------------------------------------------------------
----------------------------------------------------------
----------------------------------------------------------
----------------------------------------------------------
4.5550
4.4750
4.4300
4.4300
4.4300
4.4300
4.5150
4.4800
4.5700
4.7250
4.7250
4.7250
4.7150
4.7150
4.7150
4.7150
4.7150
4.7150
4.7150
+
+
+
+
+
+
+
+
+
+
+
+
-
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
----------------------------------------------------------
----------------------------------------------------------
----------------------------------------------------------
20
HOUSTON SHIP CHANNEL BASIS SWAP
NHN FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
NHN FUT
IP FUT
GLOBEX
HIGH/LOW
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-0.1125
-0.0975
-0.0750
-0.0750
-0.0750
-0.0750
-0.0750
-0.0750
-0.0750
-0.1375
-0.1375
-0.1375
-0.1375
-0.1375
-0.1275
-0.1275
-0.1275
-0.1275
-0.1275
-0.1275
-0.1275
-0.1500
-0.1500
-0.1500
-0.1500
-0.1500
-0.1325
-0.1325
-0.1325
-0.1325
-0.1325
-0.1325
-0.1325
-0.1475
-0.1475
-0.1475
-0.1475
-0.1475
-0.1075
-0.1075
-0.1075
-0.1075
-0.1075
-0.1075
-0.1075
-0.1425
-0.1425
-0.1425
-0.1425
-0.1425
-0.1225
-0.1225
-0.1225
-0.1225
-0.1225
-0.1225
-0.1225
-0.1425
-0.1425
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0075
0.0050
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0175
0.0175
0.0175
0.0175
0.0175
0.0175
0.0175
0.0100
0.0100
0.0100
0.0100
0.0100
0.0200
0.0200
0.0200
0.0200
0.0200
0.0200
0.0200
UNCH
UNCH
UNCH
UNCH
UNCH
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
UNCH
UNCH
UNCH
UNCH
UNCH
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
UNCH
UNCH
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
32
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
32
5176
5672
5050
5064
4900
5250
5423
5160
4989
4238
4811
3226
3026
3626
2337
2384
2307
2384
2384
2307
2384
2811
2904
2034
1839
2034
1177
1212
1177
964
964
937
964
865
888
354
336
354
134
138
134
138
138
134
138
194
200
75
69
75
13
13
13
13
13
13
13
13
13
105596
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
HOUSTON SHIP CHANNEL INDEX SWAP
IT IS
61
61
Side 17
Side 17

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
IP FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
IP FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
0.3177
0.0100
0.0100
0.0025
------0.0150
0.0150
0.0150
0.0150
0.0150
0.0150
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0007
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
1147
448
496
600
620
600
248
248
240
248
240
248
124
116
124
120
124
120
124
124
120
124
120
124
6847
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------
-------
-------
-0.2875
-0.3475
+
+
0.0300
0.0025
-------
-------
-------
168
186
354
UNCH
UNCH
----------
----------
0.3423
-------
0.0056
UNCH
UNCH
----------
----------
----------
372
448
372
1192
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------
0.1875
0.1800
0.1375
0.1375
0.1375
0.1375
0.1375
0.1375
0.1375
0.0750
0.0750
0.0750
0.0750
0.0750
0.1025
0.1025
0.1025
0.1025
0.1025
0.1025
0.1025
0.0375
0.0375
0.0375
0.0375
0.0375
0.0575
0.0575
0.0575
0.0575
0.0575
0.0575
0.0575
0.0075
0.0075
0.0075
0.0075
0.0075
0.0650
0.0650
0.0650
0.0650
0.0650
0.0650
0.0650
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
-
0.0050
0.0025
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0075
0.0075
0.0075
0.0075
0.0075
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
----------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------
36
-------------------------------------------------------------------------------------------------------------------------------------
2424 +
2712
1906
1907
1786
1930
1841
1782
1868
1366
1480
934
874
810
622
643
622
643
643
622
643
432
446
322
292
322
840
868
840
868
868
840
868
420
434
248
224
248
240
248
240
248
248
240
248
39150 +
36
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
2532
2580
2274
2360
2290
2393
2395
2418
2582
1782
1642
1299
1237
1268
1796
1852
1796
1852
1852
1796
1852
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
MALIN
PB FUT
FEB11
MAR11
-------
TOTAL
PB FUT
-------
MICHCON NG INDEX SWAP
Y8 FUT
JAN11
FEB11
MAR11
----------
TOTAL
Y8 FUT
----------
----------
MICHIGAN BASIS
NF FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
----------------------------------------------------------------------------------------------------------------------------------------
TOTAL
NF FUT
----------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------
36
36
NGPL MID-CONTINENT
NL FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
-0.1675
-0.2450
-0.3075
-0.3075
-0.3075
-0.3075
-0.3075
-0.3075
-0.3075
-0.3250
-0.2850
-0.2725
-0.2725
-0.2775
-0.3400
-0.3400
-0.3400
-0.3400
-0.3400
-0.3400
-0.3400
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0100
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
0.0075
0.0050
0.0050
0.0075
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
IT IS
61
61
Side 18
Side 18

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
NGPL MID-CONTINENT
NL FUT
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
-------------------------------------------------------------------------
TOTAL
NL FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-0.3200
-0.3200
-0.3200
-0.3200
-0.3200
-0.3400
-0.3400
-0.3400
-0.3400
-0.3400
-0.3400
-0.3400
-0.3000
-0.3000
-0.3000
-0.3000
-0.3000
-0.3525
-0.3525
-0.3525
-0.3525
-0.3525
-0.3525
-0.3525
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
674
695
644
584
644
368
376
368
376
376
368
376
132
132
104
104
104
108
104
108
104
104
108
104
49013
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------
-------
0.4498
----
0.0034
UNCH
-------
-------
-------
279
112
391
UNCH
UNCH
----------------------------------
----------------------------------
-0.1025
-0.1025
-0.1150
-0.1150
-0.1150
-0.1150
-0.1150
-0.1150
-0.1150
-0.1575
-0.1575
+
+
+
+
+
+
+
+
+
-
0.0050
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0075
0.0075
----------------------------------
----------------------------------
----------------------------------
448
496
60
62
60
62
62
60
62
60
62
1494
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------
0.3353
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0073
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------
-------------------------------------------
---560
-------------------------------------
651
672 +
124
116
124
120
124
120
124
124
120
124
120
124
2787 +
UNCH
560
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
4084 4884
2685
2785
2685
2494
2494
2635
2625
2521
3966
1765
1653
1765
1022
1054
1022
1046
1046
1014
1046
500
516
260
236
260
162
167
162
167
167
162
167
162
167
49546 -
336
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
372
372
UNCH
NGPL MIDCONTINENT INDEX
IW FUT
JAN11
FEB11
-------
TOTAL
IW FUT
-------
-------
NGPL STX BASIS
T5 FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
----------------------------------
TOTAL
T5 FUT
----------------------------------
----------------------------------
NGPL STX NAT GAS INDEX SWAP
N6 FUT
JAN11
FEB11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------
TOTAL
N6 FUT
-------------------------------------------
-------------------------------------------
-------------------------------------------
560
560
NGPL TEX /OK
PD FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
----------------------------------------------------------------------------------------------------------
TOTAL
PD FUT
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
-0.1100
-0.1275
-0.1300
-0.1300
-0.1300
-0.1300
-0.1300
-0.1300
-0.1300
-0.1625
-0.1625
-0.1625
-0.1625
-0.1625
-0.1525
-0.1525
-0.1525
-0.1525
-0.1525
-0.1525
-0.1525
-0.1850
-0.1850
-0.1850
-0.1850
-0.1850
-0.1625
-0.1625
-0.1625
-0.1625
-0.1625
-0.1625
-0.1625
-0.2150
-0.2150
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
336
-------------------------------------------------------------------------------------------------------
336
336
NGPL TEXOK INDEX
OI FUT
JAN11
----
TOTAL
OI FUT
----
----
----
----
0.3973
0.0017
----
----
----
-------
0.0550
-0.0325
+
+
UNCH
0.0025
-------
-------
-------
NORTHEN NATURAL GAS DEMARCATION
PE FUT
FEB11
MAR11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------
-------
-------
-------
1804
2382
UNCH
UNCH
IT IS
61
61
Side 19
Side 19

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
PE FUT
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
----------------------------------------------------------------------------------------------
TOTAL
PE FUT
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
-0.1550
-0.1550
-0.1550
-0.1550
-0.1550
-0.1550
-0.1550
-0.0525
-0.0525
-0.0525
-0.0525
-0.0525
-0.1700
-0.1700
-0.1700
-0.1700
-0.1700
-0.1700
-0.1700
-0.0500
-0.0500
-0.0500
-0.1475
-0.1475
-0.1475
-0.1475
-0.1475
-0.1475
-0.1475
-0.0400
-0.0400
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
-
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
1292
1147
918
967
1063
970
1001
430
643
1083
537
563
260
62
60
62
62
60
62
420
20
400
90
93
90
93
93
90
93
20
20
16950
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------------
0.0875
-0.0550
-0.1875
-0.1875
-0.1875
-0.1875
-0.1875
-0.1875
-0.1875
-0.0725
-0.0725
-0.0725
-0.0725
-0.0725
-0.2150
-0.2150
-0.2150
-0.2150
-0.2150
-0.2150
-0.2150
-0.0700
-0.0700
-0.1675
-0.1675
-0.1675
-0.1675
-0.1675
-0.0650
-0.0650
-0.0650
-0.0650
-0.0650
-0.1675
-0.1675
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
-
0.0100
0.0025
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0050
0.0050
0.0050
0.0050
0.0050
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0025
0.0025
0.0075
0.0075
0.0075
0.0075
0.0075
UNCH
UNCH
UNCH
UNCH
UNCH
0.0075
0.0075
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
2140
2354
2316
2350
2314
2340
2335
2260
2333
1036
1067
1011
729
763
870
899
870
899
899
870
837
24
24
120
124
124
120
124
120
124
124
112
124
120
124
33000
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------------
-0.3775
-0.4475
-0.5425
-0.5425
-0.5425
-0.5425
-0.5425
-0.5425
-0.5425
-0.4550
-0.3500
-0.3325
-0.3275
-0.3600
-0.4600
-0.4600
-0.4600
-0.4600
-0.4600
-0.4600
-0.4600
-0.3825
-0.3825
-0.3825
-0.3825
-0.3825
-0.4900
-0.4900
-0.4900
-0.4900
-0.4900
-0.4900
-0.4900
-0.4000
-0.4000
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0150
0.0075
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0125
0.0125
0.0100
0.0100
0.0100
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0050
0.0050
0.0050
0.0050
0.0050
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0050
0.0050
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
4866
5090
3758
3848
3724
3910
3910
3784
3844
3196
3646
1904
1755
1873
1474
1581
1534
1612
1612
1560
1612
1472
1582
2058
1890
2058
1766
1814
1766
1814
1814
1766
1814
1526
1566
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NORTHEN NATURAL GAS VENTURA IOWA
PF FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
----------------------------------------------------------------------------------------------------------
TOTAL
PF FUT
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
NORTHWEST ROCKIES BASIS SWAP FUTURE
NR FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
IT IS
61
61
Side 20
Side 20

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
NR FUT
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
-------------------------------------
TOTAL
NR FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
-0.4000
-0.4000
-0.4000
-0.5175
-0.5175
-0.5175
-0.5175
-0.5175
-0.5175
-0.5175
-0.4050
-0.4050
+
+
+
-
0.0050
0.0050
0.0050
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0050
0.0050
-------------------------------------
-------------------------------------
-------------------------------------
304
280
304
296
304
296
304
248
240
248
240
248
88111
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
-0.1425
-0.2200
-0.2825
-0.2825
-0.2825
-0.2825
-0.2825
-0.2825
-0.2825
-0.2650
-0.2650
-0.2650
-0.2650
-0.2650
-0.3025
-0.3025
-0.3025
-0.3025
-0.3025
-0.3025
-0.3025
-0.2950
-0.2950
-0.2950
-0.2950
-0.2950
-0.3600
-0.3600
-0.3600
-0.3600
-0.3600
-0.3600
-0.3600
-0.3250
-0.3250
-0.3250
-0.3250
-0.3250
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0075
0.0025
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0075
0.0075
0.0075
0.0075
0.0075
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
856
682
390
423
410
423
423
410
403
30
31
31
29
31
30
51
50
51
51
50
31
30
31
31
28
31
30
31
30
31
31
30
31
30
31
31
28
31
5402
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------------------------------------------------------------
-0.1850
-0.2675
-0.3350
-0.3350
-0.3350
-0.3350
-0.3350
-0.3350
-0.3350
-0.3900
-0.2950
-0.3050
-0.2875
-0.2900
-0.3700
-0.3700
-0.3700
-0.3700
-0.3700
-0.3700
-0.3700
-0.3325
-0.3325
-0.3325
-0.3325
-0.3325
-0.3725
-0.3725
-0.3725
-0.3725
-0.3725
-0.3725
-0.3725
-0.3125
-0.3125
-0.3125
-0.3125
-0.3125
-0.3825
-0.3825
-0.3825
-0.3825
-0.3825
-0.3825
-0.3825
-0.3075
-0.3075
-0.3075
-0.3075
-0.3075
-0.3825
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0100
UNCH
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0100
0.0100
0.0100
0.0100
0.0100
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0075
0.0075
0.0075
0.0075
0.0075
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0150
0.0150
0.0150
0.0150
0.0150
0.0025
----------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------
840
-------------------------------------------------------------------------------------------------------------------------------------------------------
6798 +
6464
7479
7617
7477
7433
7437
7015
7785
5164
5311
4180
3575
3790
4177
4029
3913
3970
3970
3883
3998
3027
3126
2173
1960
2173
1202
1235
1202
1235
1235
1202
1266
1222
1249
972
888
972
690
713
690
713
713
690
713
822
848
1116
1008
1116
300
184
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
ONEOK OKLAHOMA NG BASIS
8X FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
-------------------------------------------------------------------------------------------------------------------
TOTAL
8X FUT
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP FUTURE
PH FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------
IT IS
61
61
Side 21
Side 21

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
PH FUT
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
-------------------------
TOTAL
PH FUT
-------------------------
-------------------------
-------------------------
-------------------------
-0.3825
-0.3825
-0.3825
-0.3825
-0.3825
-0.3825
-0.3075
-0.3075
+
+
+
+
+
+
+
+
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0150
0.0150
-------------------------
-------------------------
-------------------------
840
310
300
310
310
300
310
300
310
154386 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
248
784 +
124
1156 +
UNCH
280
UNCH
184
PANHANDLE INDEX SWAP FUTURE
IV FUT
JAN11
FEB11
MAR11
----------
TOTAL
IV FUT
----------
----------
----------
----------
0.4808
0.0025
----
0.0040
UNCH
UNCH
----------
----------
---280
----
280
280
PERMIAN BASIS SWAP
PM FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
-------------------------------------------------------------------------------------------------------------------
TOTAL
PM FUT
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
-0.3125
-0.3725
-0.3825
-0.4125
-0.4075
-0.2800
-0.2625
-0.3350
-0.4175
-0.3550
-0.3550
-0.3550
-0.3550
-0.3550
-0.3925
-0.3925
-0.3925
-0.3925
-0.3925
-0.3925
-0.3925
-0.3375
-0.3375
-0.3375
-0.3375
-0.3375
-0.3625
-0.3625
-0.3625
-0.3625
-0.3625
-0.3625
-0.3625
-0.3500
-0.3500
-0.3500
-0.3500
-0.3500
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0250
0.0075
0.0100
0.0075
0.0050
0.0075
0.0025
0.0075
0.0400
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0025
0.0025
0.0025
0.0025
0.0025
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
1774
2042
1434
1081
1056
1272
1272
1250
1817
701
711
590
562
590
948
974
970
965
965
940
974
724
770
425
392
825
150
151
150
151
151
150
151
198
199
168
168
168
27979
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
-0.0700
-0.0725
-0.0900
-0.0900
-0.0900
-0.0900
-0.0900
-0.0900
-0.0900
-0.0300
-0.0300
-0.0300
-0.0300
-0.0300
-0.0750
-0.0750
-0.0750
-0.0750
-0.0750
-0.0750
-0.0750
-0.0150
-0.0150
0.0225
0.0225
0.0225
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0200
0.0200
+
+
+
+
+
+
+
+
+
-
0.0150
UNCH
0.0150
0.0150
0.0150
0.0150
0.0150
0.0150
0.0150
0.0025
0.0025
0.0025
0.0025
0.0025
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0075
0.0075
0.0075
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
224
248
600
620
600
620
620
600
620
360
372
248
232
248
240
248
240
248
248
240
248
240
248
124
124
124
124
124
124
124
124
124
124
124
124
9900
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------
----------------------------------
-0.3875
-0.4000
-0.4625
-0.4775
-0.5125
-0.3400
-0.3150
-0.3850
-0.5150
-0.3600
-0.3600
+
+
+
+
+
+
+
+
+
0.0075
0.0175
0.0150
0.0025
0.0150
0.0125
0.0125
0.0100
0.0150
0.0025
0.0025
----------------------------------
----------------------------------
----------------------------------
PGE&E CITYGATE
PC FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
----------------------------------------------------------------------------------------------------------
TOTAL
PC FUT
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
SAN JUAN BASIS SWAP
NJ FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------
----------------------------------
----------------------------------
1720
1537
1142
1175
1142
1036
943
918
985
800
2262
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 22
Side 22

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
SAN JUAN BASIS SWAP
NJ FUT
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
----------------------------------------------------------------------------------------------
TOTAL
NJ FUT
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
-0.3600
-0.3600
-0.3600
-0.4425
-0.4425
-0.4425
-0.4425
-0.4425
-0.4425
-0.4425
-0.3625
-0.3625
-0.3625
-0.3625
-0.3625
-0.4300
-0.4300
-0.4300
-0.4300
-0.4300
-0.4300
-0.4300
-0.3600
-0.3600
-0.5000
-0.5000
-0.5000
-0.5000
-0.5000
-0.5000
-0.5000
+
+
+
+
+
+
+
+
+
+
+
+
-
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0375
0.0375
0.0375
0.0375
0.0375
0.0375
0.0375
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
2841
2629 1073
1654
1708
1652
962
962
932
962
526
890
719
650
200
180
186
180
186
186
180
186
180
186
180
186
180
186
186
180
186
34954 -
UNCH
7
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
7
SAN JUAN INDEX
IJ FUT
JAN11
FEB11
MAR11
----------
TOTAL
IJ FUT
----------
----------
----------
----------
0.4168
0.0075
0.0075
+
+
+
0.0016
UNCH
UNCH
----------
----------
----------
248
224
248
720
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
-0.2175
-0.2350
-0.2550
-0.2550
-0.2550
-0.2550
-0.2550
-0.2550
-0.2550
-0.2125
-0.2125
-0.2125
-0.2125
-0.2125
-0.2275
-0.2275
-0.2275
-0.2275
-0.2275
-0.2275
-0.2275
-0.2225
-0.2225
-0.2225
-0.2225
-0.2225
-0.2275
-0.2275
-0.2275
-0.2275
-0.2275
-0.2275
-0.2275
-0.2075
-0.2075
-0.2075
-0.2075
-0.2075
-0.2300
-0.2300
-0.2300
-0.2300
-0.2300
-0.2300
-0.2300
-0.2075
-0.2075
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0175
0.0150
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
1549
1693
1946
2004
1945
2002
2001
1942
2038
1858
1910
1297
1223
1292
1254
1287
1249
1406
1404
1362
1121
1091
1121
255
246
255
285
288
285
288
288
285
288
248
251
104
104
104
104
104
104
104
104
104
104
104
104
40505
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------
----------------------------------------------------
0.0400
0.0250
0.0175
0.0175
0.0175
0.0175
0.0175
0.0175
0.0175
0.0225
0.0225
0.0225
0.0225
0.0225
0.0150
0.0150
0.0150
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------
----------------------------------------------------
112
-------------------------------------------------
1036 +
1005
944
974
944
974
974
944
974
134
137
93
87
93
30
31
30
112
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
SOCAL BASIS SWAP
NS FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
----------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
NS FUT
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
SONAT BASIS SWAP FUTURE
SZ FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
IT IS
61
61
Side 23
Side 23

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
SZ FUT
JUL12
AUG12
SEP12
OCT12
-------------
TOTAL
SZ FUT
-------------
-------------
-------------
-------------
0.0150
0.0150
0.0150
0.0150
+
+
+
+
UNCH
UNCH
UNCH
UNCH
-------------
-------------
-------------
112
31
31
30
31
9527 +
UNCH
UNCH
UNCH
UNCH
112
SOUTH STAR TEX OKLHM KNS NG B
8Z FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
----------------------------------------------------------------------------------------
TOTAL
8Z FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
SOUTHERN NAT
M8 FUT
JAN11
FEB11
MAR11
----------
TOTAL
M8 FUT
----------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
-0.1825
-0.2650
-0.3025
-0.3025
-0.3025
-0.3025
-0.3025
-0.3025
-0.3025
-0.3575
-0.2625
-0.2725
-0.2550
-0.2575
-0.3700
-0.3700
-0.3700
-0.3700
-0.3700
-0.3700
-0.3700
-0.3325
-0.3325
-0.3325
-0.3325
-0.3325
-0.3725
-0.3725
-0.3725
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0100
UNCH
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0100
0.0100
0.0100
0.0100
0.0100
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
704
761
408
389
366
344
344
336
253
192
196
179
169
179
98
101
98
93
93
90
93
90
93
16
16
16
16
16
16
5765
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------
----------
0.2850
-------
0.0129
UNCH
UNCH
----------
----------
----------
1302
448
496
2246
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
-0.3500
-0.4475
-0.6125
-0.6125
-0.6125
-0.6125
-0.6125
-0.6125
-0.6125
-0.1225
-0.1225
-0.1225
-0.1225
-0.1225
-0.5450
-0.5450
-0.5450
-0.5450
-0.5450
-0.5450
-0.5450
-0.1350
-0.1350
-0.1350
-0.1350
-0.1350
-0.5500
-0.5500
-0.5500
-0.5500
-0.5500
-0.5500
-0.5500
0.0025
0.0025
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0300
0.0025
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0075
0.0075
0.0075
0.0075
0.0075
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0125
0.0125
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
840
527
540
496
480
527
682
720
527
660
713
372
348
310
210
217
150
248
279
240
186
240
248
93
84
93
120
31
30
155
124
60
31
30
62
10673
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
0.1575
0.1425
0.1050
0.1050
0.1050
0.1050
0.1050
0.1050
0.1050
0.1250
0.1250
0.1250
0.1250
0.1250
0.0925
0.0925
0.0925
0.0925
0.0925
0.0925
0.0925
0.0925
0.0925
0.0925
+
+
+
0.0075
0.0075
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
2724
2759
3024
3248
3024
3124
3124
3024
3124
1920
1984
1209
1131
1209
720
744
720
744
744
720
744
990
1023
1457
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
LA NAT GAS INDEX SWAP
----------
SUMAS BASIS SWAP
NK FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
----------------------------------------------------------------------------------------------------------
TOTAL
NK FUT
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
TCO BASIS SWAP
TC FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
IT IS
61
61
Side 24
Side 24

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
TCO BASIS SWAP
TC FUT
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
----------------------------------------------------------------------
TOTAL
TC FUT
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
0.0925
0.0925
0.0650
0.0650
0.0650
0.0650
0.0650
0.0650
0.0650
0.0625
0.0625
0.0625
0.0625
0.0625
0.0350
0.0350
0.0350
0.0350
0.0350
0.0350
0.0350
0.0200
0.0200
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
-
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0075
0.0075
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------
----------------------------------------------------------
4.6900
4.6400
4.6000
4.6000
4.6000
4.6000
4.6900
4.6950
4.7800
4.9450
4.9450
4.9450
4.9050
4.9050
4.9050
4.9050
4.9050
4.9050
4.9050
+
+
+
+
+
+
+
+
+
+
+
+
-
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0400
0.0400
0.0400
0.0400
0.0400
0.0400
0.0400
----------------------------------------------------------
----------------------------------------------------------
----------------------------------------------------------
1316
1457
780
806
780
806
806
780
806
600
620
248
224
248
300
310
300
310
310
300
310
120
124
55895
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
TCO NG SWING
A1 FUT
13JAN11
14JAN11
15JAN11
16JAN11
17JAN11
18JAN11
19JAN11
20JAN11
21JAN11
22JAN11
23JAN11
24JAN11
25JAN11
26JAN11
27JAN11
28JAN11
29JAN11
30JAN11
31JAN11
----------------------------------------------------------
TOTAL
A1 FUT
----------------------------------------------------------
----------------------------------------------------------
0 3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
54 -
3
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
3
TENNESSEE 500 LEG BASIS SWAP
NM FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
-------------------------------------------------------
TOTAL
NM FUT
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
-0.0100
-0.0450
-0.0500
-0.0500
-0.0500
-0.0500
-0.0500
-0.0500
-0.0500
-0.0475
-0.0475
-0.0625
-0.0625
-0.0625
-0.0625
-0.0625
-0.0625
-0.0625
+
-
0.0050
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
1070
1644
2320
2046
1980
2046
2046
1980
2046
60
62
240
248
240
248
248
240
248
19012
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------
-0.0400
-0.0525
0.0025
UNCH
-------
-------
-------
336
372
708
UNCH
UNCH
----------
0.2673
-0.0050
-0.0050
+
+
0.0011
UNCH
UNCH
----------
----------
----------
124
112
124
360
UNCH
UNCH
UNCH
----------------------------------------------
----------------------------------------------
-0.0975
-0.1100
-0.1100
-0.1100
-0.1100
-0.1100
-0.1100
-0.1100
-0.1475
-0.1475
-0.1475
-0.1475
-0.1475
-0.1475
-0.1475
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
----------------------------------------------
----------------------------------------------
----------------------------------------------
28
120
124
120
124
124
120
124
120
124
120
124
124
120
124
1740
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------
----------------------------
-0.0375
-0.0425
-0.0475
-0.0475
-0.0475
-0.0475
-0.0475
-0.0475
-0.0475
+
+
+
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------
----------------------------
----------------------------
420
403
960
992
960
992
992
960
992
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
TENNESSEE 800 LEG NG BASIS
6Z FUT
FEB11
MAR11
-------
TOTAL
6Z FUT
-------
-------
TENNESSEE ZONE
Q4 FUT
JAN11
FEB11
MAR11
----------
TOTAL
Q4 FUT
----------
----------
-------
0 NG INDEX SWAP
----------
TENNESSEE ZONE 0 BASIS SWAP
NQ FUT
FEB11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
----------------------------------------------
TOTAL
NQ FUT
----------------------------------------------
----------------------------------------------
TETCO ELA BASIS
TE FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------
----------------------------
----------------------------
IT IS
61
61
Side 25
Side 25

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
TETCO ELA BASIS
TE FUT
NOV11
DEC11
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
----------------------------
TOTAL
TE FUT
----------------------------
----------------------------
----------------------------
----------------------------
-0.0575
-0.0575
-0.0600
-0.0600
-0.0600
-0.0600
-0.0600
-0.0600
-0.0600
+
+
+
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------
----------------------------
----------------------------
180
186
30
31
30
31
31
30
31
8251
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----
----
0.6539
0.1572
----
----
----
18
18
UNCH
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
-0.1475
-0.1525
-0.1475
-0.1475
-0.1475
-0.1475
-0.1475
-0.1475
-0.1475
-0.1775
-0.1775
-0.1775
-0.1775
-0.1775
-0.1875
-0.1875
-0.1875
-0.1875
-0.1875
-0.1875
-0.1875
-0.1925
-0.1925
-0.1925
-0.1925
-0.1925
-0.1825
-0.1825
-0.1825
-0.1825
-0.1825
-0.1825
-0.1825
-0.1950
-0.1950
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
-
0.0050
0.0050
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0050
0.0050
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
20
-------------------------------------------------------------------------------------------------------
724 +
740
340
292
292
290
282
270
368
234
234
136
128
136
132
136
132
136
136
132
136
132
136
6
6
6
6
6
6
6
6
6
6
6
6
5746 +
20
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
TETCO M-3 INDEX
IX FUT
JAN11
----
TOTAL
IX FUT
----
----
TETCO STX BASIS
TX FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
----------------------------------------------------------------------------------------------------------
TOTAL
TX FUT
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
20
20
TETCO STX NG INDEX SWAP
Q2 FUT
JAN11
FEB11
-------
TOTAL
Q2 FUT
-------
-------
-------
-------
0.3118
0.0050
0.0090
UNCH
-------
-------
-------
248
224
472
UNCH
UNCH
-------------------------------------------
-0.0600
-0.0775
-0.0775
-0.0775
-0.0775
-0.0775
-0.0775
-0.0775
-0.0775
-0.0850
-0.0850
-0.0850
-0.0850
-0.0850
+
+
+
+
+
+
+
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------
-------------------------------------------
------240
248
240
248
248
240
248
----------------
672
744
840 +
868 +
840 +
868 +
868 +
840 +
868 +
1860
1922
1922
1798
1922
16832 +
UNCH
UNCH
120
124
120
124
124
120
124
UNCH
UNCH
UNCH
UNCH
UNCH
248
224
248
720
UNCH
UNCH
UNCH
TEXAS EAST W LOUISANA NG BAS
8B FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
-------------------------------------------
TOTAL
8B FUT
-------------------------------------------
-------------------------------------------
-------------------------------------------
1712
856
TEXAS EAST WLA NAT GAS INDEX SWAP
C2 FUT
JAN11
FEB11
MAR11
----------
TOTAL
C2 FUT
----------
----------
----------
----------
0.2968
-------
0.0092
UNCH
UNCH
----------
----------
----------
----------------------------------------------------------------------------
2.4500
0.6550
0.3175
0.3175
0.3175
0.3175
0.3175
0.3175
0.3175
1.2375
1.6200
1.3300
1.2375
0.6975
0.3025
0.3025
0.3025
0.3025
0.3025
0.3025
0.3025
1.0325
1.3500
1.1075
1.0325
0.0950
0.0425
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0275
0.0350
0.0275
0.0275
0.0125
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0500
0.0675
0.0550
0.0500
----------------------------------------------------------------------------
----------------------------------------------------------------------------
----------------------------------------------------------------------------
TEXAS EASTERN ZONE M-3 BASIS SWAP
NX FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------
----------------------------------------------------------------------------
----------------------------------------------------------------------------
----------------------------------------------------------------------------
3218
4102
3443
3560
3920
4021
4121
3856
3348
2070
2139
1550
1450
1550
600
620
600
620
620
600
620
480
496
372
336
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 26
Side 26

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
NX FUT
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
----------------------------------------
TOTAL
NX FUT
----------------------------------------
----------------------------------------
----------------------------------------
----------------------------------------
0.5800
0.2925
0.2925
0.2925
0.2925
0.2925
0.2925
0.2925
0.9100
1.1900
0.9775
0.9100
0.5125
+
+
+
+
+
+
+
+
+
+
+
+
0.0300
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0100
0.0125
0.0125
0.0100
0.0075
----------------------------------------
----------------------------------------
----------------------------------------
372
150
155
150
155
155
150
155
150
155
31
28
31
50149
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------
----------------------------------------------------------------
-0.0400
-0.0425
-0.0600
-0.0600
-0.0600
-0.0600
-0.0600
-0.0600
-0.0600
-0.0675
-0.0675
-0.0675
-0.0675
-0.0675
-0.0675
-0.0675
-0.0650
-0.0650
-0.0650
-0.0650
-0.0650
+
+
+
+
+
+
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
1092
1209
180
186
180
186
186
180
186
268
272
268
272
272
268
272
194
194
194
194
194
6447
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------
----------------------------------------------------------------------
-0.0525
-0.0550
-0.0725
-0.0725
-0.0725
-0.0725
-0.0725
-0.0725
-0.0725
-0.0800
-0.0800
-0.0775
-0.0775
-0.0775
-0.0825
-0.0825
-0.0825
-0.0825
-0.0825
-0.0825
-0.0825
-0.0800
-0.0800
+
+
+
+
+
+
+
+
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
448
496
180
186
180
186
186
180
186
60
62
31
29
31
30
31
30
31
31
30
31
30
31
2716
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------
----------------------------
-0.0775
-0.0900
-0.0525
-0.0525
-0.0525
-0.0525
-0.0525
-0.0525
-0.0525
+
-
0.0050
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
----------------------------
----------------------------
----------------------------
168
186
60
62
60
62
62
60
62
782
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------
-------
-0.0275
-0.0400
0.0050
UNCH
-------
-------
-------
112
124
236
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
0.0225
0.0100
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0150
0.0150
0.0150
0.0150
0.0150
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0050
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
TEXAS GAS ZONE SL BASIS SWAP
TB FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
----------------------------------------------------------------
TOTAL
TB FUT
----------------------------------------------------------------
----------------------------------------------------------------
TEXAS GAS ZONE1 NG BASIS
9F FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
----------------------------------------------------------------------
TOTAL
9F FUT
----------------------------------------------------------------------
----------------------------------------------------------------------
TRANSCO ZONE 1 NG BASIS
8E FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
----------------------------
TOTAL
8E FUT
----------------------------
----------------------------
TRANSCO ZONE 2
8F FUT
FEB11
MAR11
-------
TOTAL
8F FUT
-------
NG BASIS
-------
TRANSCO ZONE 3 BASIS
CZ FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
448
496
1110
1147
1110
961
961
930
961
510
527
589
551
589
360
372
360
372
372
360
372
360
372
186
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 27
Side 27

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
CZ FUT
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
-------------------------------------------------------
TOTAL
CZ FUT
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
0.0050
0.0050
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0075
0.0075
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
+
+
+
+
+
+
+
+
+
+
+
-
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
----------
0.2560
---0.0050
0.0067
0.0050
UNCH
----------
----------
---560
----
168
186
300
310
300
310
310
300
310
180
186
60
62
60
62
62
60
62
17664
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
TRANSCO ZONE 3 NG INDEX SWAP
Y6 FUT
JAN11
FEB11
MAR11
----------
TOTAL
Y6 FUT
----------
----------
----------
560
496
672 +
124
1292 +
UNCH
560
UNCH
310
224 +
124
658 +
UNCH
112
UNCH
560
TRANSCO ZONE 4 NAT GAS INDEX SWAP
B2 FUT
JAN11
FEB11
MAR11
----------
TOTAL
B2 FUT
----------
----------
----------
----------
0.3102
0.0025
----
0.0048
0.0025
UNCH
----------
----------
---112
----
112
112
TRANSCO ZONE 6 BASIS SWAP
NZ FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
----------------------------------------------------------------------------------------------------------
TOTAL
NZ FUT
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
3.4700
0.8150
0.3525
0.3525
0.3525
0.3525
0.3525
0.3525
0.3525
0.5800
1.7375
3.1725
2.7625
0.8250
0.3400
0.3400
0.3400
0.3400
0.3400
0.3400
0.3400
0.5000
1.5025
2.7450
2.3900
0.7125
0.3200
0.3200
0.3200
0.3200
0.3200
0.3200
0.3200
0.4275
1.2825
+
+
+
+
+
+
+
-
0.0875
0.0725
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0150
0.0500
0.0975
0.0850
0.0250
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0025
0.0050
0.0125
0.0100
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0025
0.0050
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
2125
2371
1425
1433
1921
2083
2097
1630
1393
982
993
720
704
720
332
394
412
454
434
372
294
392
396
382
336
342
220
220
220
220
220
220
220
220
220
27117
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
0.0275
0.0125
0.0150
0.0150
0.0150
0.0150
0.0150
0.0150
0.0150
0.0225
0.0225
0.0225
0.0225
0.0225
0.0200
0.0200
0.0200
0.0200
0.0200
0.0200
0.0200
0.0200
0.0200
0.0200
0.0200
0.0200
0.0125
0.0125
0.0125
0.0125
0.0125
0.0125
0.0125
0.0150
0.0150
0.0150
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0050
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
1176
868
630
651
630
651
651
630
651
360
372
558
522
558
480
496
480
496
496
480
496
180
186
434
392
434
420
434
420
434
434
420
434
420
434
186
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
TRANSCO ZONE4 BASIS SWAP
TR FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
IT IS
61
61
Side 28
Side 28

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
Mon, Jan 24, 2011
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
TR FUT
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
----------------------------------
TOTAL
TR FUT
----------------------------------
----------------------------------
----------------------------------
----------------------------------
0.0150
0.0150
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
+
+
+
+
+
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------
----------------------------------
----------------------------------
168
186
180
186
180
186
186
180
186
180
186
19998
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------
-------------------------------------------------
-0.0450
-0.0525
-0.0600
-0.0600
-0.0600
-0.0600
-0.0600
-0.0600
-0.0600
-0.0675
-0.0675
-0.0675
-0.0675
-0.0675
-0.0675
-0.0675
+
+
+
+
+
+
+
+
+
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
0.0025
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
112
124
210
217
210
217
217
210
217
60
62
60
62
62
60
62
2162
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------
----------
0.4402
---0.0025
0.0113
UNCH
UNCH
----------
----------
---588
----
1178
1848 +
434
3460 +
UNCH
392
UNCH
3828 3783 +
2965
3553 +
2965
2700 2834
2748
2834
1830
2007
2640
2104
2240
1644
1894
1644
1694
1694
1644
1674
2072
1767
409
576
409
354
365
354
365
365
354
365
324
334
93
84
93
90
93
90
93
93
90
93
90
93
60427 -
158
124
UNCH
94
UNCH
134
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
558
558
UNCH
TRUNKLINE LA BASIS SWAP
NU FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
-------------------------------------------------
TOTAL
NU FUT
-------------------------------------------------
-------------------------------------------------
VENTURA INDEX FUTURE
VI FUT
JAN11
FEB11
MAR11
----------
TOTAL
VI FUT
----------
----------
588
392
WAHA BASIS
NW FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
----------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
NW FUT
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
-0.2125
-0.2875
-0.2650
-0.2650
-0.2650
-0.2650
-0.2650
-0.2650
-0.2650
-0.2800
-0.2800
-0.2800
-0.2800
-0.2800
-0.2925
-0.2925
-0.2925
-0.2925
-0.2925
-0.2925
-0.2925
-0.2975
-0.2975
-0.2975
-0.2975
-0.2975
-0.3075
-0.3075
-0.3075
-0.3075
-0.3075
-0.3075
-0.3075
-0.3125
-0.3125
-0.3125
-0.3125
-0.3125
-0.3325
-0.3325
-0.3325
-0.3325
-0.3325
-0.3325
-0.3325
-0.3050
-0.3050
+
+
+
+
+
+
+
+
+
-
0.0125
0.0125
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
0.0025
0.0025
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0100
0.0100
0.0100
0.0100
0.0100
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0050
0.0125
0.0125
0.0125
0.0125
0.0125
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0075
0.0175
0.0175
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
1288
266
---320
---352
----------------------------------------------------------------------------------------------------------------------------
2226
74
WAHA INDEX SWAP FUTURE
IY FUT
JAN11
----
TOTAL
IY FUT
----
----
----
----
0.4789
0.0024
----
----
----
PETROLEUM FUTURES PRODUCTS
GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
1% FUEL OIL (PLT) CARG CIF MED
1W FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
OPEN
OUTCRY
OPEN RANGE
-------------------
-------------------
-------------------
-------------------
-------------------
521.100
528.417
531.997
529.937
531.017
531.797
+
+
+
+
+
+
0.587
1.889
2.209
1.629
1.699
1.369
-------------------
-------------------
-------------------
8
8
8
6
6
6
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 29
Side 29

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
1W FUT
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------
TOTAL
1W FUT
-------------------
-------------------
-------------------
-------------------
532.217
533.437
534.607
534.657
535.717
536.627
+
+
+
+
+
+
0.659
0.919
1.129
0.559
0.419
0.219
-------------------
-------------------
-------------------
1
1
1
1
1
1
48
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------
518.563
523.983
527.063
527.003
530.083
532.613
534.033
536.003
538.923
539.723
540.783
542.693
546.353
547.753
547.593
550.173
549.963
549.803
553.893
553.733
553.573
556.163
556.003
555.783
562.913
562.643
562.373
562.103
561.833
561.453
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.687
1.384
2.204
1.874
1.944
1.614
0.904
1.164
1.374
0.804
0.664
0.464
0.424
0.384
0.374
0.354
0.354
0.464
0.244
0.304
0.354
0.404
0.514
0.554
0.464
0.464
0.464
0.464
0.464
0.464
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
55
55
55
35
35
35
12
12
12
21
21
21
1
1
1
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
393
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
7.720
6.250
6.250
6.250
6.250
6.250
6.250
6.250
6.250
6.250
6.250
6.250
+
+
+
+
+
+
+
+
+
+
+
0.300
UNCH
0.250
1.000
1.000
1.000
1.000
1.000
1.000
0.500
0.500
0.500
-------------------------------------
-------------------------------------
-------------------------------------
10
10
10
9
9
9
9
9
9
10
10
10
114
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----
-16.760
0.450
----
----
----
10
10
UNCH
----
-10.231
0.404
----
----
----
42
42
UNCH
-------------------------------------
1503.250
1475.000
1476.000
1456.000
1457.000
1457.000
1431.000
1433.000
1435.000
1440.000
1441.000
1443.000
+
+
+
+
+
+
+
0.600
8.000
9.000
2.000
3.000
5.000
2.000
2.000
3.000
3.000
4.000
4.000
-------------------------------------
-------------------------------------
---------10
10
10
-------------------
240
250
250
180 180 180 60
60
60
70
70
70
1670 -
UNCH
UNCH
UNCH
10
10
10
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
405
299 +
270 +
278 +
270 +
183
183
180
276
270
276
31
29
31
2981 +
UNCH
41
100
103
100
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1
2
2
2
2
2
11
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1% FUEL OIL (PLT) CARG CIF NWE
1X FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
-------------------------------------------------------------------------------------------
TOTAL
1X FUT
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
1% FUEL OIL RDM VS 1% OIL NWE PLTS
33 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
33 FUT
-------------------------------------
-------------------------------------
-------------------------------------
3.5% FUEL OIL (PLATTS) FOB RDA SWAP
BOB FUT
JAN11
----
TOTAL
BOB FUT
----
----
3.5% FUEL OIL RDAM VS
63 FUT
13JAN11 ----
TOTAL
GLOBEX
HIGH/LOW
Mon, Jan 24, 2011
----
----
----
FOB MED BALM

----
63 FUT
ARGUS BIODIESEL RME FOB RDAM S
1A FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
1A FUT
-------------------------------------
-------------------------------------
-------------------------------------
30
30
ARGUS LLS VS. WTI (ARG) TRD M
E5 FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
-------------------------------------------
TOTAL
E5 FUT
-------------------------------------------
-------------------------------------------
-------------------------------------------
-------------------------------------------
6.97
9.00
7.52
6.77
5.13
5.07
4.71
4.47
4.41
4.41
4.41
4.48
4.48
4.48
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.11
1.14
1.25
1.20
0.11
0.07
0.01
0.06
0.06
0.06
0.06
0.06
0.06
0.06
-------------------------------------------
-------------------------------------------
---41
100
103
100
----------------------------
344
344
CHICAGO UNL GAS PL VS RBOB SPR
3C FUT
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
-------------------
TOTAL
3C FUT
7X FUT
04JAN11 ----
-------------------
-------------------
-------------------
-------------------
-0.0847
-0.0599
-0.0499
-0.0449
-0.0399
-0.0348
+
+
+
+
+
+
0.0100
0.0100
0.0099
0.0099
0.0098
0.0098
-------------------
-------------------
-------------------
----
30.988
0.525
----
----
----
DIESEL 10P BRG FOB RDM VS ICEBL

----
----
----
25
UNCH
IT IS
61
61
Side 30
Side 30

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
7X FUT
05JAN11
12JAN11
17JAN11
18JAN11
-------------
TOTAL
7X FUT
-------------
-------------
-------------
-------------
31.158
30.750
30.409
30.350
+
+
+
+
0.553
0.750
0.954
1.050
-------------
-------------
-------------
5
5
20
5
60
UNCH
UNCH
UNCH
UNCH
-------------------
40.083
42.813
45.688
44.813
44.813
44.813
+
-
0.038
2.462
1.837
1.212
1.212
1.212
-------------------
-------------------
-------------------
10
10
10
5
5
5
45
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
28.69
28.00
27.75
27.50
27.25
27.00
26.75
26.50
26.75
27.00
27.25
27.50
27.00
27.38
27.38
27.00
27.00
27.00
27.00
27.00
27.00
27.75
27.75
27.75
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.47
0.75
0.50
0.25
0.25
UNCH
UNCH
UNCH
UNCH
0.25
0.25
0.50
0.50
0.50
0.50
0.50
0.50
0.50
0.50
0.50
0.50
0.50
0.50
0.50
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---30
40
20
20
20
---------20
20
20
-------------------------------------
422
830
442 +
177 +
177 +
177 +
37
37
37
73 +
73 +
73 +
10
10
10
10
10
10
10
10
10
10
10
10
2675 +
UNCH
UNCH
40
20
20
20
UNCH
UNCH
UNCH
18
18
18
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
DIESEL 10PPM UK CIF NWE V GAS
S8 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
-------------------
TOTAL
S8 FUT
-------------------
-------------------
-------------------
EAST/WEST FUEL OIL SPREAD SWAP
EW FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
EW FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
190
154
EIA FLAT TAX ONHWAY DIESEL SWP
A5 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
-------------------
TOTAL
A5 FUT
-------------------
-------------------
-------------------
-------------------
3.3862
3.4756
3.5117
3.5245
3.5276
3.5396
+
-
0.0092
0.0287
0.0297
0.0365
0.0305
0.0255
-------------------
-------------------
-------------------
435
289
260
70
60
60
1174
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------
-------------
506.963
507.645
508.483
509.000
+
+
+
+
0.985
1.037
1.312
1.515
-------------
-------------
-------------
10
104
75
3
192
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
-11.52
-7.75
-4.75
-3.50
-3.50
-3.50
-2.50
-2.50
-2.50
-2.50
-2.50
-2.50
+
+
+
+
+
+
+
+
+
+
+
+
0.27
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
-------------------------------------
143
195
10
10
10
10
10
10
10
10
10
10
438
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
834.67
854.97
860.87
862.21
864.27
867.05
865.63
868.75
871.07
875.67
876.68
879.05
+
+
+
+
+
+
+
+
+
+
+
+
2.03
4.29
4.67
4.94
5.12
5.12
5.80
5.88
5.88
5.25
5.25
5.25
-------------------------------------
-------------------------------------
-------------------------------------
29
19
19
10
10
10
10
10
10
10
10
10
157
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------
-------------------------------------------------------
30.99
32.63
35.13
34.25
34.25
34.25
29.88
29.88
29.88
33.25
33.25
33.25
30.75
30.75
30.75
30.75
30.75
30.75
+
-
0.53
1.12
1.00
1.13
1.13
1.13
0.62
0.62
0.62
1.25
1.25
1.25
1.13
1.13
1.13
1.13
1.13
1.13
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
EURO 3.5% FUEL OIL RDAM BALMO
KR FUT
04JAN11
05JAN11
11JAN11
13JAN11
-------------
TOTAL
KR FUT
-------------
-------------
EURO 3.5% FUEL OIL SPREAD
FK FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
FK FUT
-------------------------------------
-------------------------------------
EURO DIESEL 10PPM
GT FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
GT FUT
-------------------------------------
CAL SWAP
-------------------------------------
EURO DIESEL 10PPM VS ICE
ET FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
526
180
123
83
83
83
87
87
87
60
60
60
13
13
13
13
13
13
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 31
Side 31

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------
TOTAL
ET FUT
-------------------
OPEN
OUTCRY
HIGH/LOW
-------------------
EUROBOB GAS10PPM
7S FUT
17JAN11 ----
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
----
----
-------------------
-------------------
30.75
30.75
30.75
30.75
30.75
30.75
1.13
1.13
1.13
1.13
1.13
1.13
-------------------
-------------------
-------------------
13
13
13
13
13
13
1675
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----
----
858.818
0.546
----
----
----
UNCH
BALMO
6
7S FUT
EUROP NAPHTHA PLATTS CRCK SPR BALMO
43 FUT
04JAN11
05JAN11
07JAN11
10JAN11
11JAN11
12JAN11
24JAN11
----------------------
TOTAL
43 FUT
----------------------
----------------------
----------------------
----------------------
-0.540
-0.746
-1.104
-1.372
-1.483
-1.546
-2.120
0.168
0.177
0.198
0.210
0.225
0.240
NEW
----------------------
----------------------
------------------178
178
18
45
178
89
45
70
178 +
623 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
178
178
EUROPE 1% FUEL OIL NWE CALSWAP
UF FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
UF FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
507.04
512.25
515.33
515.27
518.35
520.88
522.30
524.27
527.19
527.99
529.05
530.96
534.62
536.02
535.86
538.44
538.23
538.07
542.16
542.00
541.84
544.43
544.27
544.05
551.18
550.91
550.64
550.37
550.10
549.72
549.39
549.01
548.63
548.26
547.98
547.82
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.81
1.49
2.31
1.98
2.05
1.72
1.01
1.27
1.48
0.91
0.77
0.57
0.53
0.49
0.48
0.46
0.46
0.57
0.35
0.41
0.46
0.51
0.62
0.66
0.57
0.57
0.57
0.57
0.57
0.57
0.51
0.45
0.45
0.45
0.39
0.34
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
396
422
352
246
281
336
423
215
215
201
201
201
137
132
132
89
89
92
70
70
70
72
72
62
25
25
25
25
25
25
23
23
23
23
23
23
4864
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
514.76
518.50
521.58
521.52
524.60
527.13
528.55
530.52
533.44
534.24
535.30
537.21
540.87
542.27
542.11
544.69
544.48
544.32
548.41
548.25
548.09
550.93
550.77
550.55
557.93
557.66
557.39
557.12
556.85
556.47
556.14
555.76
555.38
555.01
554.73
554.57
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.51
1.49
2.56
2.98
3.05
2.72
2.01
2.27
2.48
1.41
1.27
1.07
1.03
0.61
0.60
0.71
0.71
0.82
0.60
0.66
0.71
0.51
0.62
0.66
0.57
0.57
0.57
0.57
0.57
0.57
0.51
0.45
0.45
0.45
0.39
0.34
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
207
217
209
150
150
163
119
119
121
112
112
112
169
169
169
94
94
93
42
42
42
38
38
31
8
8
8
8
8
8
8
8
8
8
8
8
2908
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------
495.44
501.75
505.33
503.27
504.35
505.13
+
+
+
+
+
+
1.25
2.24
2.56
1.98
2.05
1.72
-------------------
-------------------
---20
20
----------
EUROPE 1% FUEL OIL RDAM CALSWAP
UH FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
UH FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
EUROPE 3.5% FUEL OIL MED CALSWAP
UI FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
GLOBEX
HIGH/LOW
PG61
ET FUT
TOTAL
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------
-------------------
-------------------
-------------------
38
25 +
25 +
5
5
5
UNCH
20
20
UNCH
UNCH
UNCH
IT IS
61
61
Side 32
Side 32

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
UI FUT
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------
TOTAL
UI FUT
-------------------
-------------------
-------------------
-------------------
505.55
506.77
507.94
507.99
509.05
509.96
+
+
+
+
+
+
1.01
1.27
1.48
0.91
0.77
0.57
-------------------
-------------------
-------------------
40
8
5
5
5
5
5
136 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1180
2424 +
979 +
425
379
421
284
288
281
419 +
419 +
410 +
208
176
176
111
111
114
106
106
106
149
149
149
34
34
34
14
14
14
23
23
23
24
24
30
5
5
5
5
5
5
5
5
5
5
5
5
9921 +
UNCH
25
98
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
15
15
15
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
40
EUROPE 3.5% FUEL OIL RDAM CALSWAP
UV FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
-------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
UV FUT
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
506.96
509.50
510.08
506.77
507.85
508.63
508.05
509.27
510.44
510.49
511.55
512.46
514.37
515.02
514.86
517.44
517.23
517.07
519.66
519.50
519.34
520.68
520.52
520.30
526.43
526.16
525.89
525.62
525.35
524.97
524.64
524.26
523.88
523.51
523.23
523.07
533.69
533.75
533.86
534.02
534.24
534.52
534.80
535.07
535.35
535.63
535.90
536.18
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.98
2.24
2.56
1.98
2.05
1.72
1.01
1.27
1.48
0.91
0.77
0.57
0.53
0.49
0.48
0.46
0.46
0.57
0.35
0.41
0.46
0.51
0.62
0.66
0.57
0.57
0.57
0.57
0.57
0.57
0.51
0.45
0.45
0.45
0.39
0.34
0.58
0.53
0.47
0.47
0.47
0.47
0.48
0.47
0.48
0.48
0.53
0.59
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
---178
185
20
20
20
2
2
2
20
20
20
-------------------------------------------------------------------------------------------------------------
489
168
EUROPE JET KERO NWE CALSWAP
UJ FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
----------------------------------------------
TOTAL
UJ FUT
----------------------------------------------
----------------------------------------------
----------------------------------------------
----------------------------------------------
883.94
900.84
904.24
906.46
908.52
911.30
914.25
917.37
919.69
921.42
922.43
924.80
928.55
929.17
928.57
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.45
0.91
1.67
2.44
2.62
2.62
2.92
3.00
3.00
4.00
4.00
4.00
4.50
4.50
4.33
----------------------------------------------
----------------------------------------------
----------------------------------------------
9
7
9
10
10
10
10
15
10
5
5
5
7
7
7
126
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
838.65
839.98
838.74
837.40
836.33
835.44
835.18
835.35
835.44
835.62
835.71
835.80
8.99
14.69
13.79
12.82
11.66
10.95
10.14
9.97
9.79
9.52
9.43
9.34
-------------------------------------
-------------------------------------
---13
5
9
9
9
5
5
5
----------
351
511 390 383 345 368 80 +
80 +
80 +
99
99
99
2885 -
UNCH
1
5
2
5
7
2
2
2
UNCH
UNCH
UNCH
4
22
37
13
3
5
5
3
6
4 +
102 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
3
EUROPE NAPHTHA CALSWAP
UN FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
UN FUT
-------------------------------------
-------------------------------------
60
14
EUROPEAN NAPHTHA BALMO
KZ FUT
04JAN11
05JAN11
06JAN11
07JAN11
10JAN11
11JAN11
12JAN11
17JAN11
21JAN11
24JAN11
-------------------------------
TOTAL
KZ FUT
-------------------------------
-------------------------------
-------------------------------
-------------------------------
854.925
854.526
853.819
853.176
852.812
852.716
851.946
849.385
842.534
840.957
4.139
4.357
4.600
4.870
5.175
5.520
5.914
7.527
11.828
13.799
-------------------------------
-------------------------------
---------------------------3
EUROPEAN NAPTHA CRACK SPREAD SWAP
EN FUT
JAN11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----
----
----
----
----
-2.29
0.73
----
----
----
2548
UNCH
IT IS
61
61
Side 33
Side 33

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
EN FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
----------------------------------------------------------------------
TOTAL
EN FUT
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
-2.25
-2.50
-2.85
-3.13
-3.33
-3.45
-3.52
-3.59
-3.66
-3.71
-3.73
-3.74
-3.73
-3.71
-3.68
-3.64
-3.59
-3.56
-3.52
-3.48
-3.45
-3.40
-3.35
0.70
0.66
0.62
0.55
0.50
0.46
0.49
0.51
0.52
0.53
0.53
0.53
0.50
0.48
0.46
0.43
0.40
0.39
0.36
0.34
0.32
0.29
0.26
----------------------------------------------------------------------
----------------------------------------------------------------------
224
---72
72
72
-------------------------------------------------------
440
2058
1528
1169 1091 1136 372
372
372
406
406
406
83
83
83
83
83
83
83
83
83
83
83
83
12860 -
UNCH
UNCH
22
22
22
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
310
270
300 +
180 +
190 +
180 +
130
130
130
20
20
20
40
40
40
10
10
10
2030 +
UNCH
UNCH
30
10
10
10
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1551
1518
1300
2159 +
2159 +
2209 +
855 +
855 +
855 +
956
956
956
183
183
183
158
158
158
158
158
158
158
158
158
18300 +
UNCH
UNCH
UNCH
32
32
32
70
70
70
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
66
FAME 0 (ARGUS) BIODSL FOB RTTRDM
2L FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
-------------------------------------------------------
TOTAL
2L FUT
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
1329.100
1323.000
1325.000
1322.000
1323.000
1325.000
1324.000
1327.000
1328.000
1329.000
1329.000
1331.000
1327.000
1328.000
1327.000
1321.000
1331.000
1332.000
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
1.100
3.000
1.000
3.000
2.000
3.000
2.000
3.000
4.000
7.000
6.000
6.000
11.000
12.000
11.000
11.000
7.000
7.000
-------------------------------------------------------
-------------------------------------------------------
------30
20
20
20
-------------------------------------
90
60
FUEL OIL CRACK VS ICE
FO FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
FO FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-16.76
-17.28
-17.52
-17.83
-17.94
-17.98
-17.96
-17.89
-17.83
-17.76
-17.69
-17.59
-17.28
-17.13
-17.13
-16.70
-16.70
-16.70
-16.29
-16.29
-16.29
-15.93
-15.93
-15.93
+
+
+
+
+
-
0.45
0.29
0.18
0.09
0.02
0.07
0.13
0.15
0.17
0.23
0.27
0.31
0.31
0.28
0.28
0.30
0.30
0.30
0.37
0.37
0.37
0.43
0.43
0.43
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---------32
32
32
100
100
100
----------------------------------------------
396
306
FUEL OIL NWE CRACK VS ICE
FI FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
FI FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-16.67
-15.96
-15.59
-15.80
-15.47
-15.17
-15.04
-14.82
-14.44
-14.40
-14.30
-14.02
-13.46
-13.22
-13.21
-12.77
-12.76
-12.75
-12.08
-12.08
-12.07
-11.63
-11.63
-11.62
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.41
1.19
1.25
1.13
1.08
1.00
0.84
0.83
0.82
0.70
0.65
0.61
0.59
0.59
0.60
0.60
0.60
0.60
0.56
0.55
0.55
0.55
0.55
0.55
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
417
417
417
347
347
347
267
267
267
170
170
170
20
20
20
20
20
20
20
20
20
20
20
20
3843
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------
0.08
2.75
5.25
8.50
10.50
12.25
+
+
+
0.17
0.75
0.25
UNCH
UNCH
UNCH
-------------------
-------------------
---10
25
----------
212
281 +
188 +
256
256
229
UNCH
10
4
UNCH
UNCH
UNCH
FUELOIL SWAP:CARGOES VS.BARGES
FS FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------
-------------------
-------------------
-------------------
IT IS
61
61
Side 34
Side 34

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
FS FUT
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------
TOTAL
FS FUT
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
14.25
15.00
16.75
17.50
17.50
18.50
20.25
21.00
21.00
21.00
21.00
21.00
22.50
22.50
22.50
23.75
23.75
23.75
24.75
24.75
24.75
24.75
24.75
24.75
24.75
24.75
24.75
24.75
24.75
24.75
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
35
174
174
174
161
161
161
80
80
80
45
45
45
40
40
40
42
42
42
17
17
17
17
17
17
17
17
17
17
17
17
3252 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
14
GAS EUROBOB (ARGUS) BALMO
7R FUT
04JAN11
05JAN11
06JAN11
07JAN11
10JAN11
11JAN11
12JAN11
13JAN11
17JAN11
20JAN11
-------------------------------
TOTAL
7R FUT
-------------------------------
-------------------------------
-------------------------------
-------------------------------
852.788
853.816
855.375
855.897
856.703
857.500
857.536
857.096
856.818
853.875
+
+
+
+
+
+
+
+
+
+
0.450
0.474
0.500
0.529
0.562
0.600
0.643
0.692
0.818
1.125
-------------------------------
-------------------------------
-------------------------------
10
65
17
21
4
6
2
9
29
10
173
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------
5.776
5.738
5.856
5.782
5.652
5.675
5.786
+
+
+
+
+
+
+
0.351
0.369
0.391
0.413
0.439
0.502
0.781
----------------------
----------------------
----------------------
25
125
50
17
101
30
19
367
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
5.776
5.581
5.841
8.653
8.302
7.912
7.372
6.582
5.672
2.720
2.490
2.290
+
-
0.351
0.616
0.616
0.605
0.596
0.536
0.556
0.526
0.485
0.496
0.446
0.506
-------------------------------------
-------------------------------------
---42
---42
42
42
-------------------
1643
1628
1266
2509 +
2394 +
2593 +
710
710
710
594
594
594
15945 +
UNCH
UNCH
UNCH
42
42
42
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
721
668 +
587 +
1019 610
465 95 +
81 +
166 +
72 +
75
80
4639 +
UNCH
7
5
2
UNCH
10
9
10
15
5
UNCH
UNCH
GAS EUROBOB (ARGUS) CRK BALMO
7I FUT
04JAN11
05JAN11
06JAN11
07JAN11
10JAN11
12JAN11
19JAN11
----------------------
TOTAL
7I FUT
----------------------
----------------------
----------------------
GAS EURO-BOB OXY (ARG) CRACK
7K FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
7K FUT
-------------------------------------
-------------------------------------
-------------------------------------
168
126
GAS EURO-BOB OXY (ARG) NEW BRG
7H FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
7H FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
852.788
858.416
861.416
886.416
884.666
882.166
878.166
872.166
865.166
841.166
839.666
838.166
+
-
0.450
6.044
5.629
5.049
4.629
3.964
3.964
3.464
2.879
2.799
2.299
2.799
-------------------------------------
-------------------------------------
---83
15
67
42
17
15
15
35
5
5
5
304
39
GASOIL 0.1 CARGOES CIF NEW
TW FUT
JAN11
FEB11
-------
TOTAL
TW FUT
-------
-------
-------
-------
808.530
826.590
+
+
1.650
5.160
-------
-------
-------
25
14
39
UNCH
UNCH
-------------------------------------
-------------------------------------
810.918
829.590
830.990
833.220
835.290
838.090
841.060
844.200
846.530
847.770
848.790
851.180
+
+
+
+
+
+
+
+
+
+
+
+
1.650
5.285
5.670
6.070
6.250
6.250
6.420
6.500
6.500
6.500
6.500
6.500
-------------------------------------
-------------------------------------
-------------------------------------
8
8
8
3
3
3
3
3
3
5
5
5
57
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----
4.850
0.150
----
----
----
GASOIL 0.1 CIF MED SWAP
Z4 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
Z4 FUT
-------------------------------------
-------------------------------------
GASOIL 0.1 CIF NWE VS ISE SWAP
TU FUT
JAN11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----
----
----
----
20
UNCH
IT IS
61
61
Side 35
Side 35

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
----------------------------------------------------------------------
TOTAL
TU FUT
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
4.250
4.500
2.625
2.625
2.625
1.875
1.875
1.875
2.875
2.875
2.875
3.000
3.000
3.000
3.000
3.000
3.000
3.000
3.000
3.000
3.000
3.000
3.000
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.250
0.750
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
25
20
20
20
20
20
20
20
20
20
20
3
3
3
3
3
3
3
3
3
3
3
3
281
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----
6.308
0.231
----
----
----
UNCH
GASOIL 0.1 CIF VS ICE GAS BLMO
8W FUT
13JAN11 ----
----
----
----
8W FUT
GASOIL 0.1 RDAM BRGS VS ICE
WQ FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
-------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
WQ FUT
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-6.025
-5.688
-5.375
-5.750
-5.750
-5.750
-6.188
-6.188
-6.188
-5.500
-5.500
-5.500
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-4.563
-5.063
-5.063
-5.063
-5.063
-5.063
-5.063
-5.063
-5.063
-5.063
-5.063
-5.063
-5.063
+
+
+
+
+
+
-
0.750
0.250
0.062
UNCH
UNCH
UNCH
0.063
0.063
0.063
0.063
0.063
0.063
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
0.125
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
---5
---5
5
5
---------10
10
10
-------------------------------------------------------------------------------------------------------------
50
509
465 +
452
235 +
235 +
235 +
195
195
195
204 +
204 +
204 +
56
56
56
56
56
56
46
46
46
46
46
46
10
10
10
10
10
10
10
10
10
10
10
10
5
5
5
5
5
5
5
5
5
5
5
5
4120 +
UNCH
5
UNCH
5
5
5
UNCH
UNCH
UNCH
10
10
10
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
159
97 +
86
186
201
196
140
115
115
68
71
68
83
68
68
48
48
50
10
10
10
5
5
3
2
2
UNCH
3
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
50
GASOIL 0.1 ROTTERDAM BARGES SW
VL FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
GLOBEX
HIGH/LOW
PG61
TU FUT
TOTAL
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
797.655
816.653
820.365
822.210
824.270
827.050
829.563
832.683
835.003
836.920
837.930
840.300
842.988
843.608
843.008
842.198
841.418
842.358
844.048
845.728
846.998
847.928
848.698
848.938
848.938
848.938
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.750
5.160
5.607
6.070
6.250
6.250
6.358
6.438
6.438
6.562
6.562
6.562
6.375
6.375
6.205
6.285
6.375
6.545
6.785
6.875
6.875
6.875
6.705
6.625
6.625
6.625
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
---3
---------------------3
3
3
-------------------------------------------
IT IS
61
61
Side 36
Side 36

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
VL FUT
MAR13
APR13
MAY13
JUN13
-------------
TOTAL
VL FUT
-------------
-------------
-------------
-------------
849.098
849.348
849.608
849.848
+
+
+
+
6.625
6.625
6.625
6.625
-------------
-------------
-------------
12
2
5
5
5
1931 +
UNCH
UNCH
UNCH
UNCH
3
GASOIL 0.1CIF MED VS ICE GAS
Z5 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
Z5 FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
7.238
7.250
5.250
5.000
5.000
5.000
2.625
2.625
2.625
3.625
3.625
3.625
+
+
-
0.150
0.125
UNCH
0.250
0.250
0.250
0.125
0.125
0.125
0.125
0.125
0.125
-------------------------------------
-------------------------------------
-------------------------------------
50
61
57
39
39
39
30
30
30
20
20
20
435
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
37.038
39.500
42.375
41.500
41.500
41.500
37.500
37.500
37.500
41.125
41.125
41.125
38.500
38.500
38.500
38.500
38.500
38.500
38.500
38.500
38.500
38.500
38.500
38.500
0.162
2.500
1.875
1.250
1.250
1.250
0.750
0.750
0.750
0.875
0.875
0.875
1.375
1.375
1.375
1.375
1.375
1.375
1.375
1.375
1.375
1.375
1.375
1.375
-------------------------------------------------------------------------
-------------------------------------------------------------------------
------15
----------------------------------------------------------------
159
152 173 +
91
91
91
77
77
77
67
66
66
1
1
1
1
1
1
1
1
1
1
1
1
1199 +
UNCH
5
10
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
GASOIL 10PPM VS ICE SWAP
TP FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
TP FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
15
GASOIL BULLET SWAP
BG FUT
FEB11
APR11
MAY11
JUN11
DEC11
JUN12
-------------------
TOTAL
BG FUT
-------------------
-------------------
-------------------
-------------------
819.25
826.50
828.75
830.75
843.75
845.75
+
+
+
+
+
+
5.25
5.75
6.25
6.25
6.50
6.50
-------------------
-------------------
-------------------
5
28
7
54
27
27
148
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
803.68
822.34
825.74
827.96
830.02
832.80
835.75
838.87
841.19
842.42
843.43
845.80
847.55
848.17
847.57
846.76
845.98
846.92
848.61
850.29
851.56
852.49
853.26
853.50
853.50
853.50
853.66
853.91
854.17
854.41
854.50
854.16
854.31
854.85
855.50
855.75
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
1.50
5.41
5.67
6.07
6.25
6.25
6.42
6.50
6.50
6.50
6.50
6.50
6.50
6.50
6.33
6.41
6.50
6.67
6.91
7.00
7.00
7.00
6.83
6.75
6.75
6.75
6.75
6.75
6.75
6.75
6.75
6.75
6.75
6.75
6.75
6.75
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
---3
3
3
3
3
---------3
3
3
-------------------------------------------------------------------------
384
273 +
245 +
322 337 277 171
160
181
163
178
178
98
96
96
66
66
68
57
57
57
51
51
74
2
2
2
5
5
5
2
2
2
2
2
2
3739 +
UNCH
3
1
1
1
1
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1980
1830
1930
2247 2247 2257 1774
1761
1761
1320
UNCH
UNCH
UNCH
37
37
37
UNCH
UNCH
UNCH
UNCH
GASOIL CALENDAR SWAP
GX FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
GX FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
24
GASOIL CRACK SPREAD CALENDAR SWAP
GZ FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------
-------------------------------
-------------------------------
-------------------------------
-------------------------------
11.36
13.75
14.10
14.20
14.31
14.59
14.89
15.22
15.45
15.53
+
+
+
+
+
+
+
+
+
+
0.48
1.67
1.65
1.64
1.60
1.57
1.54
1.50
1.46
1.43
-------------------------------
-------------------------------
---------74
74
74
10
10
10
----
IT IS
61
61
Side 37
Side 37

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
GZ FUT
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------
TOTAL
GZ FUT
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
15.60
15.89
16.12
16.22
16.17
16.10
16.03
16.19
16.45
16.70
16.90
17.06
17.19
17.26
17.30
17.35
17.43
17.51
17.59
17.70
17.77
17.79
17.88
18.02
18.16
18.23
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
1.40
1.39
1.39
1.39
1.37
1.39
1.40
1.40
1.43
1.43
1.42
1.41
1.37
1.34
1.33
1.33
1.34
1.34
1.33
1.34
1.35
1.35
1.35
1.35
1.36
1.38
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
252
1460
1320
1308
1308
1308
731
731
731
754
754
754
672
672
672
160
160
160
160
160
160
160
160
160
160
160
160
34202 -
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
400
419
419
624
624
624
435 +
435 +
435 +
352
352
352
5471 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
6
6
6
UNCH
UNCH
UNCH
100
900 +
100
1100 +
UNCH
100
UNCH
111
GASOIL MINI CALENDAR SWAP
QA FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
QA FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
803.680
822.340
825.740
827.960
830.020
832.800
835.750
838.870
841.190
842.420
843.430
845.800
+
+
+
+
+
+
+
+
+
+
+
+
1.500
5.410
5.670
6.070
6.250
6.250
6.420
6.500
6.500
6.500
6.500
6.500
-------------------------------------
-------------------------------------
------------------6
6
6
6
6
6
36
18
GASOLINE UP-DOWN (ARGUS) SWAP
UZ FUT
JAN11
FEB11
MAR11
----------
TOTAL
UZ FUT
----------
----------
----------
----------
-0.0484
-0.0475
-0.1100
+
+
-
0.0005
UNCH
0.0025
----------
----------
---100
----
100
100
GASOLINE UP-DOWN BALMO SWP
1K FUT
05JAN11
06JAN11
10JAN11
12JAN11
-------------
TOTAL
1K FUT
-------------
-------------
-------------
-------------
-0.0494
-0.0492
-0.0505
-0.0498
+
+
+
+
0.0008
0.0008
0.0009
0.0011
-------------
-------------
-------------
150
100
188
163
601
UNCH
UNCH
UNCH
UNCH
-------------
-0.0053
-0.0054
-0.0053
-0.0053
+
+
+
+
0.0035
0.0036
0.0036
0.0036
-------------
-------------
-------------
1
1
1
1
UNCH
UNCH
UNCH
UNCH
GRP THREE ULSD(PLT)VS HEAT OIL
A6 FUT
JAN11
FEB11
MAR11
APR11
-------------
TOTAL
A6 FUT
-------------
-------------
-------------
GULF COAST 3% FUEL OIL BALMO
VZ FUT
04JAN11
05JAN11
06JAN11
10JAN11
12JAN11
13JAN11
14JAN11
18JAN11
21JAN11
----------------------------
TOTAL
VZ FUT
----------------------------
----------------------------
----------------------------
----------------------------
78.422
78.516
78.514
78.588
78.523
78.460
78.420
78.302
78.157
+
+
+
+
+
+
+
+
+
0.083
0.088
0.093
0.106
0.122
0.132
0.144
0.158
0.227
----------------------------
----------------------------
----------------------------
279
1369
1170
950
50
19
200
250
100
4387
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----
2.5924
0.0079
----
----
----
13
13
UNCH
-------------------------------------------------------------------------
-0.0040
0.0125
0.0325
0.0490
0.0490
0.0490
0.0525
0.0525
0.0525
0.0160
0.0160
0.0160
0.0250
0.0250
0.0250
0.0525
0.0525
0.0525
0.0575
0.0575
0.0575
0.0200
0.0200
0.0200
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.0016
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
1583
2088
1503
1777
1702
1732
637
637
637
865
885
885
420
420
420
320
320
320
320
320
320
320
320
320
19071
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
GULF COAST JET FUEL CLNDR SWAP
GE FUT
JAN11
----
TOTAL
GE FUT
----
----
----
GULF COAST JET VS NYM 2 HO SPRD SWP
ME FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
ME FUT
MF FUT
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
GULF COAST NO.6 FUEL OIL 3.0%S SWAP
IT IS
61
61
Side 38
Side 38

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
MF FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
MF FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
78.40
78.80
78.70
78.72
78.82
78.92
79.03
79.18
79.33
79.48
79.63
79.78
79.95
80.10
80.25
80.40
80.50
80.60
80.70
80.80
80.85
80.90
80.95
81.00
+
-
0.08
0.17
0.23
0.28
0.31
0.35
0.37
0.37
0.37
0.37
0.37
0.37
0.38
0.30
0.30
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---1337
1108
400
350
150
100
100
100
----------------------------------------------
3645
7991
13626 +
5626 2574 2168 +
2220 +
1414 +
1414 +
1414 +
1859
1860
2373
33
33
33
33
33
33
33
33
33
58
58
51
45003 +
UNCH
417
23
200
50
50
100
100
100
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
5946
7745 +
2378 +
955
714
715
944
944
944
485
485
485
35
35
35
35
35
35
35
35
35
210
210
210
23685 +
UNCH
454
25
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
322
188
97 +
414 +
434 +
429 +
24 +
28 +
28 +
27 +
10 +
19 +
52 +
52 +
50
50
50
50
50
50
50
50
50
50
2624 +
UNCH
UNCH
2
2
2
2
2
2
2
2
2
2
2
2
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
175
325
325
150 +
150 +
150 +
100
100
100
100
100
100
75
75
75
75
75
75
75
75
75
75
75
75
2775 +
UNCH
UNCH
UNCH
50
50
50
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
594
GULF COAST NO.6 FUEL OIL CRACK SWAP
MG FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
MG FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-11.11
-9.42
-11.28
-12.67
-13.46
-14.05
-14.40
-14.61
-14.84
-15.01
-15.12
-15.10
-14.99
-14.89
-14.79
-14.70
-14.63
-14.50
-14.37
-14.24
-14.20
-14.18
-14.14
-14.01
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.45
1.04
0.85
0.73
0.69
0.62
0.56
0.51
0.46
0.40
0.35
0.33
0.31
0.37
0.35
0.38
0.37
0.35
0.34
0.35
0.33
0.32
0.31
0.31
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---624
275
25
25
25
-------------------------------------------------------
974
479
GULF COAST ULSD CALENDAR SWAP
LY FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
LY FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
2.5912
2.6206
2.6351
2.6345
2.6376
2.6496
2.6584
2.6741
2.6909
2.7106
2.6971
2.6851
2.7261
2.7176
2.6971
2.7106
2.7001
2.7031
2.7171
2.7296
2.7431
2.7136
2.7266
2.7411
0.0095
0.0287
0.0297
0.0365
0.0305
0.0255
0.0271
0.0255
0.0240
0.0171
0.0165
0.0167
0.0162
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
-------------------------------------------------------------------------
-------------------------------------------------------------------------
------2
2
2
2
2
2
2
2
2
2
2
2
-------------------------------
24
24
GULF COAST ULSD CRACK SPREAD
GY FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
GY FUT
1G FUT
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
19.32
21.85
20.69
19.26
18.50
18.31
18.24
18.54
18.86
19.37
18.54
17.91
19.56
19.15
18.24
18.75
18.27
18.44
19.07
19.60
20.16
18.90
19.44
20.12
+
+
+
+
+
+
-
0.02
0.01
0.17
0.52
0.28
0.11
0.19
0.18
0.17
0.07
0.03
0.01
UNCH
0.01
0.01
0.02
0.05
0.05
0.05
0.06
0.08
0.09
0.09
0.10
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---------50
50
50
-------------------------------------------------------
150
150
HEATING OIL BALMO CLNDR SWP
IT IS
61
61
Side 39
Side 39

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
07JAN11 ---10JAN11 ----
TOTAL
OPEN
OUTCRY
HIGH/LOW
-------
-------
-------
2.6140
2.6220
0.0110
0.0130
-------
-------
-------
10
30
40
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
0.0279
-0.0050
-0.0239
-0.0366
-0.0426
-0.0420
-0.0401
-0.0344
-0.0250
-0.0117
-0.0009
0.0045
0.0024
-0.0081
-0.0267
-0.0406
-0.0486
-0.0486
-0.0450
-0.0378
-0.0284
-0.0184
-0.0078
0.0059
0.0143
0.0485
0.0478
0.0459
0.0440
0.0425
0.0416
0.0403
0.0388
0.0379
0.0372
0.0375
0.0370
0.0365
0.0360
0.0362
0.0365
0.0370
0.0378
0.0380
0.0381
0.0381
0.0375
0.0373
-------------------------------------------------------------------------
-------------------------------------------------------------------------
------25
----------------------------------------------------------------
632
682
757 +
507
507
507
840
840
840
740
740
840
50
50
50
50
50
50
50
50
50
50
50
50
9032 +
UNCH
UNCH
25
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
HEATING OIL VS ICE GASOIL
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
HA FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
25
25
ICE GASOIL BALMO SWAP
U9 FUT
10JAN11 ----
----
----
----
----
812.188
1.969
----
----
----
U9 FUT
JAPAN C&F NAPHTHA SWAP
JA FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
JA FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
860.70
859.70
857.20
855.20
853.70
852.70
852.20
851.95
851.95
851.95
851.95
851.95
5.10
5.10
5.10
5.10
5.10
4.85
4.35
3.85
3.35
3.35
3.35
3.35
-------------------------------------
-------------------------------------
---49
30
15
5
5
-------------------
104
459
526 +
325 +
110 +
100 +
90 +
29
29
29
15
15
15
1742 +
UNCH
1
30
15
5
5
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
56
JAPAN NAPHTHA BALMO SWAP
E6 FUT
05JAN11
06JAN11
07JAN11
11JAN11
12JAN11
----------------
TOTAL
E6 FUT
----------------
----------------
----------------
----------------
869.621
869.072
868.194
868.253
868.709
0.826
0.872
0.924
1.047
1.121
----------------
----------------
----------------
22
13
7
8
14
64
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
62.470
59.967
59.967
59.967
59.967
59.967
59.967
59.967
59.967
60.467
60.467
60.467
0.900
4.444
3.944
3.569
3.569
3.569
3.444
3.444
3.444
2.444
2.444
2.444
-------------------------------------
-------------------------------------
-------------------------------------
16
16
16
6
6
6
6
6
6
6
6
6
102
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
76.92
74.32
74.32
74.32
77.10
74.32
74.32
74.32
74.32
74.82
74.82
74.82
76.82
76.82
76.82
76.82
76.82
76.82
76.82
76.82
76.82
76.82
76.82
76.82
+
-
0.15
4.41
3.91
3.54
3.54
3.54
3.41
3.41
3.41
2.41
2.41
2.41
1.91
1.91
1.91
1.91
1.91
1.91
1.91
1.91
1.91
1.91
1.91
1.91
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
16
21
16
1
4
7
1
1
1
6
6
6
1
1
1
1
1
1
1
1
1
1
1
1
98
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------
----------------------
80.26
78.50
78.50
78.50
78.50
78.50
78.50
1.05
4.50
4.00
3.63
3.63
3.63
3.50
----------------------
----------------------
---10
2
-------------
323
262 +
271
186
191
208
100
UNCH
5
UNCH
UNCH
UNCH
UNCH
UNCH
JET AVIA FUEL(PLTT) FOB V. ICE
1V FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
1V FUT
-------------------------------------
-------------------------------------
-------------------------------------
JET BARGES VS ICE GASOIL SWAP
JR FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
JR FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
JET CIF NWE VS ICE
JC FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
-------
PG61
GLOBEX
HIGH/LOW
1G FUT
HA FUT
TOTAL
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------
----------------------
----------------------
IT IS
61
61
Side 40
Side 40

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
Mon, Jan 24, 2011
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
JET CIF NWE VS ICE
JC FUT
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
----------------------------------------------------
TOTAL
JC FUT
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
78.50
78.50
79.00
79.00
79.00
81.00
81.00
81.00
81.00
81.00
81.00
81.00
81.00
81.00
81.00
81.00
81.00
3.50
3.50
2.50
2.50
2.50
2.00
2.00
2.00
2.00
2.00
2.00
2.00
2.00
2.00
2.00
2.00
2.00
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
12
100
103
77
77
77
10
10
10
10
10
10
4
4
4
4
4
4
2059 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
5
JET FUEL CRG CIF NEW VS ICE BLM
6X FUT
06JAN11
14JAN11
17JAN11
18JAN11
19JAN11
20JAN11
-------------------
TOTAL
6X FUT
-------------------
-------------------
-------------------
-------------------
80.514
79.958
80.091
80.000
79.833
79.656
1.167
1.750
1.909
2.100
2.334
2.625
-------------------
-------------------
-------------------
3
15
10
10
20
5
63
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------
-------------
---0.0013
-0.0005
-0.0032
+
+
+
0.0017
0.0018
0.0022
0.0025
-------------
-------------
-------------
225
100
175
58
558
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
-0.0047
0.0125
0.0325
0.0490
0.0490
0.0490
0.0525
0.0525
0.0525
0.0160
0.0160
0.0160
+
+
+
+
+
+
+
+
+
+
+
+
0.0014
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
-------------------------------------
300
450
500
200
200
200
45
45
45
195
395
395
2970
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------
0.0117
0.0589
0.0988
0.0960
0.0960
0.0965
0.1051
0.1059
0.1068
+
+
+
+
+
+
+
+
+
0.0017
0.0007
0.0007
0.0009
0.0010
0.0011
0.0012
0.0013
0.0014
----------------------------
----------------------------
----------------------------
1050
730
675
375
375
375
225
225
225
4255
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------
-0.0549
0.0750
0.0267
0.0818
0.0819
0.0817
0.1031
+
+
+
+
+
+
0.0202
0.0062
0.0067
0.0067
0.0068
0.0068
0.0068
----------------------
----------------------
---100
----------------
450
1075 +
775
325
325
325
0
3275 +
UNCH
100
UNCH
UNCH
UNCH
UNCH
UNCH
400
335 +
350
540 +
540 +
540 +
15
15
15
2750 +
UNCH
10
UNCH
25
25
25
UNCH
UNCH
UNCH
JET FUEL UP-DOWN BALMO CLNDR S
1M FUT
05JAN11
06JAN11
11JAN11
13JAN11
-------------
TOTAL
1M FUT
-------------
-------------
JET UP-DOWN(ARGUS) SWAP
JU FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
JU FUT
-------------------------------------
-------------------------------------
LA CARB DIESEL (OPIS) SWAP
KL FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
----------------------------
TOTAL
KL FUT
----------------------------
----------------------------
----------------------------
LA CARBOB GASOLINE(OPIS)SWAP
JL FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
FEB12
----------------------
TOTAL
JL FUT
----------------------
----------------------
----------------------
100
100
LA JET (OPIS) SWAP
JS FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
----------------------------
TOTAL
JS FUT
----------------------------
----------------------------
----------------------------
----------------------------
0.0306
0.0450
0.0750
0.1174
0.1174
0.1178
0.1266
0.1274
0.1282
+
+
+
+
+
+
+
+
+
0.0093
0.0033
0.0034
0.0016
0.0017
0.0018
0.0019
0.0019
0.0020
----------------------------
----------------------------
---150
---75
75
75
----------
375
85
LA JET FUEL VS NYM NO 2 HO SPRD SWP
MQ FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
-------------------
TOTAL
MQ FUT
-------------------
-------------------
-------------------
-------------------
0.0223
0.0450
0.0750
0.1174
0.1174
0.1178
+
+
+
+
+
+
0.0035
0.0033
0.0034
0.0016
0.0017
0.0018
-------------------
-------------------
-------------------
25
25
25
25
25
25
150
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------
838.647
839.982
8.989
14.685
-------
-------
---14
103
82 185 -
UNCH
14
113
113
128
102
102
102
660
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
MIN EURO NPHTHA CIF NWE SWAP
MNC FUT
JAN11
FEB11
-------
TOTAL
MNC FUT
-------
-------
-------
14
14
MIN JETKERO CRGOS CIF NWE VS GASOIL
MJC FUT
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
-------------------
TOTAL
MJC FUT
-------------------
-------------------
-------------------
-------------------
78.500
78.500
78.500
78.500
78.500
78.500
3.625
3.625
3.625
3.500
3.500
3.500
-------------------
-------------------
-------------------
IT IS
61
61
Side 41
Side 41

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
----------------------------------
TOTAL
T0 FUT
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
----------------------------------
----------------------------------
----------------------------------
----------------------------------
514.760
518.500
521.580
521.520
524.600
527.130
528.550
530.520
533.440
534.240
535.300
+
+
+
+
+
+
+
+
+
+
+
0.510
1.490
2.560
2.980
3.050
2.720
2.010
2.270
2.480
1.410
1.270
----------------------------------
----------------------------------
----------------------------------
2
2
3
2
2
3
2
2
2
2
1
23
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
506.960
509.500
510.080
506.770
507.850
508.630
508.050
509.270
510.440
510.490
511.550
512.460
+
+
+
+
+
+
+
+
+
+
+
+
0.980
2.240
2.560
1.980
2.050
1.720
1.010
1.270
1.480
0.910
0.770
0.570
-------------------------------------
-------------------------------------
-------------------------------------
436
442
419
400
400
400
87
87
87
183
183
183
3307
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------
104.900
105.576
105.936
108.937
108.727
108.427
107.947
107.226
106.386
+
-
0.261
0.518
0.469
0.399
0.349
0.269
0.268
0.209
0.139
----------------------------
----------------------------
---100
----------------------
1025
1890 +
1235
650 +
400
400
150
150
150
6050 +
UNCH
100
UNCH
100
UNCH
UNCH
UNCH
UNCH
UNCH
MINI EU 3.5%FO BARGE FOB RDAM FUT
0D FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
0D FUT
-------------------------------------
-------------------------------------
-------------------------------------
MOGAS92 UNLEADED (PLATTS) SWP
1N FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
----------------------------
TOTAL
1N FUT
----------------------------
----------------------------
----------------------------
100
200
MOGAS92 UNLEADED (PLTS) BLM SW
1P FUT
06JAN11
10JAN11
11JAN11
12JAN11
13JAN11
----------------
TOTAL
1P FUT
----------------
----------------
----------------
----------------
105.167
105.348
105.513
105.639
105.668
+
+
+
+
+
0.290
0.327
0.348
0.373
0.402
----------------
----------------
----------------
50
50
50
50
150
350
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
96.351
95.000
89.400
85.300
85.700
86.100
86.550
87.000
87.300
88.000
89.250
90.500
+
+
+
-
0.993
2.450
0.450
0.100
0.150
0.200
0.200
0.200
0.200
0.200
0.200
0.200
-------------------------------------
-------------------------------------
---50
50
50
50
50
50
50
50
50
50
50
983
733
375
125 125 125 125 125 125 125 125 125 3216 -
UNCH
UNCH
UNCH
50
50
50
50
50
50
50
50
50
NEW YORK 0.3% FUEL OIL HIPR SW
8N FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
8N FUT
-------------------------------------
-------------------------------------
-------------------------------------
550
450
NO 2 UP-DOWN SPREAD CALENDAR SWAP
UT FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
UT FUT
-------------------------------------
-------------------------------------
NY 0.7% FUEL
Y4 FUT
JAN11
FEB11
-------
TOTAL
Y4 FUT
-------
-------------------------------------
-------------------------------------
-0.0539
-0.0500
-0.0400
-0.0375
-0.0375
-0.0375
-0.0325
-0.0325
-0.0325
-0.0425
-0.0425
-0.0425
+
+
+
+
+
+
+
+
+
+
+
+
0.0005
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
-------------------------------------
1350
1310
350
210
210
210
50
50
50
50
50
50
3940
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------
83.669
83.450
+
-
0.156
0.150
-------
-------
-------
150
50
200
UNCH
UNCH
----
-0.443
0.136
----
----
----
125
125
UNCH
-------------------------------------
78.350
79.050
79.075
79.100
79.400
79.650
79.885
79.885
79.885
80.460
80.460
80.460
+
-
0.167
0.175
0.250
0.300
0.350
0.400
0.465
0.465
0.465
0.490
0.490
0.490
-------------------------------------
-------------------------------------
-------------------------------------
16
380
16
16
16
15
15
15
15
15
15
15
549
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------
78.300
78.900
78.925
+
-
0.166
0.175
0.250
----------
----------
----------
95
55
55
UNCH
UNCH
UNCH
OIL (PLATTS) SWP
-------
-------
NY 1% FUEL OIL VS G.C. 3% FUEL OIL
NFG FUT
12JAN11 ----
----
----
----
NFG FUT
NY 2.2% FUEL
Y3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
Y3 FUT
-------------------------------------
----------
----------
OIL (PLATTS) SWP
-------------------------------------
NY 3.0% FUEL
H1 FUT
JAN11
FEB11
MAR11
OPEN
OUTCRY
HIGH/LOW
PG61
MINI EU 1%FO BARGE FOB RDAM FUT
T0 FUT
TOTAL
GLOBEX
HIGH/LOW
Mon, Jan 24, 2011
-------------------------------------
OIL (PLATTS) SWP
----------
----------
IT IS
61
61
Side 42
Side 42

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
TOTAL
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
205
NY H OIL PLATTS VS NYMEX HO SWAP
JAN11
FEB11
MAR11
APR11
MAY11
----------------
TOTAL
YH FUT
----------------
----------------
----------------
----------------
-0.0035
---0.0060
-0.0007
-0.0007
+
+
+
+
0.0014
0.0015
0.0010
0.0010
0.0010
----------------
----------------
---50
50
-------
100
328
1028
826
12
12
2206
UNCH
UNCH
UNCH
UNCH
UNCH
NY HARBOR 1% FUEL OIL BALMO
VK FUT
05JAN11 ---06JAN11 ---14JAN11 ----
----------
----------
----------
----------
78.069
78.017
77.940
+
+
+
0.186
0.197
0.305
----------
----------
----------
130
145
330
605
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
78.05
78.50
78.90
79.30
79.72
80.13
80.60
81.03
81.33
81.53
81.78
82.03
82.55
82.75
83.00
83.25
83.50
83.75
83.95
84.15
84.30
84.45
84.65
84.90
+
-
0.17
0.07
0.12
0.17
0.20
0.24
0.20
0.20
0.17
0.17
0.15
0.15
0.13
0.05
0.05
0.05
0.05
0.05
0.10
0.15
0.15
0.15
0.15
0.15
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---577
50
350
350
350
165
165
165
300
300
300
-------------------------------------
3533
4833 +
2270 +
1626 1501 1506 1767 1767 1769 1130 1130 1161 25
25
25
25
25
25
25
25
25
25
25
25
24293 -
UNCH
403
50
100
100
100
50
50
50
168
168
168
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
VK FUT
NY HARBOR RESIDUAL FUEL 1.0% S SWAP
MM FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
MM FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
3072
501
NY HARBOR RESIDUAL FUEL CRACK SWAP
ML FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
ML FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
-11.46
-9.72
-11.08
-12.09
-12.56
-12.84
-12.82
-12.76
-12.84
-12.96
-12.97
-12.85
+
+
+
+
+
+
+
+
+
+
+
+
0.54
1.14
0.96
0.84
0.80
0.73
0.74
0.69
0.66
0.60
0.58
0.56
-------------------------------------
-------------------------------------
-------------------------------------
170
145
120
395
395
395
295
295
295
195
195
195
3090
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------
-0.0494
-0.0494
-0.0517
+
+
+
UNCH
0.0005
0.0004
----------
----------
----------
300
300
300
900
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
0.0301
0.0305
0.0307
0.0756
0.0756
0.0758
0.0762
0.0766
0.0771
0.0776
0.0780
0.0784
0.0011
0.0013
0.0013
0.0012
0.0011
0.0011
0.0010
0.0010
0.0010
0.0010
0.0009
0.0009
-------------------------------------
-------------------------------------
-------------------------------------
472
22
19
17
18
16
6
6
6
6
6
6
600
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------
-------------------------------------------------------
-0.348
-0.300
0.200
0.583
0.900
1.217
1.575
1.850
2.000
2.050
2.150
2.250
3.250
3.350
3.450
3.550
3.700
3.900
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.088
0.100
0.117
0.116
0.117
0.117
0.175
0.175
0.200
0.200
0.225
0.225
0.150
0.100
0.100
0.100
0.100
0.100
-------------------------------------------------------
-------------------------------------------------------
---100
50
---------50
50
50
----------------------------
5611
4658 +
2217 +
543
543
543
871 +
871 +
871 +
344
344
319
50
50
50
50
50
50
18035 +
UNCH
50
50
UNCH
UNCH
UNCH
50
50
50
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1868
1882
1882
1788 1788 1866 1175
UNCH
UNCH
UNCH
78
78
125
UNCH
NY HRBR CONV GASOLINE VS RBOB
RZ FUT
JAN11
FEB11
MAR11
----------
TOTAL
RZ FUT
----------
----------
----------
NY ULSD(ARGUS) VS HO SPREAD
7Y FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
7Y FUT
-------------------------------------
-------------------------------------
NY1% VS GC SPREAD SWAP
VR FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------
TOTAL
VR FUT
-------------------------------------------------------
-------------------------------------------------------
300
250
NYH NO 2 CRACK SPREAD CAL SWAP
HK FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
GLOBEX
HIGH/LOW
H1 FUT
YH FUT
TOTAL
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------
----------------------
----------------------
----------------------
----------------------
19.54
21.95
19.85
18.21
17.34
17.05
17.08
+
+
0.03
0.10
0.17
0.10
0.01
0.02
0.06
----------------------
----------------------
---------150
150
150
----
IT IS
61
61
Side 43
Side 43

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
HK FUT
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
----------------------------------------------------
TOTAL
HK FUT
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
17.38
17.70
18.11
18.43
18.85
18.93
18.52
17.61
16.86
16.38
16.54
16.95
17.50
18.06
18.58
19.11
19.80
+
+
+
+
+
+
+
-
0.07
0.08
0.07
0.03
0.01
UNCH
0.01
0.01
0.02
0.04
0.06
0.07
0.06
0.08
0.09
0.10
0.10
----------------------------------------------------
----------------------------------------------------
------25
25
25
-------------------------------------
525
1175
1175
955
955
955
718
718
718
796
796
796
483
483
483
483
483
483
24904 -
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
281
NYJET FUEL (ARGUS) V HO SPREAD
5U FUT
FEB11
----
TOTAL
5U FUT
----
----
----
----
0.0586
0.0009
----
----
----
25
25
UNCH
-------------------------------------------------
-------------------------------------------------
2.6193
2.6231
2.6151
2.6095
2.6101
2.6196
2.6309
2.6466
2.6634
2.6806
2.6946
2.7076
2.7111
2.7026
2.6656
2.6551
0.0315
0.0312
0.0297
0.0265
0.0240
0.0225
0.0211
0.0195
0.0180
0.0171
0.0165
0.0167
0.0162
0.0157
0.0157
0.0157
-------------------------------------------------
-------------------------------------------------
180
233
201
---160
----------------------------------
1013 1590 +
508 +
56
809 206
6
206
56
6
619
50
50
125
60
46
5406 -
150
31
201
UNCH
160
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1767
1811
1818
1576 1570
1563
2452
2349
2353
1507
1518
1513
278
278
278
200
200
202
126
126
126
180
180
180
24151 -
UNCH
UNCH
UNCH
5
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
621
224 +
516 +
11
1251
204
6
206
6
6
6
3057 +
UNCH
49
201
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NYMEX HEATING OIL FUTURES
BH FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
MAY12
JUN12
-------------------------------------------------
TOTAL
BH FUT
-------------------------------------------------
-------------------------------------------------
774
78
NYMEX NY HARBOR HEAT OIL CLNDR SWAP
MP FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
MP FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
2.5964
2.6231
2.6151
2.6095
2.6101
2.6196
2.6309
2.6466
2.6634
2.6806
2.6946
2.7076
2.7111
2.7026
2.6821
2.6656
2.6551
2.6581
2.6671
2.6796
2.6931
2.7061
2.7191
2.7336
0.0095
0.0312
0.0297
0.0265
0.0240
0.0225
0.0211
0.0195
0.0180
0.0171
0.0165
0.0167
0.0162
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
0.0157
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---------60
-------------------------------------------------------------
60
NYMEX RBOB GASOLINE FUTURES
RT FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
----------------------------------
TOTAL
RT FUT
----------------------------------
----------------------------------
----------------------------------
----------------------------------
2.4132
2.4379
2.5549
2.5636
2.5648
2.5596
2.5487
2.5311
2.4255
2.4065
2.3990
0.0457
0.0406
0.0343
0.0328
0.0311
0.0294
0.0277
0.0263
0.0250
0.0230
0.0218
----------------------------------
----------------------------------
---51
201
-------------------------
252
250
NYMEX ULSD VS NYMEX HO
UY FUT
JAN11
FEB11
MAR11
----------
TOTAL
UY FUT
----------
----------
----------
----------
0.0366
0.0370
0.0371
+
+
+
0.0015
0.0012
0.0013
----------
----------
----------
309
9
9
327
UNCH
UNCH
UNCH
-------------------------------------
864.913
870.524
873.524
898.524
896.774
894.274
890.274
884.274
877.274
853.274
851.774
850.274
1.200
6.293
5.878
5.298
4.878
4.213
4.213
3.713
3.128
3.048
2.548
3.048
-------------------------------------
-------------------------------------
-------------------------------------
6
26
6
5
5
5
5
5
5
5
5
5
83
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------
872.000
877.750
0.500
7.000
-------
-------
---10
118
156 -
UNCH
10
PREM UNL GAS 10 PPM (PLTS) RDM
7L FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
7L FUT
-------------------------------------
-------------------------------------
-------------------------------------
PREMIUM UNLD 10P FOB MED SWAP
3G FUT
JAN11
FEB11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------
-------
-------
-------
IT IS
61
61
Side 44
Side 44

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
3G FUT
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
----------------------
TOTAL
3G FUT
----------------------
----------------------
----------------------
----------------------
880.750
905.750
904.000
901.500
897.500
891.500
884.500
6.500
6.000
5.500
4.750
4.750
4.250
3.750
----------------------
----------------------
4
-------------------
14
97
70
40
60
5
5
5
556 -
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
10
PREMIUM UNLEAD 10PPM FOB BLMO
8G FUT
04JAN11
05JAN11
10JAN11
20JAN11
-------------
TOTAL
8G FUT
-------------
-------------
-------------
-------------
872.450
874.289
877.578
872.500
0.300
0.316
0.375
0.750
-------------
-------------
-------------
10
15
4
10
39
UNCH
UNCH
UNCH
UNCH
----------------------------------------------
----------------------------------------------
2.4400
2.4379
2.5549
2.5636
2.5648
2.5596
2.5487
2.5311
2.4255
2.4065
2.3990
2.4100
2.4270
2.4435
2.5500
0.0137
0.0406
0.0343
0.0328
0.0311
0.0294
0.0277
0.0263
0.0250
0.0230
0.0218
0.0211
0.0196
0.0186
0.0151
----------------------------------------------
----------------------------------------------
---101
75
180
180
180
185
185
185
56
56
56
----------
2795
2841 +
2519
2820 +
2414 +
2399 +
1197 +
1097 +
1098 +
812 +
811 +
810 +
76
75
2
21766 +
UNCH
17
UNCH
180
180
180
171
171
171
50
50
50
UNCH
UNCH
UNCH
4410
4791 4455 2042 2042 1992 1771 1771 1771 1686 1686 1686 115
115
115
45
45
45
45
45
45
145 +
145 +
145 +
31153 +
UNCH
130
5
5
5
5
5
5
5
5
5
5
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
100
100
100
RBOB CALENDAR SWAP FUTURE
RL FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
----------------------------------------------
TOTAL
RL FUT
----------------------------------------------
----------------------------------------------
1439
1220
RBOB CRACK SPREAD
RM FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
RM FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
12.97
14.17
17.33
16.28
15.44
14.53
13.63
12.53
7.71
6.59
6.02
6.35
6.99
7.64
12.06
12.29
12.31
12.15
11.74
11.09
6.71
6.09
5.84
6.09
+
+
+
+
+
+
-
0.21
0.50
0.36
0.37
0.31
0.27
0.22
0.21
0.21
0.19
0.18
0.18
0.15
0.11
0.02
0.01
0.05
0.07
0.04
0.03
0.01
0.04
0.08
0.07
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---130
5
5
5
5
105
105
105
105
105
105
---------------------------100
100
100
1080
120
RBOB GASOLINE BALMO CLNDR SWP
1D FUT
05JAN11
06JAN11
10JAN11
11JAN11
-------------
TOTAL
1D FUT
-------------
-------------
-------------
-------------
2.4422
2.4420
2.4438
2.4431
0.0152
0.0161
0.0183
0.0196
-------------
-------------
-------------
86
50
10
42
188
UNCH
UNCH
UNCH
UNCH
-------
-------
-0.0827
-0.0305
+
+
UNCH
0.0009
-------
-------
-------
300
300
600
UNCH
UNCH
-------------------------------------
-0.0490
-0.0475
-0.1100
-0.0700
-0.0650
-0.0625
-0.0600
-0.0475
0.0025
-0.0075
-0.0400
-0.0525
+
+
+
+
+
+
+
-
0.0007
UNCH
0.0025
0.0015
UNCH
UNCH
UNCH
UNCH
UNCH
0.0025
0.0025
0.0025
-------------------------------------
-------------------------------------
---100
100
----------------------------
2196
2663 +
1831 +
870
470
370
45
45
375
45
45
45
9000 +
UNCH
25
100
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1269
1269
1269
475
475
375
200
200
200
25
25
25
25
25
25
5882
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
RBOB SPREAD (PLATTS) SWAP
RI FUT
JAN11
MAR11
-------
TOTAL
RI FUT
-------
-------
RBOB UP-DOWN CALENDAR SWAP
RV FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
RV FUT
-------------------------------------
-------------------------------------
-------------------------------------
200
125
RBOB VS HEATING OIL SWAP
RH FUT
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
----------------------------------------------
TOTAL
RH FUT
Z0 FUT
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------
----------------------------------------------
----------------------------------------------
----------------------------------------------
-0.0459
-0.0453
-0.0600
-0.0822
-0.1155
-0.2379
-0.2741
-0.2956
-0.2976
-0.1086
-0.0971
-0.1046
-0.1239
-0.1527
-0.2702
+
+
+
+
+
+
0.0063
0.0071
0.0069
0.0066
0.0068
0.0070
0.0059
0.0053
0.0044
0.0011
0.0021
0.0031
0.0026
0.0021
0.0016
----------------------------------------------
----------------------------------------------
----------------------------------------------
SING JET KERO VS GASOIL SPR B
IT IS
61
61
Side 45
Side 45

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
05JAN11 ---06JAN11 ---14JAN11 ----
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
----------
----------
----------
----------
1.611
1.653
1.716
+
+
+
0.105
0.110
0.166
----------
----------
----------
200
50
50
300
UNCH
UNCH
UNCH
-------------------
-------------------
535.647
536.262
537.234
538.528
540.230
541.183
+
+
+
+
+
+
0.504
0.530
0.559
0.630
0.719
1.007
-------------------
-------------------
-------------------
98
35
10
15
10
5
173
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------
-------
530.117
533.932
+
+
0.706
0.959
-------
-------
-------
10
7
17
UNCH
UNCH
-------------------------------------------------------------------------
529.44
527.75
526.83
523.27
524.10
524.63
523.80
524.77
526.19
526.74
528.05
529.21
531.12
532.15
531.99
534.19
533.98
533.82
536.41
536.25
536.09
538.18
538.02
537.80
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.68
1.49
1.81
1.48
1.55
1.47
0.76
1.02
1.23
1.16
1.02
1.07
1.03
0.99
0.98
0.96
0.96
1.07
0.85
0.91
0.96
1.01
1.12
1.16
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---32
15
----------------------------------------------------------------
550
622 +
274 +
122
69
69
29
29
29
19
19
19
2
2
2
2
2
2
2
2
2
2
2
2
1874 +
UNCH
10
5
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
2090
1941 +
1404 +
735 353
318
108
108
108
67
67
72
2
2
5
5
5
2
2
2
2
2
2
2
2
2
2
2
2
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
5
7534 +
UNCH
43
34
5
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
492
499 +
154
37
UNCH
15
UNCH
UNCH
SINGAPORE 180CST BALMO
04JAN11
05JAN11
06JAN11
10JAN11
12JAN11
18JAN11
-------------------
TOTAL
BS FUT
-------------------
-------------------
BT FUT
05JAN11 ---12JAN11 ----
-------
-------
BT FUT
SINGAPORE 380CST FUEL OIL SWAP
SE FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
SE FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
47
15
SINGAPORE FUEL 180CST CALSWAP
UA FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
MAR12
JUL12
AUG12
SEP12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
----------------------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
UA FUT
----------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------
535.65
537.50
537.83
534.27
535.10
535.63
534.80
535.77
537.19
537.49
538.80
539.96
541.37
542.24
546.66
546.50
546.34
554.93
554.66
554.39
554.12
553.85
553.47
553.14
552.76
552.38
552.01
551.73
551.57
558.29
558.12
558.02
557.91
557.80
557.69
557.58
557.52
557.52
557.52
557.52
557.52
562.19
562.25
562.36
562.52
562.74
563.02
563.30
563.57
563.85
564.13
564.40
564.68
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.51
1.49
2.06
1.73
1.80
1.72
1.01
1.27
1.48
1.16
1.02
1.07
1.03
0.98
0.85
0.91
0.96
0.57
0.57
0.57
0.57
0.57
0.57
0.51
0.45
0.45
0.45
0.39
0.34
0.75
0.69
0.70
0.65
0.59
0.54
0.43
0.37
0.37
0.37
0.31
0.26
0.58
0.53
0.47
0.47
0.47
0.47
0.48
0.47
0.48
0.48
0.53
0.59
----------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------
---165
63
5
----------------------------------------------------------------------------------------------------------------------------------------------------
233
72
SINGAPORE FUEL OIL SPREAD SWAP
SD FUT
JAN11
FEB11
MAR11
APR11
OPEN
OUTCRY
HIGH/LOW
Z0 FUT
BS FUT
TOTAL
GLOBEX
HIGH/LOW
PG61
Z0 FUT
TOTAL
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------
-------------
-------------
-------------
-------------
6.21
9.75
11.00
11.00
+
+
+
0.17
UNCH
0.25
0.25
-------------
-------------
---25
-------
IT IS
61
61
Side 46
Side 46

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
SD FUT
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------
TOTAL
SD FUT
-------------------------------------------------------------
-------------------------------------------------------------
-------------------------------------------------------------
-------------------------------------------------------------
11.00
11.00
11.00
11.00
11.00
10.75
10.75
10.75
10.25
10.25
10.25
10.25
10.25
10.25
10.25
10.25
10.25
10.25
10.25
10.25
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.25
0.25
0.25
0.25
0.25
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------
-------------------------------------------------------------
-------------------------------------------------------------
25
37
37
22
22
22
22
22
22
5
5
5
5
5
5
5
5
5
5
5
5
1448 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
15
SINGAPORE GASOIL BALMO
VU FUT
04JAN11
05JAN11
06JAN11
11JAN11
14JAN11
17JAN11
-------------------
TOTAL
VU FUT
-------------------
-------------------
-------------------
-------------------
107.957
108.040
108.263
108.860
109.030
109.039
0.010
0.011
0.012
0.013
0.018
0.019
-------------------
-------------------
-------------------
175
400
50
50
200
50
925
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------
-------------------------------
108.44
109.78
110.27
110.70
111.08
111.42
111.54
111.96
112.27
112.76
+
+
+
+
+
+
+
+
+
+
0.16
0.36
0.53
0.61
0.71
0.64
0.79
0.80
0.80
0.81
-------------------------------
-------------------------------
---1450
800
150
150
----------------
5752
6236 +
3010 +
850 +
415 +
900
404
154
154
400
18275 +
UNCH
100
550
50
150
UNCH
UNCH
UNCH
UNCH
UNCH
700
525
725
732
732
732
575 +
575 +
575 +
215
215
215
10
10
10
10
10
10
10
10
10
10
10
10
6636 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
100
100
100
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
SINGAPORE GASOIL SWAP
SG FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
DEC11
-------------------------------
TOTAL
SG FUT
-------------------------------
-------------------------------
2550
850
SINGAPORE GASOIL VS ICE
GA FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
GA FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
0.56
-0.60
-0.57
-0.44
-0.34
-0.37
-0.64
-0.64
-0.64
-0.77
-0.77
-0.77
-0.84
-0.84
-0.84
-0.84
-0.84
-0.84
-0.84
-0.84
-0.84
-0.84
-0.84
-0.84
+
+
+
+
+
+
+
+
+
+
+
+
0.04
0.37
0.23
0.21
0.14
0.20
0.07
0.07
0.07
0.07
0.07
0.07
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
------------------100
100
100
----------------------------------------------
300
300
SINGAPORE JET KERO BALMO
BX FUT
04JAN11
05JAN11
06JAN11
12JAN11
14JAN11
----------------
TOTAL
BX FUT
----------------
----------------
----------------
----------------
109.515
109.651
109.916
110.741
110.746
+
+
+
+
+
0.089
0.094
0.099
0.128
0.149
----------------
----------------
----------------
50
350
50
180
113
743
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
1.56
2.50
2.05
1.85
1.75
1.75
1.85
1.85
1.85
2.15
2.15
2.15
2.10
2.10
2.10
2.10
2.10
2.10
2.10
2.11
2.11
2.11
2.11
2.11
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.10
0.30
0.15
0.10
0.05
0.05
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---100
50
----------------------------------------------------------------
1195
1370 +
710
885
885
885
530
530
530
235
235
235
10
10
10
10
10
10
10
10
10
10
10
10
8345 +
UNCH
100
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
SINGAPORE JET KERO GASOIL SWAP
RK FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
RK FUT
KS FUT
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
150
100
SINGAPORE JET KEROSENE SWAP
IT IS
61
61
Side 47
Side 47

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
-------------------------------
TOTAL
KS FUT
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
-------------------------------
-------------------------------
-------------------------------
-------------------------------
110.00
112.28
112.32
112.55
112.83
113.17
113.39
113.81
114.12
114.45
+
+
+
+
+
+
+
+
+
+
0.26
0.66
0.68
0.71
0.76
0.69
0.79
0.80
0.80
0.80
-------------------------------
-------------------------------
-------------------------------
1875 +
2137
832 300
150
200
225
125
225
100
6169
50
UNCH
50
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------
----------
95.10
93.83
93.55
0.10
0.62
0.62
----------
----------
----------
385
168
168
721
UNCH
UNCH
UNCH
----------
-14.112
-13.938
-13.997
+
+
+
0.359
1.179
1.207
----------
----------
----------
32
97
32
161
UNCH
UNCH
UNCH
-------------------------
37.145
37.250
37.176
36.688
36.217
35.536
35.346
35.042
0.171
0.181
0.192
0.203
0.216
0.232
0.250
0.271
-------------------------
-------------------------
-------------------------
30
15
5
5
10
10
10
10
95
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
840.718
861.840
868.115
869.460
871.520
874.300
873.250
876.370
878.690
883.545
884.555
886.925
+
+
+
+
+
+
+
+
+
+
+
+
1.338
2.910
3.795
4.820
5.000
5.000
5.670
5.750
5.750
5.625
5.625
5.625
-------------------------------------
-------------------------------------
-------------------------------------
40
41
16
14
14
14
12
12
12
24
24
24
247
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------
----------
845.430
864.590
889.050
+
+
+
1.500
2.910
6.500
----------
----------
----------
15
2
15
32
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
41.750
42.250
43.750
43.125
43.125
43.125
39.000
39.000
39.000
41.875
41.875
41.875
41.500
41.500
41.500
41.500
41.500
41.500
41.500
41.500
41.500
41.500
41.500
41.500
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
2.500
1.688
0.563
0.563
0.563
1.250
1.250
1.250
1.250
1.250
1.250
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---5
22
----------------------------------------------------------------
171
137 +
135 +
140
118
158
66
66
66
65
65
65
10
10
10
5
5
5
5
5
5
5
5
5
1327 +
UNCH
2
12
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
SINGAPORE NAPHTHA SWAP
SP FUT
JAN11
FEB11
MAR11
----------
TOTAL
SP FUT
----------
----------
SNGPR FUEL OIL 180CST CRCK SPRD SWP
SFC FUT
JAN11
FEB11
MAR11
----------
TOTAL
SFC FUT
----------
----------
----------
ULSD 10P CRG CIF NW VS ICE BL
3V FUT
05JAN11
06JAN11
07JAN11
10JAN11
11JAN11
12JAN11
13JAN11
14JAN11
-------------------------
TOTAL
3V FUT
-------------------------
-------------------------
-------------------------
ULSD 10PPM CARGOES CIF NWE S
TY FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
TY FUT
-------------------------------------
-------------------------------------
ULSD 10PPM CIF MED SWAP
Z6 FUT
JAN11
FEB11
JAN12
----------
TOTAL
Z6 FUT
----------
----------
ULSD 10PPM CIF MED VS ICE GAS
Z7 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
Z7 FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
27
14
ULSD 10PPM CIF NW BALMO SWAP
B1 FUT
04JAN11 ---10JAN11 ----
-------
-------
-------
-------
840.450
847.859
+
+
1.500
1.875
-------
-------
-------
9
3
12
UNCH
UNCH
-------------------
-------------------
41.750
41.934
41.956
41.283
40.981
41.273
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------
-------------------
-------------------
20
5
5
5
9
5
49
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------
-------------------------
-0.0025
-0.0003
0.0014
0.0017
0.0016
0.0010
0.0003
-0.0023
+
+
-
UNCH
0.0001
UNCH
0.0001
0.0001
0.0001
0.0001
0.0001
-------------------------
-------------------------
-------------------------
B1 FUT
ULSD 10PPM CIF VS ICE GAS BLMO
7V FUT
04JAN11
05JAN11
07JAN11
11JAN11
13JAN11
17JAN11
-------------------
TOTAL
7V FUT
-------------------
-------------------
ULSD UP-DOWN
1L FUT
04JAN11
05JAN11
06JAN11
07JAN11
10JAN11
11JAN11
13JAN11
19JAN11
OPEN
OUTCRY
HIGH/LOW
PG61
KS FUT
TOTAL
GLOBEX
HIGH/LOW
Mon, Jan 24, 2011
-------------------------
-------------------------
BALMO SWP
-------------------------
500
175
150
300
125
575
450
75
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 48
Side 48

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
TOTAL
OPEN
OUTCRY
OPEN RANGE
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
Mon, Jan 24, 2011
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
2350
1L FUT
ULSD UP-DOWN(ARGUS) SWAP
US FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
US FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
-0.0069
-0.0025
0.0200
0.0250
0.0275
0.0300
0.0275
0.0275
0.0275
0.0300
0.0025
-0.0225
+
+
+
+
+
0.0003
0.0025
UNCH
0.0100
0.0065
0.0030
0.0060
0.0060
0.0060
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
-------------------------------------
610
210
510
485
435
435
485
485
485
210
210
210
4770
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-0.0052
-0.0025
0.0200
0.0250
0.0275
0.0300
0.0275
0.0275
0.0275
0.0300
0.0025
-0.0225
0.0150
0.0150
0.0150
0.0450
0.0450
0.0450
0.0500
0.0500
0.0500
0.0075
0.0075
0.0075
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
0.0025
UNCH
0.0100
0.0065
0.0030
0.0060
0.0060
0.0060
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---550
150
650
350
350
150
150
150
----------------------------------------------
6732
7564 +
6679 4671
4051 +
3767 +
2972 1898 2643 +
2067
2014
1505
600
625
600
548
548
548
415
375
375
365
365
365
52292 +
UNCH
200
60
UNCH
100
158
100
35
15
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
560
535
435
10
10
10
10
10
10
10
10
10
1620
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UP DOWN GC ULSD VS NMX HO SPRD
LT FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
LT FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
2500
278
USGC UNL 87 CRACK SPREAD CAL SWAP
RU FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
RU FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
10.90
12.18
12.71
13.34
12.71
11.91
11.11
10.54
7.82
6.28
4.34
4.15
0.18
0.50
0.47
0.43
0.31
0.27
0.22
0.21
0.21
0.29
0.29
0.28
-------------------------------------
-------------------------------------
-------------------------------------
NGL/PETROCHEM FUTURES PRODUCTS
GLOBEX
OPEN
APR11
MAY11
JUN11
----------
TOTAL
91 FUT
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
----------
----------
----------
----------
22.500
16.500
15.000
+
+
+
9.000
9.000
10.000
----------
----------
----------
4
4
4
12
UNCH
UNCH
UNCH
----------------------------
838.000
835.000
820.000
794.000
777.000
772.500
769.000
777.000
785.000
+
+
+
+
+
+
+
+
+
2.000
4.000
4.000
2.500
2.000
2.500
1.000
3.000
3.000
----------------------------
----------------------------
---5
----------------------
131
78
35
39
28
27
23
24
23
408
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
174 129 +
38
341 +
3
8
UNCH
2
7
3
12
UNCH
UNCH
UNCH
ARGUS PROPAN FAR EST INDEX SWAP
7E FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
----------------------------
TOTAL
7E FUT
----------------------------
----------------------------
----------------------------
ARGUS PROPAN(SAUDI ARAMCO) SWAP
9N FUT
FEB11
MAR11
APR11
----------
TOTAL
9N FUT
----------
----------
----------
----------
829.333
824.667
797.000
+
+
+
2.000
3.334
3.333
----------
----------
8
8
----
16
ARGUS PROPANE FAR E INDX BALMO SWP
22 FUT
05JAN11 ---06JAN11 ---10JAN11 ----
----------
----------
----------
----------
863.211
859.056
854.438
+
+
+
1.237
1.306
1.469
----------
----------
----------
-------------------------------
-------------------------------
2.06000
2.06125
2.05875
2.05125
2.04625
2.04500
2.04500
2.04625
2.04750
2.05000
0.02000
0.02000
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
-------------------------------
-------------------------------
-------------------------------
22 FUT
CONWAY NAT GASOLINE SWAP
8L FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
GLOBEX
HIGH/LOW
ARGS FAR E NDX VS EUR CIF ARA SWAP
91 FUT
TOTAL
OPEN
OUTCRY
OPEN RANGE
-------------------------------
-------------------------------
-------------------------------
95
80
99
32
32
32
50
50
50
25
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 49
Side 49

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
NOV11
DEC11
-------
TOTAL
8L FUT
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
-------
-------
-------
-------
2.05250
2.05500
0.02250
0.02250
-------
-------
-------
25
25
595
UNCH
UNCH
-------------------
-------------------
1.63000
1.60500
1.55250
1.48250
1.48750
1.49250
0.02000
0.02000
0.02000
0.02000
0.02000
0.02000
-------------------
-------------------
-------------------
80
65
55
25
25
25
275
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------
2.07776
2.08000
2.08176
2.08398
2.08281
0.00586
0.00618
0.00655
0.00696
0.00927
----------------
----------------
----------------
2
10
20
15
10
57
UNCH
UNCH
UNCH
UNCH
UNCH
----------
1.14375
1.13958
1.14500
0.01375
0.01167
0.01167
----------
----------
----------
35
10
10
55
UNCH
UNCH
UNCH
-------
-------
1.29274
1.29423
0.00521
0.00551
-------
-------
-------
15
10
25
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
1.28708
1.26917
1.20250
1.14375
1.13958
1.14500
1.15000
1.16000
1.17000
1.18000
1.19000
1.20000
1.13630
1.13630
1.13630
1.13630
1.13630
1.13630
1.13630
1.13630
1.13630
1.13630
1.13630
1.13630
0.01542
0.01583
0.01542
0.01375
0.01167
0.01167
0.01500
0.01500
0.01500
0.01500
0.01500
0.01500
0.01250
0.01250
0.01250
0.01250
0.01250
0.01250
0.01250
0.01250
0.01250
0.01250
0.01250
0.01250
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
517
485
505
500
500
500
120
90
90
106
106
106
15
15
15
15
15
15
15
15
15
15
15
15
3805
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------
892.00
887.11
882.53
881.13
881.27
880.11
879.00
872.78
0.16
0.17
0.18
0.18
0.20
0.21
0.27
0.33
-------------------------
-------------------------
-------------------------
19
5
5
4
6
10
13
3
65
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
865.00
846.50
818.50
771.50
760.50
757.50
761.00
767.00
773.00
781.00
789.00
797.00
3.00
3.50
5.50
6.50
7.00
7.50
4.00
5.00
6.00
6.00
6.00
6.00
-------------------------------------
-------------------------------------
---5
---2
2
2
-------------------
96
147
69
112
81 +
81 +
22
22
22
63
63
63
841 +
UNCH
UNCH
UNCH
UNCH
2
2
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
CONWAY NORMAL BUTANE SWAP
8M FUT
JAN11
FEB11
MAR11
JUL11
AUG11
SEP11
-------------------
TOTAL
8M FUT
-------------------
-------------------
CONWAY NTL GAS (OPIS) BALMO SWP
CGB FUT
04JAN11
05JAN11
06JAN11
07JAN11
13JAN11
----------------
TOTAL
CGB FUT
----------------
----------------
----------------
CONWAY PHYS PROPANE IN-WELL (OPIS)
CPP FUT
APR11
MAY11
JUN11
----------
TOTAL
CPP FUT
----------
----------
----------
CONWAY PROPANE (OPIS) BALMO SWP
CPB FUT
05JAN11 ---06JAN11 ----
-------
-------
CPB FUT
CONWAY PROPANE 5 DEC. SWP
8K FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
8K FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
EUR PROPANE CIF ARA ARGUS BALMO SWP
32 FUT
05JAN11
06JAN11
07JAN11
10JAN11
11JAN11
12JAN11
17JAN11
19JAN11
-------------------------
TOTAL
32 FUT
-------------------------
-------------------------
EURO PROPANE CIF ARA
PS FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
PS FUT
-------------------------------------
-------------------------------------
-------------------------
SWAP
-------------------------------------
11
HDPE HD POLYETHYLENE (PCW) SWAP
HPE FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
----------------------------------
TOTAL
HPE FUT
----------------------------------
----------------------------------
----------------------------------
----------------------------------
0.56063
0.55250
0.55125
0.55000
0.55000
0.55000
0.55000
0.55000
0.55000
0.55000
0.55000
+
+
+
+
+
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------
----------------------------------
----------------------------------
8
9
9
1
1
4
4
4
4
4
4
52
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------
0.62080
0.62099
0.62433
0.63199
0.63992
0.64188
0.00037
0.00039
0.00048
0.00060
0.00084
NEW
-------------------
-------------------
---------------5
65
25
25
35
50
5 +
UNCH
UNCH
UNCH
UNCH
UNCH
5
MT BELIVIEU ETHANE BALMO SWP
8C FUT
05JAN11
06JAN11
11JAN11
14JAN11
20JAN11
24JAN11
OPEN
OUTCRY
HIGH/LOW
PG61
8L FUT
TOTAL
GLOBEX
HIGH/LOW
Mon, Jan 24, 2011
-------------------
-------------------
-------------------
-------------------
IT IS
61
61
Side 50
Side 50

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
TOTAL
OPEN
OUTCRY
OPEN RANGE
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
5
8C FUT
PG61
OPEN
INTEREST
205 +
70
253
95
150
75
65
10
5
25
25
30 +
803 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
30
MT BELIVIEU LDH PROPANE BALMO
8O FUT
04JAN11
05JAN11
06JAN11
07JAN11
10JAN11
11JAN11
12JAN11
14JAN11
18JAN11
24JAN11
25JAN11
----------------------------------
TOTAL
8O FUT
----------------------------------
----------------------------------
----------------------------------
----------------------------------
1.35194
1.35323
1.35544
1.35777
1.35988
1.36067
1.36029
1.35903
1.35956
1.36250
1.36250
0.00075
0.00079
0.00083
0.00089
0.00094
0.00101
0.00109
0.00129
0.00142
0.00167
NEW
----------------------------------
----------------------------------
------------------------------30
30
30
MT BELIVIEU NAT GASOLINE BALMO
R0 FUT
05JAN11
06JAN11
07JAN11
11JAN11
12JAN11
13JAN11
-------------------
TOTAL
R0 FUT
-------------------
-------------------
-------------------
-------------------
2.14833
2.14897
2.14898
2.14804
2.14644
2.14417
0.00672
0.00711
0.00756
0.00863
0.00930
0.01007
-------------------
-------------------
-------------------
10
35
15
10
75
25
170
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------
1.68847
1.68956
1.69078
1.69117
1.69045
1.68904
1.68802
1.68838
1.68583
+
+
+
+
+
+
+
+
+
0.00157
0.00167
0.00177
0.00189
0.00203
0.00218
0.00236
0.00284
0.00416
----------------------------
----------------------------
----------------------------
25
25
60
30
25
10
10
15
25
225
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
1.36250
1.33625
1.27333
1.22292
1.21750
1.21750
1.22000
1.22563
1.23250
1.24125
1.24875
1.25625
0.00167
0.00333
0.00417
0.00333
0.00375
0.00375
0.00313
0.00312
0.00313
0.00250
0.00250
0.00250
-------------------------------------
-------------------------------------
-------------------------------------
10
10
10
15
15
15
10
10
10
10
10
10
135
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
0.64188
0.63563
0.62344
0.60750
0.59188
0.57688
0.56458
0.55500
0.54958
0.54625
0.54375
0.54125
0.53688
0.53188
0.52688
0.52188
0.51688
0.51250
0.51000
0.50625
0.50375
0.50375
0.50375
0.50375
0.46000
0.46000
0.46000
0.46000
0.46000
0.46000
0.46000
0.46000
0.46000
0.46000
0.46000
0.46000
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
0.00104
0.00145
0.00031
0.00083
0.00020
0.00021
0.00020
UNCH
0.00020
0.00375
0.00375
0.00375
0.00563
0.00688
0.00813
0.00813
0.00813
0.00875
0.00875
0.00750
0.00750
0.00750
0.00750
0.00750
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
---15
125
5
5
5
5
5
5
20
20
20
25
25
25
----------------------------------------------------------------
1205
1108 1078 1248 1391 1418 911 911 911 1106 +
1106 +
1106 +
255
255
255
265
265
265
230
230
230
230
230
230
60
60
60
60
60
60
60
60
60
60
60
60
17159 -
UNCH
5
2
5
7
5
5
5
5
10
10
10
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
MT BELIVIEU NORMAL BUTANE BALM
8J FUT
05JAN11
06JAN11
07JAN11
10JAN11
11JAN11
12JAN11
13JAN11
18JAN11
24JAN11
----------------------------
TOTAL
8J FUT
----------------------------
----------------------------
----------------------------
MT BELV MINI LDH PROPANE OPIS SWAP
81 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
81 FUT
-------------------------------------
-------------------------------------
-------------------------------------
MT BELVIEU ETHANE 5-DCML (OPIS)
C0 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
C0 FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
305
MT BELVIEU ETHYLENE
1F FUT
FEB11
MAR11
-------
TOTAL
1F FUT
-------
-------
-------
-------
0.43125
0.43000
+
+
0.00375
0.00250
-------
-------
-------
20
20
40
UNCH
UNCH
-------------------
0.42763
0.43125
0.43000
0.42875
0.42750
0.42625
+
+
+
+
+
+
0.00132
0.00375
0.00250
0.00250
0.00250
0.00250
-------------------
-------------------
-------------------
85
35
35
35
35
35
260
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------
0.43125
0.43125
+
+
0.00375
0.00375
-------
-------
30
----
90
30
UNCH
UNCH
MT BELVIEU ETHYLENE (PCW) FINCL SWP
MBN FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
-------------------
TOTAL
MBN FUT
-------------------
-------------------
-------------------
MT BELVIEU ETHYLENE IN-WELL (PCW)
MBE FUT
JAN11
FEB11
GLOBEX
HIGH/LOW
Mon, Jan 24, 2011
-------
-------
-------
-------
IT IS
61
61
Side 51
Side 51

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
MBE FUT
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
----------------------
TOTAL
MBE FUT
----------------------
----------------------
----------------------
----------------------
0.43000
0.42875
0.42750
0.42625
0.42375
0.41750
0.41125
+
+
+
+
+
+
+
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
----------------------
----------------------
---20
20
20
----------
90
30
80 +
80 +
80 +
30
30
30
480 +
UNCH
20
20
20
UNCH
UNCH
UNCH
60
MT BELVIEU ISO BUTANE 5 DEC. S
8I FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
----------------------------------------------
TOTAL
8I FUT
----------------------------------------------
----------------------------------------------
----------------------------------------------
----------------------------------------------
1.80875
1.75125
1.71625
1.67750
1.66438
1.65938
1.67000
1.67625
1.68250
1.69000
1.69750
1.70500
1.61000
1.61000
1.61000
+
+
+
+
+
0.00625
UNCH
0.00750
0.00875
0.00750
0.00750
0.01500
0.01500
0.01500
0.01500
0.01500
0.01500
UNCH
UNCH
UNCH
----------------------------------------------
----------------------------------------------
----------------------------------------------
163
113
113
84
84
84
79
79
79
64
64
64
33
33
33
1169
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
2.13000
2.13167
2.12958
2.12333
2.11792
2.11542
2.11500
2.11625
2.11750
2.12000
2.12250
2.12500
2.12875
2.12625
2.11125
2.09875
2.09625
2.09625
2.09625
2.09625
2.09625
2.09750
2.09875
2.10000
2.10659
2.10468
2.10115
2.10115
2.10115
2.10115
2.10115
2.10115
2.10115
2.10115
2.10115
2.10115
0.02083
0.02041
0.02250
0.02292
0.02333
0.02333
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
0.02199
0.02199
0.02187
0.02187
0.02187
0.02187
0.02187
0.02187
0.02187
0.02187
0.02187
0.02187
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
---90
50
----------------------------------------------------------------------------------------------------
865
758
784
1012
981
1002
668
668
668
614
614
614
133
133
133
133
133
133
118
118
118
118
118
118
15
15
15
15
15
15
15
15
15
15
15
15
10934
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
MT BELVIEU NAT GAS 5-DCML (OPIS)
7Q FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
7Q FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
140
MT BELVIEU NORMAL BUTANE LDH(OPIS)
MNB FUT
JAN11
FEB11
APR11
MAY11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
-------------------------------------
TOTAL
MNB FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
1.68583
1.67333
1.61458
1.60208
1.60000
1.60625
1.61250
1.62125
1.63000
1.63875
1.64750
1.63500
+
-
0.00416
NEW
0.00709
0.00625
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
-------------------------------------
-------------------------------------
---25
-------------------------------
25
10
25 +
15
15
15
15
15
5
5
5
5
5
135 +
UNCH
25
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1259
812
521
507
439
647 379
379
346
422
422
422
172
172
152
114
114
114
119
119
119
82
82
82
10
UNCH
UNCH
UNCH
UNCH
UNCH
2
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
25
MT BELVIEU NRM BUTANE 5-DCML (OPIS)
D0 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
GLOBEX
HIGH/LOW
Mon, Jan 24, 2011
----------------------------------------------------------------------------
----------------------------------------------------------------------------
----------------------------------------------------------------------------
----------------------------------------------------------------------------
----------------------------------------------------------------------------
1.68583
1.67333
1.64292
1.61458
1.60208
1.59958
1.60000
1.60625
1.61250
1.62125
1.63000
1.63875
1.64750
1.63500
1.59500
1.55625
1.54875
1.55125
1.55625
1.56125
1.56750
1.57500
1.58250
1.59000
1.57021
+
+
+
0.00416
0.00166
0.00375
0.00709
0.00625
0.00625
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
0.00750
UNCH
----------------------------------------------------------------------------
----------------------------------------------------------------------------
---20
---10
10
10
----------------------------------------------------------
IT IS
61
61
Side 52
Side 52

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
TOTAL
-------
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
-------
-------
-------
-------
1.57021
1.57021
+
+
UNCH
UNCH
-------
-------
-------
50
D0 FUT
OPEN
INTEREST
10
10
8026 -
UNCH
UNCH
2
MT BELVIEU PHY ETHANE (OPIS)
3Q FUT
JAN11
----
TOTAL
3Q FUT
----
----
----
----
0.64188
0.00104
----
----
----
25
25
UNCH
----------------
1.36250
1.33625
1.22292
1.21750
1.21750
0.00167
0.00333
0.00333
0.00375
0.00375
----------------
----------------
----------------
200
200
20
20
20
460
UNCH
UNCH
UNCH
UNCH
UNCH
----
1.36250
0.00167
----
----
----
75
75
UNCH
----------------------------
1.68583
1.67333
1.64292
1.61458
1.60208
1.59958
1.62125
1.63000
1.63875
+
+
-
0.00416
0.00166
0.00375
0.00709
0.00625
0.00625
0.00750
0.00750
0.00750
----------------------------
----------------------------
---25
25
-------------------
95
60 85
10
10
10
75
75
75
495 -
UNCH
25
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
MT BELVIEU PHY LDH PROPANE (OPIS)
3N FUT
JAN11
FEB11
APR11
MAY11
JUN11
----------------
TOTAL
3N FUT
----------------
----------------
----------------
MT BELVIEU PHY N-LDH PROPNE (OPIS)
3P FUT
JAN11
----
TOTAL
3P FUT
----
----
----
MT BELVIEU PHY NORM BUTANE (OPIS)
3M FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
OCT11
NOV11
DEC11
----------------------------
TOTAL
3M FUT
----------------------------
----------------------------
----------------------------
50
25
MT BELVIEU PHYS NAT GASLNE (OPIS)
3R FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
3R FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
2.13000
2.13167
2.12958
2.12333
2.11792
2.11542
2.11500
2.11625
2.11750
2.12000
2.12250
2.12500
0.02083
0.02041
0.02250
0.02292
0.02333
0.02333
0.02250
0.02250
0.02250
0.02250
0.02250
0.02250
-------------------------------------
-------------------------------------
-------------------------------------
75
10
10
45
45
45
10
10
10
10
10
10
290
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
1.36250
1.33625
1.27333
1.22292
1.21750
1.21750
1.22000
1.22563
1.23250
1.24125
1.24875
1.25625
1.26375
1.24375
1.18875
1.13875
1.13375
1.13625
1.14000
1.14375
1.14875
1.15500
1.16250
1.17000
1.11288
1.11288
1.11288
1.11288
1.11288
1.11288
1.11288
1.11288
1.11288
1.11288
1.11288
1.11288
0.00167
0.00333
0.00417
0.00333
0.00375
0.00375
0.00313
0.00312
0.00313
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
0.00250
0.00500
0.00500
0.00500
0.00500
0.00500
0.00500
0.00500
0.00500
0.00500
0.00500
0.00500
0.00500
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
---85
75
75
------15
15
15
----------------------------------------------------------------------------------
4291
2875 +
1709 1974 +
2092
2276
938 +
938 +
936 +
1475
1495
1500
397
393
393
368
368
368
195
195
195
365
365
365
90
90
90
90
90
90
30
30
30
30
30
30
27186 -
UNCH
5
75
20
UNCH
UNCH
15
15
15
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
86
87
58
58
58
38
38
38
461
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
MT BELVIEU PROPANE 5-DCML (OPIS)
B0 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
B0 FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
280
POLYETHYLENE FUTURES
P6 FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
-------------------------
TOTAL
P6 FUT
-------------------------
-------------------------
-------------------------
-------------------------
0.5525
0.5513
0.5500
0.5500
0.5500
0.5500
0.5500
0.5500
+
+
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------
-------------------------
-------------------------
----------------------------
1.36208
1.33625
1.27333
1.22292
1.21750
1.21750
1.22000
1.22563
1.23250
0.00167
0.00333
0.00417
0.00333
0.00375
0.00375
0.00313
0.00312
0.00313
----------------------------
----------------------------
----------------------------
PROPANE NON LDH MT BELVIEU
1R FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
GLOBEX
HIGH/LOW
PG61
D0 FUT
FEB13
MAR13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------
----------------------------
----------------------------
----------------------------
58
258
58
288
13
13
38
38
38
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 53
Side 53

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
Mon, Jan 24, 2011
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
1R FUT
OCT11
NOV11
DEC11
----------
TOTAL
1R FUT
----------
----------
----------
----------
1.24125
1.24875
1.25625
0.00250
0.00250
0.00250
----------
----------
----------
13
13
13
841
UNCH
UNCH
UNCH
ETHANOL FUTURES PRODUCTS
GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
CHICAGO ETHANOL SWAP
CU FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
CU FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
2.3182
2.3050
2.3250
2.3525
2.3825
2.3975
2.4075
2.3975
2.3225
2.2425
2.1950
2.1850
+
-
0.0016
0.0113
0.0113
0.0150
0.0125
0.0125
0.0050
0.0075
0.0025
0.0025
0.0050
0.0075
-------------------------------------
-------------------------------------
---100
70
95
138
55
-------------------
458
2233
1606 1571 1304 +
1197 +
1003 165
150
200
475
145
145
10194 +
UNCH
10
15
45
73
10
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
83
ETHANOL(PL) T1 FOB RTRDM EX DT
2M FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
-------------------
TOTAL
2M FUT
-------------------
-------------------
-------------------
-------------------
691.950
698.000
700.000
703.000
703.000
703.000
+
+
+
+
+
+
0.550
3.000
3.000
2.000
2.000
2.000
-------------------
-------------------
-------------------
80
80
80
10
10
10
270
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
608.400
617.000
621.000
619.000
619.000
619.000
620.000
620.000
620.000
615.000
618.000
615.000
+
+
+
+
+
-
0.288
1.000
UNCH
1.000
1.000
1.000
2.000
2.000
2.000
3.000
UNCH
3.000
-------------------------------------
-------------------------------------
---------------------------10
10
10
190
187
190
130
120
120
50
50
50
40 +
40 +
40 +
1207 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
10
10
10
382
333 +
194
120 +
170 +
90
1289 +
UNCH
1
UNCH
30
55
UNCH
ETHANOL(PL) T2 FOB RTRDM INCL
Z1 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
Z1 FUT
-------------------------------------
-------------------------------------
-------------------------------------
30
30
NEW YORK ETHANOL SWAP
EZ FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
-------------------
TOTAL
EZ FUT
-------------------
-------------------
-------------------
-------------------
2.4298
2.4100
2.4300
2.4500
2.4700
2.4900
+
-
0.0003
0.0050
0.0050
0.0150
0.0250
0.0150
-------------------
-------------------
---55
---110
55
----
220
86
ELECTRICITY FUTURES PRODUCTS
GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
AEP-DAYTON HUB OFF-PEAK MONTHLY
VP FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
OPEN
OUTCRY
OPEN RANGE
----------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------
35.10
34.63
31.75
31.75
28.88
29.88
32.68
32.68
28.88
31.00
31.00
31.00
32.95
32.95
32.95
32.95
32.95
32.95
32.95
32.95
32.95
32.95
32.95
32.95
35.30
35.30
35.30
35.30
35.30
35.30
35.30
35.30
35.30
35.30
35.30
35.30
38.43
+
+
+
+
+
+
+
+
+
+
+
+
-
1.21
UNCH
UNCH
UNCH
UNCH
UNCH
0.05
0.05
UNCH
UNCH
UNCH
UNCH
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.39
0.39
0.39
0.39
0.39
0.39
0.39
0.39
0.39
0.39
0.39
0.39
0.62
----------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------
------------------------------------------20
20
------------------------10
10
10
10
10
10
10
10
10
10
10
10
----
289
329
289
289
289
329
289
289
289
289
289
289
282
282
246 +
246 +
240
244
246
246
244
254
254
254
138
138
120
118
118
122
124
124
122
120
120
120
70
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
4
6
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 54
Side 54

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
VP FUT
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
----------------------------------
TOTAL
VP FUT
----------------------------------
----------------------------------
----------------------------------
----------------------------------
38.43
38.43
38.43
38.43
38.43
38.43
38.43
38.43
38.43
38.43
38.43
0.62
0.62
0.62
0.62
0.62
0.62
0.62
0.62
0.62
0.62
0.62
----------------------------------
----------------------------------
----------------------------------
160
70
70
70
70
30
30
30
30
30
30
30
8630 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
10
AER-DAYTON HUB MTHLY
VM FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
-------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
VM FUT
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
45.30
44.84
40.85
40.85
40.03
42.50
50.51
50.51
40.58
40.70
40.70
40.70
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
45.99
45.99
45.99
45.99
45.99
45.99
45.99
45.99
45.99
45.99
45.99
45.99
48.90
48.90
48.90
48.90
48.90
48.90
48.90
48.90
48.90
48.90
48.90
48.90
+
-
3.37
0.01
0.39
0.39
0.57
0.56
0.42
0.42
0.90
0.40
0.40
0.40
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
280
300
272
268
292
282
262
262
262
298
298
298
259
259
227
225
225
229
231
231
229
227
227
227
122
122
120
118
118
122
124
124
122
120
120
120
22
22
20
18
18
22
24
24
22
20
20
20
7874
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
33.63
30.30
27.30
27.30
24.55
25.68
28.05
28.05
24.55
26.24
26.24
26.24
28.48
28.48
28.48
28.48
28.48
28.48
28.48
28.48
28.48
28.48
28.48
28.48
30.90
30.90
30.90
30.90
30.90
+
+
+
-
0.58
0.38
0.06
0.06
UNCH
UNCH
0.19
0.19
0.04
0.06
0.06
0.06
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.33
0.33
0.33
0.33
0.33
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
33456
33440
30832
31488
33456
21712
25016
22184
22656
24072
22656
24072
7752
6840
7448
7296
7448
3840
4080
3760
4160
3760
3840
4240
3920
3520
4080
3680
3920
408624
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------
-------------------------------
44.75
42.40
38.96
38.40
38.33
40.03
47.86
47.86
38.26
37.88
+
-
0.66
0.05
0.64
0.68
0.60
0.62
0.54
0.54
0.95
0.48
-------------------------------
-------------------------------
-------------------------------
1848
1760
2024
1848
1848
1430
1300
1495
1365
1365
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
CIN HUB 5MW D AH O PK
K2 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------------------------------------
TOTAL
K2 FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
CIN HUB 5MW D AH PK
H5 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------
-------------------------------
-------------------------------
IT IS
61
61
Side 55
Side 55

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
CIN HUB 5MW D AH PK
H5 FUT
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------
TOTAL
H5 FUT
----------------------------------------------------------
----------------------------------------------------------
----------------------------------------------------------
----------------------------------------------------------
37.88
37.88
42.95
42.95
39.08
39.08
38.58
40.95
49.20
49.20
39.95
39.10
39.10
39.10
43.14
43.14
43.14
43.14
43.14
0.48
0.48
0.10
0.10
0.30
0.30
0.25
0.25
0.25
0.25
0.13
0.23
0.23
0.23
0.09
0.09
0.09
0.09
0.09
----------------------------------------------------------
----------------------------------------------------------
----------------------------------------------------------
1365
1365
399
399
418
399
418
210
210
230
190
230
210
200
220
200
210
220
220
23596
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------
-------------------------------------------------
31.66
29.75
26.75
26.75
24.00
25.13
27.50
27.50
24.00
25.69
25.69
25.69
27.88
27.88
27.88
27.88
+
+
+
-
0.56
0.38
0.06
0.06
UNCH
UNCH
0.19
0.19
0.04
0.06
0.06
0.06
0.15
0.15
0.15
0.15
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
13872
14784
12784
13056
13872
12512
14416
12784
13056
13872
13056
13872
816
720
392
384
164248
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
41.51
41.50
38.06
37.50
37.43
39.13
46.96
46.96
37.36
36.98
36.98
36.98
42.00
42.00
38.13
38.13
37.63
40.00
48.25
48.25
39.00
38.15
38.15
38.15
0.27
0.05
0.64
0.68
0.60
0.62
0.54
0.54
0.95
0.48
0.48
0.48
0.10
0.10
0.30
0.30
0.25
0.25
0.25
0.25
0.13
0.23
0.23
0.23
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
567
540
437
399
399
418
380
437
399
399
399
399
441
441
462
441
462
441
735
805
399
483
441
420
11144
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------------------------
31.66
29.75
26.75
26.75
24.00
25.13
27.50
27.50
24.00
25.69
25.69
25.69
27.88
27.88
27.88
27.88
27.88
27.88
27.88
27.88
27.88
27.88
27.88
27.88
30.30
30.30
30.30
30.30
30.30
30.30
30.30
30.30
30.30
30.30
30.30
30.30
33.90
33.90
33.90
+
+
+
-
0.56
0.38
0.06
0.06
UNCH
UNCH
0.19
0.19
0.04
0.06
0.06
0.06
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.29
0.29
0.29
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
474
476
551
497
501
453
429
435
477
387
385
379
147
147
141
141
141
133
135
135
133
129
129
129
115
115
115
115
115
106
106
106
106
106
106
106
10
10
10
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
CIN HUB 5MW REAL TIME O PK
H4 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
-------------------------------------------------
TOTAL
H4 FUT
-------------------------------------------------
-------------------------------------------------
CIN HUB 5MW REAL TIME PK
H3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
H3 FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
CINERGY HUB OFF-PEAK MONTH SWAP
EJ FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
IT IS
61
61
Side 56
Side 56

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
EJ FUT
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
----------------------------
TOTAL
EJ FUT
----------------------------
----------------------------
----------------------------
----------------------------
33.90
33.90
33.90
33.90
33.90
33.90
33.90
33.90
33.90
0.29
0.29
0.29
0.29
0.29
0.29
0.29
0.29
0.29
----------------------------
----------------------------
----------------------------
10
10
10
10
10
10
10
10
10
8521
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
41.51
41.50
38.06
37.50
37.43
39.13
46.96
46.96
37.36
36.98
36.98
36.98
42.00
42.00
38.13
38.13
37.63
40.00
48.25
48.25
39.00
38.15
38.15
38.15
42.14
42.14
42.14
42.14
42.14
42.14
42.14
42.14
42.14
42.14
42.14
42.14
44.98
44.98
44.98
44.98
44.98
44.98
44.98
44.98
44.98
44.98
44.98
44.98
48.13
48.13
48.13
48.13
48.13
48.13
48.13
48.13
48.13
48.13
48.13
48.13
0.27
0.05
0.64
0.68
0.60
0.62
0.54
0.54
0.95
0.48
0.48
0.48
0.10
0.10
0.30
0.30
0.25
0.25
0.25
0.25
0.13
0.23
0.23
0.23
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.12
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1868
958
750
740
718
754
722
722
698
712
706
694
233
233
227
227
227
223
219
219
219
211
211
211
75
75
75
75
75
84
84
84
84
84
84
84
24
24
24
24
24
24
24
24
24
24
24
24
18
18
18
18
18
18
18
18
18
18
18
18
14169
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------
38.19
39.98
1.08
1.08
-------
-------
-------
23
21
44
UNCH
UNCH
-------------------------------------
39.77
38.47
39.50
43.35
46.68
51.31
59.26
59.26
47.11
40.94
40.94
40.94
+
+
-
0.26
1.19
UNCH
UNCH
1.21
1.29
1.42
1.42
1.03
0.70
0.70
0.70
-------------------------------------
-------------------------------------
-------------------------------------
105
100
115
105
105
110
100
115
105
105
105
105
1275
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
39.84
38.25
38.19
39.98
42.01
46.99
56.56
56.56
43.97
39.84
39.04
40.98
0.29
1.01
1.08
1.08
1.05
1.18
1.33
1.33
1.11
0.63
0.64
0.54
-------------------------------------
-------------------------------------
-------------------------------------
84
80
92
84
84
88
80
92
84
84
84
84
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
CINERGY HUB PEAK MONTH SWAP
EM FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
EM FUT
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ERCOT HSTN NRTH Z MCPE50 PEAK
2P FUT
MAR11
APR11
-------
TOTAL
2P FUT
-------
-------
-------
ERCOT HSTN Z MCPE 5 MW PEAK SW
I1 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
I1 FUT
-------------------------------------
-------------------------------------
-------------------------------------
ERCOT NRTH Z MCPE 5 MW PEAK SW
I5 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
IT IS
61
61
Side 57
Side 57

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
I5 FUT
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------
TOTAL
I5 FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
43.24
43.24
42.08
42.08
44.00
48.97
58.67
58.67
45.73
41.04
41.04
41.04
0.51
0.51
0.43
0.43
0.40
0.69
0.59
0.59
0.36
0.31
0.31
0.31
-------------------------------------
-------------------------------------
-------------------------------------
63
63
66
63
66
63
63
69
57
69
63
60
1785
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
63.44
58.75
41.25
41.25
38.88
38.15
42.20
42.20
38.52
38.50
40.50
50.00
52.30
52.30
40.75
40.75
39.25
38.75
42.40
42.40
38.75
43.25
43.25
43.25
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
45.87
45.87
45.87
45.87
45.87
45.87
45.87
45.87
45.87
45.87
45.87
45.87
48.00
48.00
48.00
48.00
48.00
48.00
48.00
48.00
48.00
48.00
48.00
48.00
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
-
7.97
1.28
0.25
0.25
0.40
0.57
0.55
0.55
0.43
0.75
0.85
0.35
0.05
0.05
0.65
0.65
UNCH
0.60
0.25
0.25
0.75
UNCH
UNCH
UNCH
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.22
0.22
0.22
0.22
0.22
0.22
0.22
0.22
0.22
0.22
0.22
0.22
0.30
0.30
0.30
0.30
0.30
0.30
0.30
0.30
0.30
0.30
0.30
0.30
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
609
579
483
423
497
437
461
461
459
403
399
389
279
279
279
279
269
265
261
261
261
261
261
261
151
151
137
137
137
137
147
147
137
137
137
137
76
76
76
76
76
76
76
76
76
76
76
76
18
18
18
18
18
18
18
18
18
18
18
18
11636
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------
77.91
71.70
51.88
50.42
49.50
50.65
59.11
59.11
49.48
49.55
51.00
60.00
64.18
64.18
50.30
50.30
49.50
51.00
59.70
59.70
49.85
53.45
53.45
53.45
55.70
55.70
55.70
55.70
55.70
+
+
-
5.36
1.43
0.87
0.63
0.83
0.75
0.92
0.92
0.82
0.90
0.70
0.50
0.02
0.02
0.40
0.40
0.20
0.40
0.55
0.55
0.40
0.45
0.45
0.45
0.02
0.02
0.02
0.02
0.02
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
842
631
508
488
524
529
563
563
535
513
523
523
367
367
367
367
361
361
357
357
357
353
353
353
232
232
222
222
222
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
ISO NEW ENGLAND OFF-PEAK LMP SWAP
KI FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
KI FUT
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND PEAK LMP SWAP
NI FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
IT IS
61
61
Side 58
Side 58

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
NI FUT
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
----------------------------------------------------------------------------------------------
TOTAL
NI FUT
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
55.70
55.70
55.70
55.70
55.70
55.70
55.70
57.50
57.50
57.50
57.50
57.50
57.50
57.50
57.50
57.50
57.50
57.50
57.50
59.80
59.80
59.80
59.80
59.80
59.80
59.80
59.80
59.80
59.80
59.80
59.80
+
+
+
+
+
+
+
+
+
+
+
+
-
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.17
0.17
0.17
0.17
0.17
0.17
0.17
0.17
0.17
0.17
0.17
0.17
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
232
232
232
232
222
222
222
115
115
115
115
115
115
115
115
115
115
115
115
25
25
25
25
25
25
25
25
25
25
25
25
15466
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------
33.33
31.25
28.25
28.25
25.50
26.63
+
+
+
1.08
0.38
0.06
0.06
UNCH
UNCH
-------------------
-------------------
-------------------
8
8
8
8
8
8
48
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------
40.84
43.75
40.31
39.75
39.68
41.38
49.25
49.25
0.21
0.05
0.64
0.68
0.57
0.62
0.50
0.50
-------------------------
-------------------------
-------------------------
8
8
8
8
8
18
10
10
78
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------
26.48
26.17
23.60
23.60
20.85
21.98
24.35
24.35
20.85
22.54
22.54
22.54
24.35
24.35
24.35
24.35
24.35
24.35
24.35
24.35
24.35
24.35
24.35
24.35
26.77
26.77
26.77
26.77
26.77
+
+
+
-
0.57
0.38
0.06
0.06
UNCH
UNCH
0.19
0.19
0.04
0.06
0.06
0.06
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.33
0.33
0.33
0.33
0.33
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
18360
15840
16920
17280
18360
16560
19080
16920
17280
18360
17280
18360
7752
6840
7448
7296
7448
3840
4080
3760
4160
3760
3840
4240
3920
3520
4080
3680
3920
294184
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------
37.37
37.75
34.31
33.75
33.83
35.53
43.36
43.36
33.76
33.38
33.38
33.38
38.30
38.30
34.43
34.43
33.93
36.30
44.55
44.55
35.30
+
-
0.45
0.05
0.64
0.68
0.60
0.62
0.54
0.54
0.95
0.48
0.48
0.48
0.10
0.10
0.30
0.30
0.25
0.25
0.25
0.25
0.13
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
945
900
1035
945
945
990
900
1035
945
945
945
945
399
399
418
399
418
210
210
230
190
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
MICHIGAN HUB OFF-PEAK MONTH SWAP
HJ FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
-------------------
TOTAL
HJ FUT
-------------------
-------------------
-------------------
MICHIGAN HUB PEAK MONTH SWAP
HM FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
-------------------------
TOTAL
HM FUT
-------------------------
-------------------------
-------------------------
MID IND TRAN SO IL HUB5MW OFFP
4R FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------------------------------------
TOTAL
4R FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
MID IND TRAN SO IL HUB5MW PEAK
4Q FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
IT IS
61
61
Side 59
Side 59

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
4Q FUT
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
-------------------------
TOTAL
4Q FUT
-------------------------
-------------------------
-------------------------
-------------------------
34.45
34.45
34.45
38.24
38.24
38.24
38.24
38.24
0.23
0.23
0.23
0.09
0.09
0.09
0.09
0.09
-------------------------
-------------------------
-------------------------
230
210
200
220
200
210
220
220
16058
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
40.80
41.28
36.90
36.90
36.50
38.63
47.38
47.38
36.08
35.58
35.58
35.58
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
42.85
42.85
42.85
42.85
42.85
42.85
42.85
42.85
42.85
42.85
42.85
42.85
+
-
2.95
0.02
0.06
0.06
0.14
0.50
0.45
0.45
0.90
0.40
0.40
0.40
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------2
2
2
2
2
2
2
2
2
2
2
2
------------------------------------10
10
10
10
10
10
10
10
10
10
10
10
548
529
440
440
444
454
464
452
492
502
502
486
267
275 271 271 267 265 +
263 263 263 263 263 263 94
94
94
94
94
94
94
94
94
94
94
94
10 10 10 10 10 10 10 10 10 10 10 10 10195 -
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
2
2
2
2
2
2
2
2
2
2
2
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
10
10
10
10
10
10
10
10
10
10
10
10
N ILLINOIS HUB MTHLY
UM FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
-------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
UM FUT
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
144
138
NEPOOL CNCTCT 5MW D AH O PK
P3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
P3 FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
64.92
59.95
42.45
42.45
40.08
39.35
43.40
43.40
39.72
39.70
41.70
51.20
53.65
53.65
42.10
42.10
40.60
40.10
43.75
43.75
40.10
44.60
44.60
44.60
+
+
+
+
+
+
8.08
1.28
0.25
0.25
0.40
0.57
0.55
0.55
0.43
0.75
0.85
0.35
0.05
0.05
0.65
0.65
UNCH
0.60
0.25
0.25
0.75
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
18360
15840
16875
17280
18360
16560
19080
16920
17280
18360
17325
18360
15912
14040
15249
14976
15288
14976
15912
14664
16224
14664
15015
16536
394056
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------
79.43
74.45
54.63
53.17
52.25
53.40
61.86
61.86
52.23
52.30
53.75
62.75
67.33
67.33
53.45
53.45
52.65
54.15
+
+
-
8.10
1.43
0.87
0.63
0.83
0.75
0.92
0.92
0.82
0.90
0.70
0.50
0.02
0.02
0.40
0.40
0.20
0.40
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
945
1300
1035
945
945
990
900
1035
945
945
945
945
819
819
858
819
858
819
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NEPOOL CONECTIC 5MW D AH PK
P2 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
IT IS
61
61
Side 60
Side 60

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
P2 FUT
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------
TOTAL
P2 FUT
-------------------
-------------------
-------------------
-------------------
62.85
62.85
53.00
56.60
56.60
56.60
0.55
0.55
0.40
0.45
0.45
0.45
-------------------
-------------------
-------------------
819
897
741
897
819
780
21820
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------------------------------------
63.44
58.75
41.25
41.25
38.88
38.15
42.20
42.20
38.52
38.50
40.50
50.00
52.30
52.30
40.75
40.75
39.25
38.75
42.40
42.40
38.75
43.25
43.25
43.25
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
45.87
45.87
45.87
45.87
45.87
45.87
45.87
45.87
45.87
45.87
45.87
45.87
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
7.97
1.28
0.25
0.25
0.40
0.57
0.55
0.55
0.43
0.75
0.85
0.35
0.05
0.05
0.65
0.65
UNCH
0.60
0.25
0.25
0.75
UNCH
UNCH
UNCH
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.22
0.22
0.22
0.22
0.22
0.22
0.22
0.22
0.22
0.22
0.22
0.22
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
---------------------------1632
2310
1632
-------------------------------------------------------------------------------------------------------------
37944
33792
35625
36864
37944
34224
37736
33464
34176
42840 +
40425 +
42840 +
31824
28080
31671
31104
30576
29952
31416
28952
32448
28576
29260
32224
10584
9504
10989
9936
10584
10800
10584
10584
10800
10152
10827
11016
3136
2816
3256
2944
3264
3072
3136
3264
3072
3008
3336
3136
977757 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1632
1540
1632
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NEPOOL INTR HUB 5MW D AH O PK
H2 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
-------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
H2 FUT
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
5574
4804
NEPOOL INTR HUB 5MW D AH PK
U6 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
77.91
71.70
51.88
50.42
49.50
50.65
59.11
59.11
49.48
49.55
51.00
60.00
64.18
64.18
50.30
50.30
49.50
51.00
59.70
59.70
49.85
53.45
53.45
53.45
55.70
55.70
55.70
55.70
55.70
55.70
55.70
55.70
55.70
55.70
55.70
55.70
57.50
57.50
57.50
57.50
57.50
57.50
57.50
57.50
57.50
57.50
57.50
+
+
+
+
+
+
+
+
+
+
+
+
+
5.36
1.43
0.87
0.63
0.83
0.75
0.92
0.92
0.82
0.90
0.70
0.50
0.02
0.02
0.40
0.40
0.20
0.40
0.55
0.55
0.40
0.45
0.45
0.45
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.17
0.17
0.17
0.17
0.17
0.17
0.17
0.17
0.17
0.17
0.17
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------
1827
1740
1955
1806
1701
1782
1560
1794
1701
1701
1701
1701
1701
1701
1782
1701
1782
1701
1701
1863
1539
1863
1701
1620
616
560
588
616
616
560
616
616
560
644
560
588
220
200
210
220
210
210
220
210
210
230
190
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 61
Side 61

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
U6 FUT
DEC14
----
TOTAL
U6 FUT
----
----
----
----
57.50
0.17
----
----
----
220
51314
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
63.86
57.25
39.75
39.75
37.38
36.65
40.70
40.70
37.02
37.00
39.00
48.50
50.80
50.80
39.25
39.25
37.75
37.25
40.90
40.90
37.25
41.75
41.75
41.75
+
+
+
+
+
+
7.62
1.28
0.25
0.25
0.40
0.57
0.55
0.55
0.43
0.75
0.85
0.35
0.05
0.05
0.65
0.65
UNCH
0.60
0.25
0.25
0.75
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
2448
2112
2250
2304
2448
2208
2544
2256
2304
2448
2310
2448
816
720
782
768
784
768
816
752
832
752
770
848
37488
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
78.80
68.70
48.88
47.42
46.50
47.65
56.11
56.11
46.48
46.55
48.00
57.00
61.18
61.18
47.30
47.30
46.50
48.00
56.70
56.70
46.85
50.45
50.45
50.45
+
+
-
8.98
1.43
0.87
0.63
0.83
0.75
0.92
0.92
0.82
0.90
0.70
0.50
0.02
0.02
0.40
0.40
0.20
0.40
0.55
0.55
0.40
0.45
0.45
0.45
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
399
380
437
399
399
418
380
437
399
399
399
399
42
42
44
42
44
42
42
46
38
46
42
40
5355
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
63.11
58.85
41.35
41.35
38.98
38.25
42.30
42.30
38.62
38.60
40.60
50.10
52.25
52.25
40.70
40.70
39.20
38.70
42.35
42.35
38.70
43.20
43.20
43.20
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
43.95
+
+
+
+
+
+
-
7.83
1.28
0.25
0.25
0.40
0.57
0.55
0.55
0.43
0.75
0.85
0.35
0.05
0.05
0.65
0.65
UNCH
0.60
0.25
0.25
0.75
UNCH
UNCH
UNCH
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.12
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
8976
7744
8250
9216
5712
5152
5936
5264
4608
4896
4620
4896
4488
3960
4301
4224
4312
4224
4488
4136
4576
4136
4235
4664
784
704
814
736
784
800
784
784
800
752
802
816
136374
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------
76.40
71.78
51.98
50.52
49.60
50.75
59.21
59.21
49.58
49.65
+
+
-
8.00
1.47
0.87
0.63
0.83
0.75
0.92
0.92
0.82
0.90
-------------------------------
-------------------------------
-------------------------------
525
500
575
567
357
374
300
345
315
315
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NEPOOL MAINE 5MW D AH O EAK
W2 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
W2 FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
NEPOOL MAINE 5MW D AH PK
P9 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
P9 FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
NEPOOL NE MASS 5MW D AH O PK
P8 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
P8 FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
NEPOOL NE MASS 5MW D AH PK
P7 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------
-------------------------------
-------------------------------
-------------------------------
IT IS
61
61
Side 62
Side 62

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
P7 FUT
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------
TOTAL
P7 FUT
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
51.10
60.10
64.13
64.13
50.25
50.25
49.45
50.95
59.65
59.65
49.80
53.40
53.40
53.40
55.90
55.90
55.90
55.90
55.90
55.90
55.90
55.90
55.90
55.90
55.90
55.90
0.70
0.50
0.02
0.02
0.40
0.40
0.20
0.40
0.55
0.55
0.40
0.45
0.45
0.45
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
-------------------------------------------------------------------------------
315
315
231
231
242
231
242
231
231
253
209
253
231
220
44
40
42
44
44
40
44
44
40
46
40
42
8118
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
63.05
59.30
41.80
41.80
39.43
38.70
42.75
42.75
39.07
39.05
41.05
50.55
+
+
-
7.74
1.28
0.25
0.25
0.40
0.57
0.55
0.55
0.43
0.75
0.85
0.35
-------------------------------------
-------------------------------------
-------------------------------------
9792
8448
9000
9216
9792
8832
10176
9024
9216
9792
9240
9792
112320
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
76.76
72.25
52.43
50.97
50.05
51.20
59.66
59.66
50.03
50.10
51.55
60.55
+
+
-
8.02
1.43
0.87
0.63
0.83
0.75
0.92
0.92
0.82
0.90
0.70
0.50
-------------------------------------
-------------------------------------
-------------------------------------
504
480
552
504
504
528
480
552
504
504
504
504
6120
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
75.89
70.95
51.13
49.67
48.75
49.90
58.36
58.36
48.73
48.80
50.25
59.25
+
+
-
8.06
1.43
0.87
0.63
0.83
0.75
0.92
0.92
0.82
0.90
0.70
0.50
-------------------------------------
-------------------------------------
-------------------------------------
21
20
23
21
21
22
20
23
21
21
21
21
255
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------
63.29
58.65
41.15
41.15
38.78
38.05
42.10
42.10
38.42
38.40
40.40
49.90
52.35
52.35
40.80
40.80
39.30
38.80
42.45
42.45
38.80
43.30
43.30
43.30
44.25
44.25
44.25
44.25
44.25
44.25
44.25
44.25
44.25
+
+
+
+
+
+
-
7.95
1.28
0.25
0.25
0.40
0.57
0.55
0.55
0.43
0.75
0.85
0.35
0.05
0.05
0.65
0.65
UNCH
0.60
0.25
0.25
0.75
UNCH
UNCH
UNCH
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
NEPOOL NEW HAMP 5MW D AH O PK
U3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
U3 FUT
-------------------------------------
-------------------------------------
-------------------------------------
NEPOOL NEW HAMP 5MW D AH PK
U2 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
U2 FUT
-------------------------------------
-------------------------------------
-------------------------------------
NEPOOL RHD ISLD 5MW D AH PK
U4 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
U4 FUT
-------------------------------------
-------------------------------------
-------------------------------------
NEPOOL SE MASS 5MW D AH O PK
P5 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
2040
1760
1875
1920
2040
1840
2120
1880
1920
2040
1925
2040
2856
2520
2737
2688
2744
2688
2856
2632
2912
2632
2695
2968
392
352
407
368
392
400
392
392
400
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 63
Side 63

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
P5 FUT
OCT13
NOV13
DEC13
----------
TOTAL
P5 FUT
----------
----------
----------
----------
44.25
44.25
44.25
0.15
0.15
0.15
----------
----------
----------
376
401
408
61008
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
76.52
71.60
51.78
50.32
49.40
50.55
59.01
59.01
49.38
49.45
50.90
59.90
64.23
64.23
50.35
50.35
49.55
51.05
59.75
59.75
49.90
53.50
53.50
53.50
56.00
56.00
56.00
56.00
56.00
56.00
56.00
56.00
56.00
56.00
56.00
56.00
+
+
-
8.08
1.43
0.87
0.63
0.83
0.75
0.92
0.92
0.82
0.90
0.70
0.50
0.02
0.02
0.40
0.40
0.20
0.40
0.55
0.55
0.40
0.45
0.45
0.45
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
105
100
115
105
105
110
100
115
105
105
105
105
147
147
154
147
154
147
147
161
133
161
147
140
22
20
21
22
22
20
22
22
20
23
20
21
3315
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
64.13
59.55
42.05
42.05
39.68
38.95
43.00
43.00
39.32
39.30
41.30
50.80
45.10
45.10
45.10
45.10
45.10
45.10
45.10
45.10
45.10
45.10
45.10
45.10
+
+
-
8.00
1.28
0.25
0.25
0.40
0.57
0.55
0.55
0.43
0.75
0.85
0.35
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
2040
1760
1875
1920
2040
1472
1696
1504
1536
1632
1540
1632
392
352
407
368
392
400
392
392
400
376
401
408
25327
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
77.99
72.50
52.68
51.22
50.30
51.45
59.91
59.91
50.28
50.35
51.80
60.80
56.85
56.85
56.85
56.85
56.85
56.85
56.85
56.85
56.85
56.85
56.85
56.85
+
+
-
8.18
1.43
0.87
0.63
0.83
0.75
0.92
0.92
0.82
0.90
0.70
0.50
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
147
140
161
147
147
132
120
138
126
126
126
126
22
20
21
22
22
20
22
22
20
23
20
21
1891
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------
29.47
26.25
23.00
23.00
21.00
22.25
26.55
26.55
+
+
+
+
+
+
+
+
1.45
UNCH
UNCH
UNCH
UNCH
UNCH
0.05
0.05
-------------------------
-------------------------
-------------------------
523
520
408
413
429
415
415
415
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NEPOOL SE MASS 5MW D AH PK
P4 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
P4 FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
NEPOOL W CNT MASS 5MW D AH O PK
L9 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------
TOTAL
L9 FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
NEPOOL W CNTR M 5MW D AH PK
R6 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------
TOTAL
R6 FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
NORTHERN ILLINOIS OFF-PEAK MONTHLY
UO FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------
-------------------------
-------------------------
-------------------------
IT IS
61
61
Side 64
Side 64

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
UO FUT
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
-------------------------------------------------------------------------------------------------------------------------
TOTAL
UO FUT
-------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------
21.13
22.50
22.50
22.50
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
26.30
26.30
26.30
26.30
26.30
26.30
26.30
26.30
26.30
26.30
26.30
26.30
29.35
29.35
29.35
29.35
29.35
29.35
29.35
29.35
29.35
29.35
29.35
29.35
+
+
+
+
-
UNCH
UNCH
UNCH
UNCH
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.45
0.45
0.45
0.45
0.45
0.45
0.45
0.45
0.45
0.45
0.45
0.45
-------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------10
10
10
10
10
10
10
10
10
10
10
10
120
430
417
417
412
317
317
292
292
282
276
276
276
276
276
276
266
61
61
61
61
61
57
53
53
53
53
53
53
0 0 0 0 0 0 0 0 0 0 0 0 9316 -
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
10
10
10
10
10
10
10
10
10
10
10
10
357
360
437
273
231
308
320 +
391 +
168
189
189
273
441
420
396
315
330
273
273
322
247
299
273
280
44
40
42
44
44
40
44
44
40
46
40
42
7875 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
20
23
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
164
154
106
76
96
116
138
138
86
96
86
116
218
198
158
138
124
124
128
128
124
104
104
104
50
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
120
NYISO A
KA FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
KA FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
44.71
44.13
41.00
41.00
39.12
41.45
47.73
47.73
41.17
40.40
41.15
44.15
45.65
45.65
39.30
39.30
38.40
40.65
46.70
46.70
40.60
41.60
41.60
41.60
42.68
42.68
42.68
42.68
42.68
42.68
42.68
42.68
42.68
42.68
42.68
42.68
+
+
+
+
+
+
-
0.78
1.20
0.55
0.55
0.71
0.62
0.67
0.67
0.70
0.40
0.40
0.45
0.45
0.45
0.55
0.55
0.20
0.50
0.60
0.60
0.35
0.20
0.20
0.20
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
------------------20
23
-------------------------------------------------------------------------------------
43
43
NYISO A OFF-PEAK
KB FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------
----------------------------------------------------------------------------
----------------------------------------------------------------------------
----------------------------------------------------------------------------
----------------------------------------------------------------------------
41.70
38.67
33.35
33.35
32.35
33.13
36.07
36.07
32.72
32.90
34.40
35.85
37.60
37.60
33.85
33.85
32.00
33.00
34.90
34.90
32.60
33.50
33.50
33.50
35.03
+
+
+
-
3.35
1.42
0.25
0.25
0.23
0.29
0.13
0.13
0.31
0.30
0.30
0.45
0.15
0.15
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.24
----------------------------------------------------------------------------
----------------------------------------------------------------------------
----------------------------------------------------------------------------
IT IS
61
61
Side 65
Side 65

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
NYISO A OFF-PEAK
KB FUT
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
----------------------------------
TOTAL
KB FUT
----------------------------------
----------------------------------
----------------------------------
----------------------------------
35.03
35.03
35.03
35.03
35.03
35.03
35.03
35.03
35.03
35.03
35.03
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
----------------------------------
----------------------------------
----------------------------------
50
20
20
20
20
30
30
20
20
20
20
3344
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
76.84
72.93
53.35
53.35
51.90
56.45
68.32
68.32
53.88
50.65
52.60
61.10
66.35
66.35
52.10
52.10
51.50
56.15
68.10
68.10
53.75
54.60
54.60
54.60
58.78
58.78
58.78
58.78
58.78
58.78
58.78
58.78
58.78
58.78
58.78
58.78
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
2.26
1.55
0.45
0.45
0.17
0.62
0.75
0.75
0.52
1.00
0.75
0.60
0.20
0.20
0.35
0.35
0.20
0.75
0.45
0.45
0.55
0.15
0.15
0.15
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
315
320
276
252
231
330
320
368
252
231
231
231
84
84
88
84
88
84
84
92
76
92
84
80
22
20
21
22
22
20
22
22
20
23
20
21
4632
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
62.58
58.67
40.70
40.70
38.73
40.02
45.35
45.35
39.12
39.90
41.25
45.20
51.10
51.10
41.85
41.85
39.50
40.75
43.65
43.65
38.60
41.25
41.25
41.25
+
+
+
-
6.44
3.70
0.25
0.25
0.40
0.45
0.18
0.18
0.31
0.30
0.30
0.45
0.15
0.15
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
96
96
116
116
96
88
108
108
96
102
102
102
90
90
90
90
90
90
90
90
90
90
90
90
2306
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------
----------------------------------------------------------------------------------
----------------------------------------------------------------------------------
87.58
81.38
58.85
58.85
57.82
63.37
78.90
78.90
60.08
55.65
57.85
67.10
75.35
75.35
58.60
58.60
58.25
64.15
79.35
79.35
60.50
60.35
60.35
60.35
66.80
66.80
66.80
+
+
+
+
+
+
+
2.47
1.66
0.45
0.45
0.16
0.61
0.75
0.75
0.52
1.00
0.75
0.60
0.45
0.45
0.35
0.35
0.20
0.75
0.45
0.45
0.55
0.15
0.15
0.15
0.33
0.33
0.33
----------------------------------------------------------------------------------
----------------------------------------------------------------------------------
----------------------------------------------------------------------------------
336
160
230
168
168
154
280
230
273
168
126
105
210
210
220
189
198
231
252
276
228
184
189
180
88
80
147
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NYISO G
KG FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
KG FUT
-------------------------------------------------------------------------------------------------------------
NYISO G OFF-PEAK
KH FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
KH FUT
-------------------------------------------------------------------------
NYISO J
KJ FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------------
----------------------------------------------------------------------------------
IT IS
61
61
Side 66
Side 66

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
----------------------------
----------------------------
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
NYISO J
KJ FUT
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
----------------------------
TOTAL
KJ FUT
----------------------------
----------------------------
66.80
66.80
66.80
66.80
66.80
66.80
66.80
66.80
66.80
+
+
+
+
+
+
+
+
+
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
----------------------------
----------------------------
---------------------20
21
41
154
66
120
132
110
100
92
100 +
84 +
6238 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
20
21
41
NYISO J OFF-PEAK
KK FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
APR13
MAY13
JUN13
JUL13
SEP13
OCT13
NOV13
----------------------------------------------------------------------------------------------
TOTAL
KK FUT
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
64.83
60.83
42.10
42.10
40.48
42.13
49.60
49.60
41.28
41.40
43.00
47.20
53.60
53.60
43.60
43.60
41.25
43.00
48.40
48.40
41.35
43.25
43.25
43.25
46.67
46.67
46.67
46.67
46.67
46.67
46.67
+
+
+
-
6.78
2.05
0.25
0.25
0.40
0.45
0.18
0.18
0.32
0.05
0.05
0.20
0.15
0.15
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.15
0.15
0.15
0.15
0.15
0.15
0.15
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
120
120
106
116
102
82
92
92
92
68
78
68
66
76
76
66
66
66
86
86
76
76
66
66
10
20
10
10
10
10
10
2088
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
41.70
38.67
33.35
33.35
32.35
33.13
36.07
36.07
32.72
32.90
34.40
35.85
37.60
37.60
33.85
33.85
32.00
33.00
34.90
34.90
32.60
33.50
33.50
33.50
+
+
+
-
3.35
1.42
0.25
0.25
0.23
0.29
0.13
0.13
0.31
0.30
0.30
0.45
0.15
0.15
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
8568
10912
7875
8064
8568
7728
8904
7896
8064
8568
8085
8568
2040
1800
1955
1920
1960
1920
2040
1880
2080
1880
1925
2120
125320
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------
44.71
44.13
41.00
41.00
39.12
41.45
47.73
47.73
41.17
40.40
41.15
44.15
45.65
45.65
39.30
39.30
38.40
40.65
46.70
46.70
40.60
41.60
41.60
41.60
42.68
42.68
42.68
42.68
42.68
42.68
42.68
42.68
42.68
42.68
+
+
+
+
+
+
-
0.78
1.20
0.55
0.55
0.71
0.62
0.67
0.67
0.70
0.40
0.40
0.45
0.45
0.45
0.55
0.55
0.20
0.50
0.60
0.60
0.35
0.20
0.20
0.20
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
-------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------
546
780
552
504
504
528
480
552
504
504
504
504
126
126
132
126
132
126
126
138
114
138
126
120
44
40
42
44
44
40
44
44
40
46
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NYISO ZONE A 5MW D AH O PK
K4 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
K4 FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
NYISO ZONE A 5MW D AH PK
K3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------
IT IS
61
61
Side 67
Side 67

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
K3 FUT
NOV13
DEC13
-------
TOTAL
K3 FUT
-------
-------
-------
-------
42.68
42.68
0.09
0.09
-------
-------
-------
40
42
8502
UNCH
UNCH
-------------------------------------
-------------------------------------
50.37
44.67
39.35
39.35
38.35
39.13
42.07
42.07
38.72
38.90
40.40
41.85
+
+
-
5.85
1.42
0.25
0.25
0.23
0.29
0.13
0.13
0.31
0.30
0.30
0.45
-------------------------------------
-------------------------------------
-------------------------------------
6528
9152
6000
6144
6528
5888
6784
6016
6144
6528
6160
6528
78400
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
57.10
50.13
47.00
47.00
45.12
47.45
53.73
53.73
47.17
46.40
47.15
50.15
+
+
-
5.14
1.20
0.55
0.55
0.71
0.62
0.67
0.67
0.70
0.40
0.40
0.45
-------------------------------------
-------------------------------------
-------------------------------------
357
540
391
357
357
374
340
391
357
357
357
357
4535
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
52.39
48.67
37.03
37.03
35.54
36.58
40.71
40.71
35.92
36.40
37.83
40.53
+
+
-
6.11
2.56
0.25
0.25
0.32
0.36
0.16
0.16
0.31
0.30
0.30
0.45
-------------------------------------
-------------------------------------
-------------------------------------
408
352
375
384
408
368
424
376
384
408
385
408
4680
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
59.90
58.53
47.18
47.18
45.51
48.95
58.03
58.03
47.53
45.53
46.88
52.63
+
+
-
5.20
1.37
0.50
0.50
0.44
0.62
0.70
0.70
0.60
0.70
0.57
0.52
-------------------------------------
-------------------------------------
-------------------------------------
21
20
23
21
21
22
20
23
21
21
21
21
255
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
63.53
57.27
40.40
40.40
38.43
39.72
41.35
41.35
38.82
39.60
40.95
44.90
49.70
49.70
40.45
40.45
38.10
39.35
42.25
42.25
37.20
39.85
39.85
39.85
+
+
+
-
6.52
3.70
0.25
0.25
0.40
0.45
0.18
0.18
0.31
0.30
0.30
0.45
0.15
0.15
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
4080
3520
3750
3840
4080
7360
4240
3760
3840
4080
3850
4080
1632
1440
1564
1536
1568
1536
1632
1504
1664
1504
1540
1696
69296
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------
73.95
70.38
50.80
50.80
49.35
53.90
55.65
55.65
51.33
48.10
50.05
58.55
61.70
61.70
47.45
+
+
+
+
-
5.08
1.55
0.45
0.45
0.17
0.62
0.60
0.60
0.52
1.00
0.75
0.60
0.20
0.20
0.35
----------------------------------------------
----------------------------------------------
----------------------------------------------
210
200
230
210
210
660
400
460
210
210
210
210
84
84
88
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NYISO ZONE C 5MW D AH O PK
A3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
A3 FUT
-------------------------------------
-------------------------------------
NYISO ZONE C 5MW D AH PK
Q5 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
Q5 FUT
-------------------------------------
-------------------------------------
NYISO ZONE E 5MW DAY AHEAD OFF-PEAK
58 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
58 FUT
-------------------------------------
-------------------------------------
-------------------------------------
NYISO ZONE E 5MW DAY AHEAD PEAK
55 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
55 FUT
-------------------------------------
-------------------------------------
-------------------------------------
NYISO ZONE F 5MW DAY AHEAD OFF-PEAK
4M FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
4M FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
NYISO ZONE F 5MW DAY AHEAD PEAK
4L FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------
----------------------------------------------
----------------------------------------------
----------------------------------------------
IT IS
61
61
Side 68
Side 68

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
4L FUT
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
----------------------------
TOTAL
4L FUT
----------------------------
----------------------------
----------------------------
----------------------------
47.45
46.85
51.50
63.45
63.45
49.10
49.95
49.95
49.95
0.35
0.20
0.75
0.45
0.45
0.55
0.15
0.15
0.15
----------------------------
----------------------------
----------------------------
84
88
84
84
92
76
92
84
80
4440
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
62.58
58.67
40.70
40.70
38.73
40.02
45.35
45.35
39.12
39.90
41.25
45.20
51.10
51.10
41.85
41.85
39.50
40.75
43.65
43.65
38.60
41.25
41.25
41.25
43.85
43.85
43.85
43.85
43.85
43.85
43.85
43.85
43.85
43.85
43.85
43.85
+
+
+
-
6.44
3.70
0.25
0.25
0.40
0.45
0.18
0.18
0.31
0.30
0.30
0.45
0.15
0.15
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
---------------------------1632
1540
1632
-------------------------------------------------------------------------
2856
2464
2625
2688
2856
2576
2968
2632
2688
4488 +
4235 +
4488 +
4896
4320
4692
4608
4704
4608
4896
4512
4992
4512
4620
5088
784
704
814
736
784
800
784
784
800
752
802
816
103372 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1632
1540
1632
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NYISO ZONE G 5MW D AH O PK
D2 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
D2 FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
4804
4804
NYISO ZONE G 5MW D AH PK
T3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
-------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
T3 FUT
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
76.84
72.93
53.35
53.35
51.90
56.45
68.32
68.32
53.88
50.65
52.60
61.10
66.35
66.35
52.10
52.10
51.50
56.15
68.10
68.10
53.75
54.60
54.60
54.60
58.78
58.78
58.78
58.78
58.78
58.78
58.78
58.78
58.78
58.78
58.78
58.78
60.73
60.73
60.73
60.73
60.73
60.73
60.73
60.73
60.73
60.73
60.73
60.73
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
-
2.26
1.55
0.45
0.45
0.17
0.62
0.75
0.75
0.52
1.00
0.75
0.60
0.20
0.20
0.35
0.35
0.20
0.75
0.45
0.45
0.55
0.15
0.15
0.15
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.08
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
945
840
920
840
840
880
760
874
861
840
840
840
294
294
308
294
308
294
483
529
266
322
294
280
154
140
147
154
154
140
154
154
140
161
140
147
110
100
105
110
105
105
110
105
105
115
95
110
17306
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------
64.83
60.83
42.10
42.10
40.48
+
+
-
6.78
2.05
0.25
0.25
0.40
----------------
----------------
----------------
1632
1408
1500
1536
1632
UNCH
UNCH
UNCH
UNCH
UNCH
NYISO ZONE J 5MW D AH O PK
D4 FUT
JAN11
FEB11
MAR11
APR11
MAY11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------
----------------
----------------
----------------
IT IS
61
61
Side 69
Side 69

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
D4 FUT
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
----------------------------------------------------------------------------------------------
TOTAL
D4 FUT
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
42.13
49.60
49.60
41.28
41.40
43.00
47.20
53.60
53.60
43.60
43.60
41.25
43.00
48.40
48.40
41.35
43.25
43.25
43.25
46.67
46.67
46.67
46.67
46.67
46.67
46.67
46.67
46.67
46.67
46.67
46.67
+
-
0.45
0.18
0.18
0.32
0.05
0.05
0.20
0.15
0.15
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------
1472
1696
1504
1536
1632
1540
1632
2856
2520
2737
2688
2744
2688
2856
2632
2912
2632
2695
2968
1960
1760
2035
1840
1960
2000
1960
1960
2000
1880
2005
2040
75048
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
87.58
81.38
58.85
58.85
57.82
63.37
78.90
78.90
60.08
55.65
57.85
67.10
75.35
75.35
58.60
58.60
58.25
64.15
79.35
79.35
60.50
60.35
60.35
60.35
66.80
66.80
66.80
66.80
66.80
66.80
66.80
66.80
66.80
66.80
66.80
66.80
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
2.47
1.66
0.45
0.45
0.16
0.61
0.75
0.75
0.52
1.00
0.75
0.60
0.45
0.45
0.35
0.35
0.20
0.75
0.45
0.45
0.55
0.15
0.15
0.15
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
399
400
460
420
441
374
340
391
399
378
378
378
273
273
242
231
242
231
231
253
209
322
294
280
110
100
105
110
110
100
110
110
100
115
100
105
9114
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
35.10
34.63
31.75
31.75
28.88
29.88
32.68
32.68
28.88
31.00
31.00
31.00
32.95
32.95
32.95
32.95
32.95
32.95
32.95
32.95
32.95
32.95
32.95
32.95
+
+
+
+
+
+
+
+
+
+
+
+
-
1.21
UNCH
UNCH
UNCH
UNCH
UNCH
0.05
0.05
UNCH
UNCH
UNCH
UNCH
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
-------------------------------------------------------------------------
-------------------------------------------------------------------------
---3520
-------------------------------------------------------------------
29784
37312 +
27375
28032
29784
26864
30952
27448
28032
29784
28105
29784
6120
5400
5865
5760
5880
5760
6120
5640
6240
5640
5775
6360
423816 +
UNCH
1056
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
252
740
621
567
567
594
540
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
NYISO ZONE J 5MW D AH PK
D3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
D3 FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
PJM AD HUB 5MW REAL TIME O PK
V3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
V3 FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
3520
1056
PJM AD HUB 5MW REAL TIME PK
Z9 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------
----------------------
----------------------
----------------------
----------------------
45.54
44.84
40.85
40.85
40.03
42.50
50.51
+
-
0.51
0.01
0.39
0.39
0.57
0.56
0.42
----------------------
----------------------
----------------------
IT IS
61
61
Side 70
Side 70

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
Z9 FUT
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
----------------------------------------------------
TOTAL
Z9 FUT
----------------------------------------------------
----------------------------------------------------
PJM AECO DA
X1 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
----------------------------------------------------
TOTAL
X1 FUT
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
50.51
40.58
40.70
40.70
40.70
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
0.42
0.90
0.40
0.40
0.40
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
621
777
777
777
777
105
105
110
105
110
105
105
115
95
115
105
100
8885
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------
----------------------------------------------------
63.66
53.69
41.21
41.21
37.69
42.56
45.62
45.62
42.58
42.00
43.50
48.60
52.68
52.68
45.35
45.35
41.50
+
+
+
8.72
1.91
0.13
0.13
0.34
0.40
0.22
0.22
0.41
0.30
0.30
0.20
0.12
0.12
0.40
0.40
UNCH
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
6120
5280
5625
5760
6120
3680
4240
3760
3840
4080
3850
4080
4080
3600
3910
3840
3920
75785
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------
----------------------------------------------------
73.94
68.83
53.15
53.15
51.98
57.05
72.11
72.11
54.92
51.52
52.02
57.02
61.42
61.42
53.81
53.81
52.92
+
+
-
5.72
0.85
0.64
0.64
0.70
0.66
0.84
0.84
1.03
0.55
0.55
0.50
0.17
0.17
0.25
0.25
0.18
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
315
300
345
315
315
220
200
230
210
210
210
210
210
210
220
210
220
4150
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
48.50
47.54
37.91
37.91
34.39
35.41
39.72
39.72
35.43
34.85
36.35
41.45
+
+
-
3.19
0.81
0.13
0.13
0.34
0.40
0.22
0.22
0.41
0.30
0.30
0.20
-------------------------------------
-------------------------------------
-------------------------------------
5304
4928
5250
5376
5712
2208
424
376
384
408
385
408
31163
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
58.43
59.93
48.66
47.11
46.73
50.73
60.81
60.81
48.60
45.20
45.70
50.70
+
+
-
2.38
0.35
0.70
0.65
0.70
0.66
0.84
0.84
1.03
0.55
0.55
0.50
-------------------------------------
-------------------------------------
-------------------------------------
273
280
322
294
294
132
20
23
21
21
21
21
1722
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------
----------------------------------------------------
63.35
57.56
42.79
42.79
39.26
40.96
45.27
45.27
40.98
40.40
41.90
47.00
51.08
51.08
43.75
43.75
39.90
+
+
+
7.12
1.31
0.12
0.12
0.35
0.40
0.22
0.22
0.41
0.30
0.30
0.20
0.12
0.12
0.40
0.40
UNCH
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
OFF-PEAK
----------------------------------------------------
PJM AECO DA PEAK
Y1 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
----------------------------------------------------
TOTAL
Y1 FUT
----------------------------------------------------
----------------------------------------------------
PJM APS ZONE DA OFF-PEAK
W4 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
W4 FUT
-------------------------------------
-------------------------------------
PJM APS ZONE DA PEAK
S4 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
S4 FUT
-------------------------------------
-------------------------------------
PJM BGE DA OFF-PEAK
R3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
48552
41184
32625
29568
31416
30544
40280
35720
30720
24480
23100
24480
24480
21600
23460
23040
23520
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 71
Side 71

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
PJM BGE DA OFF-PEAK
R3 FUT
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
-------------------------------------
TOTAL
R3 FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
40.75
44.65
44.65
40.60
42.50
42.50
42.50
44.98
44.98
44.98
44.98
44.98
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.37
0.37
0.37
0.37
0.37
-------------------------------------
-------------------------------------
-------------------------------------
384
408
376
416
376
385
424
392
352
407
368
392
513449
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
73.27
70.83
56.21
54.66
54.28
59.88
74.21
74.21
57.75
52.85
53.35
58.35
64.35
64.35
56.74
56.74
55.85
59.81
69.91
69.91
57.68
55.81
55.81
55.81
61.01
61.01
61.01
61.01
61.01
+
+
+
+
+
+
+
-
5.28
1.35
0.70
0.65
0.70
0.66
0.84
0.84
1.03
0.55
0.55
0.50
0.13
0.13
0.05
0.05
0.12
0.20
0.24
0.24
0.06
0.18
0.18
0.18
0.10
0.10
0.10
0.10
0.10
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
3234
3040
2001
1617
1617
1870
2000
2300
1785
1260
1260
1260
1260
1260
1320
1260
1320
63
63
69
57
69
63
60
66
60
63
66
66
30429
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
30.03
26.98
23.73
23.73
21.73
23.00
27.28
27.28
21.85
23.23
23.23
23.23
+
+
+
+
+
+
+
+
+
+
+
+
0.96
UNCH
UNCH
UNCH
UNCH
UNCH
0.05
0.05
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
-------------------------------------
7344
6336
6750
6912
7344
5520
6360
5640
5760
6120
5775
6120
75981
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
-------------------------------------
42.05
42.28
37.90
37.90
37.50
39.63
48.38
48.38
37.08
36.58
36.58
36.58
+
+
-
0.28
0.02
0.06
0.06
0.14
0.50
0.45
0.45
0.90
0.40
0.40
0.40
-------------------------------------
-------------------------------------
-------------------------------------
420
400
460
420
420
330
300
345
315
315
315
315
4355
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------
----------------------
----------------------
46.79
67.65
125.00
58.75
55.50
55.50
55.50
+
+
-
UNCH
7.60
UNCH
9.25
12.50
12.50
12.50
----------------------
----------------------
----------------------
PJM BGE DA PEAK
E3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------------------------------------
TOTAL
E3 FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
PJM COMED 5MW D AH O PK
D9 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
D9 FUT
-------------------------------------
-------------------------------------
PJM COMED 5MW D AH PK
D8 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
D8 FUT
-------------------------------------
PJM DAILY
JD FUT
20JAN11
21JAN11
24JAN11
25JAN11
26JAN11
27JAN11
28JAN11
----------------------
TOTAL
JD FUT
----------------------
0 6
10
10
10
10
10
56 -
6
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
11832
21824 +
11250
11520
11832
5152
5936
5264
5376
5712
5390
5712
4896
4320
4692
4608
4704
2688
2856
2632
UNCH
1056
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
PJM DAYTON DA OFF-PEAK
R7 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------
-------------------------------------------------------------
-------------------------------------------------------------
-------------------------------------------------------------
-------------------------------------------------------------
37.29
34.63
31.75
31.75
28.88
29.88
32.68
32.68
28.88
31.00
31.00
31.00
32.95
32.95
32.95
32.95
32.95
32.95
32.95
32.95
+
+
+
+
+
+
+
+
+
+
+
+
-
0.88
UNCH
UNCH
UNCH
UNCH
UNCH
0.05
0.05
UNCH
UNCH
UNCH
UNCH
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
-------------------------------------------------------------
-------------------------------------------------------------
---3520
-------------------------------------------------------
IT IS
61
61
Side 72
Side 72

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
R7 FUT
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------
TOTAL
R7 FUT
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
32.95
32.95
32.95
32.95
35.30
35.30
35.30
35.30
35.30
35.30
35.30
35.30
35.30
35.30
35.30
35.30
0.13
0.13
0.13
0.13
0.39
0.39
0.39
0.39
0.39
0.39
0.39
0.39
0.39
0.39
0.39
0.39
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
3520
2912
2632
2695
2968
784
704
814
736
784
800
784
784
800
752
802
816
158763 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1056
PJM DAYTON DA PEAK
D7 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
D7 FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
46.39
44.84
40.85
40.85
40.03
42.50
50.51
50.51
40.58
40.70
40.70
40.70
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
44.44
45.99
45.99
45.99
45.99
45.99
45.99
45.99
45.99
45.99
45.99
45.99
45.99
+
-
0.21
0.01
0.39
0.39
0.57
0.56
0.42
0.42
0.90
0.40
0.40
0.40
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
987
1440
1081
987
987
704
540
621
567
567
567
567
420
420
440
420
440
420
420
460
380
460
420
400
330
300
315
330
330
100
110
110
100
115
100
105
17060
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------
----------------------------------------------------
64.24
54.29
42.31
42.31
38.79
39.81
44.74
44.74
39.83
39.00
40.50
45.60
49.34
49.34
42.01
42.01
38.16
+
+
+
8.80
0.81
0.13
0.13
0.34
0.40
0.23
0.23
0.41
0.30
0.30
0.20
0.12
0.12
0.40
0.40
UNCH
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
3672
3168
3375
3456
3672
4784
5512
4888
4992
5304
5005
5304
2448
2160
2346
2304
2352
64742
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------
----------------------------------------------------
74.50
70.33
54.81
53.26
52.88
58.53
68.61
68.61
56.40
53.00
53.50
58.50
62.90
62.90
55.29
55.29
54.40
+
+
-
5.84
1.85
0.70
0.65
0.70
0.66
0.84
0.84
1.03
0.55
0.55
0.50
0.17
0.17
0.25
0.25
0.18
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
126
120
138
126
126
264
240
276
252
252
252
252
126
126
132
126
132
3066
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------
----------------
41.92
43.83
39.84
39.84
39.02
+
-
1.12
0.01
0.39
0.39
0.57
----------------
----------------
----------------
441
420
460
420
420
2161
UNCH
UNCH
UNCH
UNCH
UNCH
----
----
32.38
1.36
----
----
----
PJM DPL DA OFF-PEAK
E8 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
----------------------------------------------------
TOTAL
E8 FUT
----------------------------------------------------
----------------------------------------------------
PJM DPL DA PEAK
L8 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
----------------------------------------------------
TOTAL
L8 FUT
----------------------------------------------------
----------------------------------------------------
PJM DUQUESNE 5MW D AH PK
D5 FUT
JAN11
FEB11
MAR11
APR11
MAY11
----------------
TOTAL
D5 FUT
----------------
----------------
PJM DUQUS 5MW D AH O PK
D6 FUT
JAN11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----
----
----
8568
UNCH
IT IS
61
61
Side 73
Side 73

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
D6 FUT
FEB11
MAR11
APR11
MAY11
-------------
TOTAL
D6 FUT
-------------
-------------
-------------
-------------
33.68
30.80
30.80
27.93
+
+
+
+
UNCH
UNCH
UNCH
UNCH
-------------
-------------
-------------
7392
7500
7680
8160
39300
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------
----------------------------------------------------
64.43
54.29
42.25
42.25
38.73
39.81
45.62
45.62
39.83
39.00
40.50
45.60
49.45
49.45
42.12
42.12
38.27
+
+
-
8.90
0.81
0.13
0.13
0.34
0.40
0.16
0.16
0.41
0.30
0.30
0.20
0.15
0.15
0.43
0.43
0.03
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
13056
11264
8250
8448
8976
5520
6360
5640
5760
6120
5775
6120
2040
1800
1955
1920
1960
100964
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------
----------------------------------------------------
74.94
70.58
54.94
53.38
53.00
59.88
72.96
72.96
57.75
51.35
51.85
56.85
61.40
61.40
53.79
53.79
52.90
+
+
-
5.96
2.49
0.69
0.65
0.70
0.66
0.69
0.69
1.03
0.55
0.55
0.50
0.23
0.23
0.31
0.31
0.24
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
630
600
920
840
630
110
300
345
105
105
105
105
105
105
110
105
110
5330
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
64.24
53.69
42.21
42.21
38.69
39.31
44.87
44.87
39.33
38.50
40.00
45.10
49.92
49.92
42.59
42.59
38.74
40.25
44.15
44.15
40.10
42.00
42.00
42.00
44.48
44.48
44.48
44.48
44.48
+
+
+
-
8.94
0.81
0.13
0.13
0.34
0.40
0.22
0.22
0.41
0.30
0.30
0.20
0.12
0.12
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.37
0.37
0.37
0.37
0.37
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
28152
24288
25875
26496
28152
9936
11448
10152
10368
11016
10395
11016
10608
9360
10166
9984
10192
2304
2448
2256
2496
2256
2310
2544
2352
2112
2442
2208
2352
285684
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------
73.33
69.83
55.44
53.88
53.50
58.63
70.46
70.46
58.25
54.85
55.35
60.35
58.35
58.35
50.74
50.74
49.85
58.00
68.10
68.10
55.86
54.00
54.00
54.00
59.20
59.20
59.20
59.20
+
+
+
-
5.49
1.10
0.57
0.53
0.58
0.66
0.34
0.34
0.53
0.05
0.05
UNCH
0.77
0.77
0.85
0.85
0.78
0.20
0.24
0.24
0.07
0.18
0.18
0.18
0.10
0.10
0.10
0.10
-------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------
1638
1560
1725
1575
1575
726
660
759
693
903
903
903
672
672
814
777
814
252
252
276
228
161
147
140
154
140
147
154
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
PJM EASTERNH DA OFF-PEAK
F4 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
----------------------------------------------------
TOTAL
F4 FUT
----------------------------------------------------
----------------------------------------------------
PJM EASTERNH DA PEAK
E9 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
----------------------------------------------------
TOTAL
E9 FUT
----------------------------------------------------
----------------------------------------------------
PJM JCPL DA OFF-PEAK
F2 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------------------------------------
TOTAL
F2 FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
PJM JCPL DA PEAK
J2 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------
IT IS
61
61
Side 74
Side 74

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
PJM JCPL DA PEAK
J2 FUT
MAY13
----
TOTAL
J2 FUT
----
----
----
----
59.20
0.10
----
----
----
154
19574
UNCH
----------------------------------------------------------------------------------------
61.09
51.84
42.06
42.06
38.54
39.16
43.47
43.47
39.18
38.60
40.10
45.20
49.28
49.28
41.95
41.95
38.10
39.40
43.30
43.30
39.25
41.15
41.15
41.15
43.63
43.63
43.63
43.63
43.63
+
+
+
-
8.17
0.81
0.13
0.13
0.34
0.40
0.22
0.22
0.41
0.30
0.30
0.20
0.12
0.12
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.37
0.37
0.37
0.37
0.37
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
5304
4576
4875
4992
5304
8464
9752
8648
8832
9384
8855
9384
8160
7200
7820
7680
7840
3840
4080
3760
4160
3760
3850
4240
3920
3520
4070
3680
3920
173870
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------
70.10
67.33
56.06
54.51
54.13
56.88
66.96
66.96
54.75
51.35
51.85
56.85
61.25
61.25
53.64
53.64
52.75
57.25
67.35
67.35
55.11
53.25
53.25
53.25
58.45
58.45
58.45
58.45
58.45
+
+
+
+
+
-
5.38
1.35
0.30
0.35
0.30
0.66
0.84
0.84
1.03
0.55
0.55
0.50
0.17
0.17
0.25
0.25
0.18
0.20
0.24
0.24
0.07
0.18
0.18
0.18
0.10
0.10
0.10
0.10
0.10
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
---200
----------------------------------------------------------------------------------
PJM METED ZONE OFFPK CAL LMP SWP
46 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------------------------------------
TOTAL
46 FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
PJM METED ZONE PEAK CAL LMP SWP
47 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------------------------------------
TOTAL
47 FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
200
273
660 +
299
273
273
506
460
529
483
483
483
483
420
420
440
420
440
210
210
230
190
230
210
200
220
200
210
220
220
9895 +
UNCH
200
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
200
PJM MONTHLY
JM FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
59.95
60.73
49.46
47.91
47.53
51.53
61.61
61.61
49.40
46.00
46.50
51.50
56.00
56.00
48.39
48.39
47.50
51.75
61.85
61.85
49.61
47.75
47.75
47.75
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
54.79
54.79
54.79
+
-
17.76
0.35
0.70
0.65
0.70
0.66
0.84
0.84
1.03
0.55
0.55
0.50
0.17
0.17
0.25
0.25
0.18
0.20
0.24
0.24
0.07
0.18
0.18
0.18
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.09
0.09
0.09
----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
---36
------------------------------------------------------------------30
30
30
30
30
30
30
30
30
30
30
30
----------
3361
2481
1901
2088
1887
1989
2045
2045
2070
1794
1803
1801
1316
1311
1301
1302
1285
1235
1279
1279
1189
1191
1191
1189
484
484
484
484
484
444
444
444
444
456
456
456
36
36
36
+
+
+
+
+
+
+
UNCH
36
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
2
2
2
2
2
30
30
30
30
30
30
30
UNCH
UNCH
UNCH
IT IS
61
61
Side 75
Side 75

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
PJM MONTHLY
JM FUT
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
----------------------------------------------------------------
TOTAL
JM FUT
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
54.79
54.79
54.79
54.79
54.79
54.79
54.79
54.79
54.79
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
----------------------------------------------------------------
----------------------------------------------------------------
----------------------------------------------------------------
396
36
36
36
36
36
36
36
36
36
28
28
28
28
28
28
28
28
28
28
28
28
46665 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
28152
30624 +
22875
23424
24072
21712
25016
22184
22656
28152
26565
28152
7752
6840
7429
7296
7448
7296
7752
7144
7904
7144
7315
8056
1960
1760
2035
1840
1960
2000
1960
1960
2000
1880
2005
2040
416360 +
UNCH
4576
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
164
PJM NI HUB 5MW REAL TIME O PK
B6 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
B6 FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
29.47
26.25
23.00
23.00
21.00
22.25
26.55
26.55
21.13
22.50
22.50
22.50
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
26.30
26.30
26.30
26.30
26.30
26.30
26.30
26.30
26.30
26.30
26.30
26.30
+
+
+
+
+
+
+
+
+
+
+
+
-
1.45
UNCH
UNCH
UNCH
UNCH
UNCH
0.05
0.05
UNCH
UNCH
UNCH
UNCH
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
---5280
-------------------------------------------------------------------------------------------------------
5280
4576
PJM NI HUB 5MW REAL TIME PK
B3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------------------------
TOTAL
B3 FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
42.40
41.28
36.90
36.90
36.50
38.63
47.38
47.38
36.08
35.58
35.58
35.58
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
+
-
0.30
0.02
0.06
0.06
0.14
0.50
0.45
0.45
0.90
0.40
0.40
0.40
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
1281
1320
1518
1386
1386
1342
1220
1403
1281
1281
1281
1281
735
735
770
735
770
756
756
828
684
805
735
700
44
40
42
44
44
40
44
44
40
46
40
42
25499
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------
----------------
29.65
26.25
23.00
23.00
21.00
+
+
+
+
+
1.00
UNCH
UNCH
UNCH
UNCH
----------------
----------------
---5280
----------
43656
44704 +
33000
33792
35904
UNCH
5280
UNCH
UNCH
UNCH
PJM NILL DA OFF-PEAK
L3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------
----------------
----------------
IT IS
61
61
Side 76
Side 76

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
L3 FUT
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
-------------------------------------------------------------------------------------------------------------
TOTAL
L3 FUT
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
22.25
26.55
26.55
21.13
22.50
22.50
22.50
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
24.40
26.30
26.30
26.30
26.30
26.30
29.35
29.35
29.35
29.35
29.35
29.35
29.35
29.35
29.35
29.35
29.35
29.35
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
0.05
0.05
UNCH
UNCH
UNCH
UNCH
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.33
0.33
0.33
0.33
0.33
NEW
NEW
NEW
NEW
NEW
NEW
NEW
NEW
NEW
NEW
NEW
NEW
-------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------1960
1760
2035
1840
2040
1920
1960
2040
1920
1880
2085
1960
28680
33120
38160
33840
34560
36720
34650
36720
18360
16920
18377
17664
17640
16128
25296
23312
17056
15416
15400
16960
5096
4576
5291
4784
5096
1960 +
1760 +
2035 +
1840 +
2040 +
1920 +
1960 +
2040 +
1920 +
1880 +
2085 +
1960 +
705598 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1960
1760
2035
1840
2040
1920
1960
2040
1920
1880
2085
1960
28680
PJM NILL DA PEAK
N3 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
-------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
N3 FUT
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
41.69
41.28
36.90
36.90
36.50
38.63
47.38
47.38
36.08
35.58
35.58
35.58
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
39.25
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
40.39
42.85
42.85
42.85
42.85
42.85
42.85
42.85
42.85
42.85
42.85
42.85
42.85
+
+
+
+
+
+
+
+
+
+
+
+
+
0.22
0.02
0.06
0.06
0.14
0.50
0.45
0.45
0.90
0.40
0.40
0.40
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
0.07
NEW
NEW
NEW
NEW
NEW
NEW
NEW
NEW
NEW
NEW
NEW
NEW
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------110
100
105
110
105
105
110
105
105
115
95
110
1275
2667
2640
2438
2226
2205
2112
1920
2208
2016
2016
2016
2016
1386
1386
1496
1386
1452
1491
1449
1587
1311
1564
1428
1360
506
460
483
506
506
160
176
176
160
69
60
63
110 +
100 +
105 +
110 +
105 +
105 +
110 +
105 +
105 +
115 +
95 +
110 +
48376 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
110
100
105
110
105
105
110
105
105
115
95
110
1136
1133
1147
1100
1046
1063 +
1111
1121
1021
991
969
969
1098
1098
1068
1068
1070
UNCH
UNCH
UNCH
UNCH
UNCH
10
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
1275
PJM OFF-PEAK LMP SWAP FUTURE
JP FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
----------------------------------------------------
50.27
48.44
38.81
38.81
35.29
36.31
40.62
40.62
36.33
35.75
37.25
42.35
46.43
46.43
39.10
39.10
35.25
+
+
+
6.96
0.81
0.13
0.13
0.34
0.40
0.22
0.22
0.41
0.30
0.30
0.20
0.12
0.12
0.40
0.40
UNCH
----------------------------------------------------
----------------------------------------------------
---------------20
----------------------------------
IT IS
61
61
Side 77
Side 77

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
JP FUT
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
----------------------------------------------------------------------------------------------------------------------------------
TOTAL
JP FUT
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
36.25
40.15
40.15
36.10
38.00
38.00
38.00
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
44.95
44.95
44.95
44.95
44.95
44.95
44.95
44.95
44.95
44.95
44.95
44.95
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
---------------------14
14
14
14
14
14
14
14
14
14
14
14
-------------------------------------------------------------------------
188
1016
1024
1024
1006
998
998
998
432 +
432 +
432 +
432 +
432 +
366 +
366 +
366 +
366 +
366 +
366 +
366 +
96
96
96
96
96
96
96
96
96
96
96
96
4
4
4
4
4
4
4
4
4
4
4
4
31195 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
10
10
10
10
10
10
10
10
10
10
10
10
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
130
PJM PANELEC ZONE OFFPK CAL LMP SWP
50 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------------------------------------
TOTAL
50 FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
48.08
47.08
37.45
37.45
33.93
34.95
39.26
39.26
34.97
34.39
35.89
40.99
45.07
45.07
37.74
37.74
33.89
34.89
38.79
38.79
34.74
36.64
36.64
36.64
39.12
39.12
39.12
39.12
39.12
+
+
+
-
3.33
0.81
0.13
0.13
0.34
0.40
0.22
0.22
0.41
0.30
0.30
0.20
0.12
0.12
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.37
0.37
0.37
0.37
0.37
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
2856
2464
2625
2688
2856
5152
5936
5264
5376
5712
5390
5712
4896
4320
4692
4608
4704
4608
4896
4512
4992
4512
4620
5088
4704
4224
4884
4416
4704
131411
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------
57.20
58.32
47.05
45.50
45.12
49.12
59.20
59.20
46.99
43.59
44.09
49.09
53.59
53.59
45.98
45.98
45.09
49.34
59.44
59.44
47.20
45.34
45.34
45.34
50.54
50.54
50.54
50.54
50.54
+
+
-
2.33
0.35
0.70
0.65
0.70
0.66
0.84
0.84
1.03
0.55
0.55
0.50
0.17
0.17
0.25
0.25
0.18
0.20
0.24
0.24
0.07
0.18
0.18
0.18
0.10
0.10
0.10
0.10
0.10
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
147
140
161
147
147
308
280
322
294
294
294
294
252
252
264
252
264
252
252
276
228
276
252
240
264
240
252
264
264
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
PJM PANELEC ZONE PEAK CAL LMP SWP
49 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
IT IS
61
61
Side 78
Side 78

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
TOTAL
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
7172
49 FUT
PJM PECO Z5 MW OFPK CLM DA LMP
4P FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------------------------------------
TOTAL
4P FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
62.96
53.44
40.81
40.81
37.29
39.26
43.57
43.57
39.28
38.70
40.20
45.30
49.38
49.38
42.05
42.05
38.20
39.65
43.55
43.55
39.50
41.40
41.40
41.40
43.88
43.88
43.88
43.88
43.88
+
+
+
-
8.72
1.96
0.13
0.13
0.34
0.30
0.12
0.12
0.31
0.20
0.20
0.10
0.02
0.02
0.30
0.30
0.10
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.37
0.37
0.37
0.37
0.37
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
21624
18656
19875
20352
21624
27968
32224
28576
29184
31008
29260
31008
27744
24480
26588
26112
26656
11904
12648
11656
12896
11656
11935
13144
6272
5632
6512
5888
6272
559354
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
73.32
68.33
52.80
52.80
51.63
57.13
67.21
67.21
55.00
51.60
52.10
57.10
61.50
61.50
53.89
53.89
53.00
58.00
68.10
68.10
55.86
54.00
54.00
54.00
59.20
59.20
59.20
59.20
59.20
+
+
-
6.13
1.85
0.64
0.64
0.70
0.66
0.84
0.84
1.03
0.55
0.55
0.50
0.17
0.17
0.25
0.25
0.18
0.20
0.24
0.24
0.07
0.18
0.18
0.18
0.10
0.10
0.10
0.10
0.10
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
1239
1180
1357
1239
1239
1826
1660
1909
1743
1743
1743
1743
1470
1470
1540
1470
1540
672
672
736
608
736
672
640
352
320
336
352
352
32559
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------
-------------------------------------------------------------------------
63.26
57.63
42.69
42.69
39.16
40.81
46.39
46.39
40.83
38.75
40.25
45.35
53.03
53.03
42.35
42.35
38.50
40.35
44.25
44.25
40.20
42.10
42.10
42.10
+
+
+
-
7.02
1.44
0.12
0.12
0.35
0.40
0.17
0.17
0.41
0.30
0.30
0.20
0.18
0.18
0.40
0.40
UNCH
0.30
0.30
0.30
0.35
0.45
0.45
0.45
-------------------------------------------------------------------------
-------------------------------------------------------------------------
-------------------------------------------------------------------------
44880
38720
37500
38400
40800
24288
32224
28576
25344
26928
25410
26928
33048
29160
27761
27264
27832
2304
2448
2256
2496
376
385
424
545752
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------
----------------------------------------------
73.30
70.83
55.94
54.38
54.00
60.25
73.46
73.46
57.75
53.38
53.88
58.88
63.28
63.28
55.67
+
+
+
+
+
+
+
+
5.22
1.35
0.69
0.65
0.70
0.54
0.41
0.41
0.95
0.50
0.50
0.55
0.88
0.88
0.80
----------------------------------------------
----------------------------------------------
----------------------------------------------
2226
2120
2208
2016
2016
1518
1380
1587
1449
1449
1449
1449
1764
1764
1628
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
PJM PECO Z5 MW PK CLM DA LMP
4N FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------------------------------------
TOTAL
4N FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
PJM PEPCO DA OFF-PEAK
Q8 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
-------------------------------------------------------------------------
TOTAL
Q8 FUT
-------------------------------------------------------------------------
-------------------------------------------------------------------------
PJM PEPCO DA PEAK
R8 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------
----------------------------------------------
----------------------------------------------
IT IS
61
61
Side 79
Side 79

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
PJM PEPCO DA PEAK
R8 FUT
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
----------------------------
TOTAL
R8 FUT
----------------------------
----------------------------
----------------------------
----------------------------
55.67
54.78
58.95
69.05
69.05
56.81
54.95
54.95
54.95
+
+
-
0.80
0.88
0.25
0.29
0.29
0.12
0.23
0.23
0.23
----------------------------
----------------------------
----------------------------
1554
1628
189
399
437
171
92
84
80
30657
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.96
50.94
40.06
40.06
36.54
37.56
43.37
43.37
37.58
36.75
38.25
43.35
48.08
48.08
40.75
40.75
36.90
37.90
41.80
41.80
37.75
39.65
39.65
39.65
42.83
42.83
42.83
42.83
42.83
42.83
42.83
42.83
42.83
42.83
42.83
42.83
45.01
45.01
45.01
45.01
45.01
45.01
45.01
45.01
45.01
45.01
45.01
45.01
48.77
48.77
48.77
48.77
48.77
48.77
48.77
48.77
48.77
48.77
48.77
48.77
+
+
-
8.51
0.81
0.13
0.13
0.34
0.40
0.22
0.22
0.41
0.30
0.30
0.20
0.22
0.22
0.50
0.50
0.10
0.35
0.35
0.35
0.40
0.50
0.50
0.50
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
39168
31328
25875
26496
28152
22080
25440
22560
19200
20400
19250
20400
8160
7200
7820
7680
7840
3840
4080
3760
4160
3760
3850
4240
3136
2816
3256
2944
3136
3200
3136
3136
3200
3008
3208
3264
3136
2816
3256
2944
3264
3072
3136
3264
3072
3008
3336
3136
3264
2816
3128
2944
3392
2944
3008
3264
3072
3136
3208
3136
478931
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------
69.64
65.83
52.06
50.51
50.13
54.94
68.33
68.33
52.94
48.84
49.34
54.34
59.10
59.10
51.49
51.49
50.60
54.85
64.95
64.95
52.71
50.85
50.85
50.85
56.05
56.05
56.05
56.05
56.05
56.05
56.05
56.05
+
+
-
5.52
0.85
0.70
0.65
0.70
0.66
0.47
0.47
1.02
0.55
0.55
0.50
0.22
0.22
0.30
0.30
0.23
0.25
0.29
0.29
0.12
0.23
0.23
0.23
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
-------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------
1953
1720
1610
1470
1470
1606
2060
2369
1176
1176
1176
1176
420
420
440
420
440
210
210
230
190
230
210
200
264
240
252
264
264
240
264
264
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
PJM PPL DA OFF-PEAK
F5 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
F5 FUT
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PJM PPL DA PEAK
L5 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------
IT IS
61
61
Side 80
Side 80

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
PJM PPL DA PEAK
L5 FUT
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
-------------------------------------------------------------------------------------
TOTAL
L5 FUT
-------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------
56.05
56.05
56.05
56.05
59.29
59.29
59.29
59.29
59.29
59.29
59.29
59.29
59.29
59.29
59.29
59.29
64.43
64.43
64.43
64.43
64.43
64.43
64.43
64.43
64.43
64.43
64.43
64.43
0.15
0.15
0.15
0.15
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
-------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------
240
276
240
252
264
240
252
264
252
252
264
252
252
276
228
264
252
240
264
264
240
264
276
252
252
264
240
264
31774
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
62.97
53.64
42.38
42.38
38.85
40.06
45.37
45.37
40.08
39.25
40.75
45.85
50.44
50.44
43.11
43.11
39.26
40.77
44.55
44.55
40.85
42.75
42.75
42.75
45.00
45.00
45.00
45.00
45.00
+
+
+
+
+
-
8.45
0.81
0.12
0.12
0.34
0.40
0.22
0.22
0.41
0.30
0.30
0.20
0.18
0.18
0.10
0.10
0.30
0.03
1.35
1.35
0.30
0.40
0.40
0.40
0.15
0.15
0.15
0.15
0.15
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
75072
64768
69000
69120
73440
48576
58088
49632
50688
53856
50820
53856
51000
45000
48875
48000
49000
4992
4488
4136
4160
3760
3850
4240
3920
3520
4070
3680
3920
1007527
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
73.27
71.08
56.21
54.66
54.28
59.25
70.21
70.21
56.88
52.10
52.60
57.60
63.65
63.65
56.04
56.04
55.15
59.65
71.85
71.85
57.51
55.65
55.65
55.65
60.85
60.85
60.85
60.85
60.85
+
+
-
5.50
1.10
0.67
0.62
0.67
0.79
0.74
0.74
1.02
0.55
0.55
0.50
0.12
0.12
0.20
0.20
0.13
0.20
0.24
0.24
0.07
0.18
0.18
0.18
0.10
0.10
0.10
0.10
0.10
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
------230
-------------------------------------------------------------------------------
PJM PSEG DA OFF-PEAK
W6 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------------------------------------
TOTAL
W6 FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
PJM PSEG DA PEAK
L6 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
----------------------------------------------------------------------------------------
TOTAL
L6 FUT
----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
230
4662
3940
4876 +
4158
4263
2926
2960
3404
2793
2793
2793
2898
2730
2625
2750
2625
2750
252
252
276
190
230
210
200
220
200
210
220
220
58626 +
UNCH
UNCH
230
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
219096
187616 +
192750
192000
204000
157504
178928
158672
162432
163200
154385
163608
UNCH
3520
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
230
PJM WESTH DA OFF-PEAK
E4 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
51.89
48.44
38.81
38.81
35.29
36.31
40.62
40.62
36.33
35.75
37.25
42.35
+
+
-
4.37
0.81
0.13
0.13
0.34
0.40
0.22
0.22
0.41
0.30
0.30
0.20
-------------------------------------
-------------------------------------
---5280
-------------------------------
IT IS
61
61
Side 81
Side 81

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
E4 FUT
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
-------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
E4 FUT
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
46.43
46.43
39.10
39.10
35.25
36.25
40.15
40.15
36.10
38.00
38.00
38.00
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
44.95
44.95
44.95
44.95
44.95
44.95
44.95
44.95
44.95
44.95
44.95
44.95
+
-
0.12
0.12
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
-------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------
163608
144360
152881
150144
153272
70272
73848
68056
74880
65800
67375
74200
18032
16192
18722
16928
18032
3600
3528
3528
3600
3384
3609
3672
3136
2816
3256
2944
3264
3072
3136
3264
3072
3008
3336
3136
3264
2816
3128
2944
3392
2944
3008
3264
3072
3136
3208
3136
5280 3580466 +
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
63240
56320 +
52125
53376
49368
39008
52152
46248
40704
44472
41965
46512
34680
30600
31280
30720
31360
20352
21624
19928
22048
19928
20405
24592
29008
26048
28083
25392
27048
11200
10976
10976
11200
10528
11228
13464
5488
4928
3663
3312
3672
3456
3528
3672
3456
3384
3753
3528
816
704
782
736
848
736
752
816
UNCH
1760
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------------------------------------------------------------------------------------------------------------------
3520
PJM WESTH RT OFF-PEAK
N9 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.27
48.44
38.81
38.81
35.29
36.31
40.62
40.62
36.33
35.75
37.25
42.35
46.43
46.43
39.10
39.10
35.25
36.25
40.15
40.15
36.10
38.00
38.00
38.00
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
40.48
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
42.51
44.95
44.95
44.95
44.95
44.95
44.95
44.95
44.95
+
+
+
-
6.96
0.81
0.13
0.13
0.34
0.40
0.22
0.22
0.41
0.30
0.30
0.20
0.12
0.12
0.40
0.40
UNCH
0.25
0.25
0.25
0.30
0.40
0.40
0.40
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.37
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.34
0.24
0.24
0.24
0.24
0.24
0.24
0.24
0.24
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------
---5280
-------------------------------------------------------------------------------------------------------------------------------------------------------------------
IT IS
61
61
Side 82
Side 82

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
N9 FUT
SEP15
OCT15
NOV15
DEC15
-------------
TOTAL
N9 FUT
-------------
-------------
-------------
-------------
44.95
44.95
44.95
44.95
0.24
0.24
0.24
0.24
-------------
-------------
768
784
802
784
5280 1163326 +
-------------
UNCH
UNCH
UNCH
UNCH
1760
PJM WESTH RT PEAK
L1 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
TOTAL
L1 FUT
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.22
60.73
49.46
47.91
47.53
51.53
61.61
61.61
49.40
46.00
46.50
51.50
56.00
56.00
48.39
48.39
47.50
51.75
61.85
61.85
49.61
47.75
47.75
47.75
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
54.79
54.79
54.79
54.79
54.79
54.79
54.79
54.79
54.79
54.79
54.79
54.79
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
+
-
2.34
0.35
0.70
0.65
0.70
0.66
0.84
0.84
1.03
0.55
0.55
0.50
0.17
0.17
0.25
0.25
0.18
0.20
0.24
0.24
0.07
0.18
0.18
0.18
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------
61.93
60.83
49.56
48.01
47.63
51.63
61.71
61.71
49.50
46.10
46.60
51.60
56.00
56.00
48.39
48.39
47.50
51.75
61.85
61.85
49.61
47.75
47.75
47.75
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
52.95
54.79
+
+
-
0.84
0.35
0.70
0.65
0.70
0.66
0.84
0.84
1.03
0.55
0.55
0.50
0.17
0.17
0.25
0.25
0.18
0.20
0.24
0.24
0.07
0.18
0.18
0.18
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.09
----------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------
---200
230
-------------------------------------------------------------------------------------------------------
3507
3240
3289
3087
3003
2596
2360
2714
2478
2583
2583
2583
1659
1659
1782
1701
1738
1029
1512
1656
1121
1127
1029
980
792
720
756
792
792
300
330
330
300
345
300
315
264
240
252
264
252
252
264
252
252
276
228
264
42
40
44
44
40
44
46
42
42
44
40
44
60660
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
PJM WESTHDA PEAK
J4 FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
OPEN
OUTCRY
OPEN RANGE
Mon, Jan 24, 2011
----------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------
11613
11260
12075
10731
10689
9636
7980
9177
9030
8400
8463
8463
8841
8841
8822
8421
8822
3906
4116
4508
3534
4163
3801
3620
1100
1000
1050
1100
1100
240
264
264
240
276
240
252
264
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
IT IS
61
61
Side 83
Side 83

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
Mon, Jan 24, 2011
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
PJM WESTHDA PEAK
J4 FUT
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
JAN15
FEB15
MAR15
APR15
MAY15
JUN15
JUL15
AUG15
SEP15
OCT15
NOV15
DEC15
----------------------------------------------------------------------
TOTAL
J4 FUT
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
54.79
54.79
54.79
54.79
54.79
54.79
54.79
54.79
54.79
54.79
54.79
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
57.06
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.09
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
0.14
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
430
240
252
264
252
252
264
252
252
276
228
264
252
240
264
264
240
264
276
252
252
264
240
264
202170
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
COAL FUTURES PRODUCTS
GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
COAL API2 CIF ARA
MTF FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
MTF FUT
-------------------------------------
COAL API4
MFF FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
MFF FUT
-------------------------------------
-------------------------------------
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
ARG-MCCLOSKY SWP
-------------------------------------
-------------------------------------
125.80
113.25
113.00
113.00
113.40
113.40
113.50
113.50
113.50
114.50
114.50
114.50
0.15
4.00
3.75
3.25
2.10
2.10
2.25
2.25
2.25
2.50
2.50
2.50
-------------------------------------
-------------------------------------
-------------------------------------
2
2
2
2
2
2
2
2
2
2
2
2
24
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
124.45
114.75
114.25
114.00
114.40
114.40
113.00
113.00
113.00
112.50
112.50
112.50
0.15
5.50
5.25
4.80
3.45
3.45
3.25
3.25
3.25
3.10
3.10
3.10
-------------------------------------
-------------------------------------
-------------------------------------
2
2
2
2
2
2
2
2
2
2
2
2
24
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------------------------------------------------------------------------------------------------
72.79
72.08
73.43
73.43
73.43
75.48
75.48
75.48
77.28
77.28
77.28
78.92
78.92
78.92
80.20
80.20
80.20
81.40
81.40
81.40
82.53
82.53
82.53
83.42
83.42
83.42
83.42
83.42
83.42
83.42
83.42
83.42
83.42
83.42
83.42
+
+
+
-
0.12
0.20
0.15
0.15
0.15
0.15
0.15
0.15
0.25
0.25
0.25
0.15
0.15
0.15
0.20
0.20
0.20
0.18
0.18
0.18
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
0.20
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
395
315
410
410
410
350
350
350
460
460
460
215
215
215
215
215
215
215
215
215
215
215
215
45
45
45
45
45
45
45
45
45
45
45
45
7490
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----------------
72.60
71.73
71.98
71.98
71.98
+
+
+
+
+
0.45
0.06
0.11
0.11
0.11
----------------
----------------
35
---15
15
15
145
220
435
435
435
RCH BAY ARGS MCCLOSKY SW

-------------------------------------
-------------------------------------
EASTERN RAIL DELIVERY CSX COAL SWAP
QX FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
----------------------------------------------------------------------------------------------------------
TOTAL
QX FUT
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------
NYMEX APPALACHIAN COAL (PHYSICAL)
QLD FUT
FEB11
MAR11
APR11
MAY11
JUN11
GLOBEX
HIGH/LOW
----------------
----------------
----------------
----------------
+
+
+
15
UNCH
10
10
10
IT IS
61
61
Side 84
Side 84

FINAL
PG61 BULLETIN # 15@

GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
GLOBEX
HIGH/LOW
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
Mon, Jan 24, 2011
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
QLD FUT
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
TOTAL
QLD FUT
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
73.98
73.98
73.98
75.78
75.78
75.78
77.52
77.52
77.52
78.72
78.72
78.72
79.93
79.93
79.93
81.12
81.12
81.12
81.90
81.90
81.90
81.90
81.90
81.90
81.90
81.90
81.90
81.90
81.90
81.90
0.12
0.12
0.12
0.29
0.29
0.29
0.25
0.25
0.25
0.28
0.28
0.28
0.27
0.27
0.27
0.26
0.26
0.26
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.15
-------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------
80
80
80
45
45
45
-------------------------------------------------------------------------
455
595 595 595 480 +

480 +
480 +
310
310
310
205
205
205
180
180
180
210
210
210
40
40
40
40
40
40
40
40
40
40
40
40
8090 -
25
25
25
15
15
15
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
100
145
90
90
90
105
105
105
145
145
160
70
70
70
65
65
65
65
65
65
65
65
65
2075
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
15
WESTERN RAIL DELIVERY PRB COAL SWAP
QP FUT
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
----------------------------------------------------------------------
TOTAL
QP FUT
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
13.10
13.40
13.73
13.73
13.73
14.13
14.13
14.13
14.43
14.43
14.43
14.64
14.64
14.64
14.89
14.89
14.89
15.14
15.14
15.14
15.39
15.39
15.39
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
0.03
0.01
0.01
0.01
0.01
0.01
0.01
UNCH
UNCH
UNCH
0.03
0.03
0.03
0.03
0.03
0.03
0.05
0.05
0.05
0.05
0.05
0.05
----------------------------------------------------------------------
----------------------------------------------------------------------
----------------------------------------------------------------------
FREIGHT FUTURES PRODUCTS
GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
OPEN
OUTCRY
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
CAPESIZE TIMECHARTER AVG SWP FUT
CFU FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
TOTAL
CFU FUT
-------------------------------------
-------------------------------------
-------------------------------------
-------------------------------------
10700.00
12768.00
16836.00
18868.00
18868.00
18868.00
18446.00
18446.00
18446.00
19293.00
19293.00
19293.00
332.00
1161.00
1468.00
1382.00
1382.00
1382.00
1040.00
1040.00
1040.00
993.00
993.00
993.00
-------------------------------------
-------------------------------------
-------------------------------------
20
20
20
5
5
5
5
5
5
5
5
5
105
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----
115.8750
0.1250
----
----
----
45
45
UNCH
----------
48.2500
53.9580
56.0420
+
+
+
0.1670
0.2500
1.2090
----------
----------
----------
15
15
15
45
UNCH
UNCH
UNCH
----
62.1250
0.2080
----
----
----
70
70
UNCH
----------------------------------
13828.00
12578.00
13275.00
15228.00
15228.00
15228.00
14319.00
14319.00
14319.00
14409.00
14409.00
272.00
1122.00
803.00
803.00
803.00
803.00
681.00
681.00
681.00
616.00
616.00
----------------------------------
----------------------------------
----------------------------------
45
45
45
30
30
30
15
15
15
15
15
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
FREIGHT ROUTE TC5 (PLATTS) FWD
FC5 FWD
JAN11
----
TOTAL
FC5 FWD
----
----
----
FREIGHT ROUTE TD3 (BALTIC) FWD
FT3 FWD
JAN11
FEB11
MAR11
----------
TOTAL
FT3 FWD
----------
----------
----------
FREIGHT ROUTE TD5 (BALTIC) FWD
FT5 FWD
JAN11
----
TOTAL
FT5 FWD
----
----
----
PANAMAX TIMECHARTER AVG SWAP F
PFU FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
GLOBEX
HIGH/LOW
----------------------------------
----------------------------------
----------------------------------
----------------------------------
IT IS
61
61
Side 85
Side 85

FINAL
PG61 BULLETIN # 15@

OPEN
OUTCRY
OPEN RANGE
GLOBEX
OPEN
OPEN
OUTCRY
HIGH/LOW
GLOBEX
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
Mon, Jan 24, 2011
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
PG61
OPEN
INTEREST
PFU FUT
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
----------------------------------------
----------------------------------------
TOTAL
PFU FUT
----------------------------------------
----------------------------------------
----------------------------------------
14409.00
14697.00
14697.00
14697.00
14697.00
14697.00
14697.00
14697.00
14697.00
14697.00
14697.00
14697.00
14697.00
616.00
456.00
456.00
456.00
456.00
456.00
456.00
456.00
456.00
456.00
456.00
456.00
456.00
----------------------------------------
----------------------------------------
----------------------------------------
15
15
15
15
15
15
15
15
15
15
15
15
15
495
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
17.2820
18.9460
18.6290
19.0090
18.9780
18.9660
18.5790
18.5790
18.5790
19.1290
19.1290
19.1290
+
+
-
0.3520
0.0010
0.0410
0.0200
0.0410
0.0320
0.0410
0.0410
0.0410
0.0570
0.0570
0.0570
-------------------------------------
-------------------------------------
-------------------------------------
55
55
55
30
30
30
10
10
10
10
10
10
315
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
----
13.8871
0.7749
----
----
----
25
25
UNCH
-------------------
-------------------
21.4777
25.7912
26.3494
25.9028
25.4562
25.9028
+
+
+
+
1.3272
UNCH
0.2233
0.4466
0.4466
UNCH
-------------------
-------------------
-------------------
35
50
10
20
20
20
155
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
10.9100
12.2000
12.6710
12.7650
12.8040
12.8780
12.8300
12.8300
12.8300
13.6410
13.6410
13.6410
+
+
+
+
+
+
+
+
+
+
+
+
0.0380
0.0570
0.2720
0.2520
0.1800
0.1050
0.1220
0.1220
0.1220
0.1710
0.1710
0.1710
-------------------------------------
-------------------------------------
------------------10
10
10
10
10
10
45
30
30
30
30
30
45
45
45
30
30
30
420
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
50
50
50
50
50
50
50
50
50
70
70
70
660
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
TC2 ROTTERDAM TO USAC 37K MT
TM FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
-------------------------------------
TOTAL
TM FUT
-------------------------------------
-------------------------------------
TC4 SINGAPORE TO JAPAN 30K MT
TJ FUT
JAN11
----
----
TOTAL
TJ FUT
----
----
TC5 RAS TANURA TO YOKOHAMA 55K MT
TH FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
-------------------
-------------------
TOTAL
TH FUT
-------------------
TD3 MEG TO JAPAN 250K MT
TL FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
-------------------------------------
TOTAL
TL FUT
-------------------------------------
60
TD5 WEST AFRICA TO USAC 130K
TI FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
-------------------------------------
TOTAL
TI FUT
-------------------------------------
-------------------------------------
-------------------------------------
11.0130
12.8850
13.3850
13.4300
13.4450
13.4900
13.6230
13.6230
13.6230
14.1240
14.1240
14.1240
+
+
+
+
+
+
+
+
+
+
+
+
0.0370
0.4450
0.2200
0.2800
0.2650
0.2650
0.2800
0.2800
0.2800
0.1020
0.1020
0.1020
-------------------------------------
-------------------------------------
-------------------------------------
PLASTICS FUTURES PRODUCTS
GLOBEX
OPEN
OPEN
OUTCRY
OPEN RANGE
OPEN
OUTCRY
HIGH/LOW
GLOBEX
HIGH/LOW
OPEN
OUTCRY
CLOSE RANGE
SETT. PRICE
& PT. CHGE
OPEN
OUTCRY
VOLUME
GLOBEX PNT
VOLUME VOLUME
OPEN
INTEREST
PP POLYPROPYLENE(PCW) CAL SWAP FUT
PPP FUT
JAN11
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
-------------------------------------
-------------------------------------
TOTAL
PPP FUT
-------------------------------------
-------------------------------------
-------------------------------------
0.79450
0.77000
0.76000
0.75000
0.74000
0.73500
0.73500
0.73500
0.73500
0.73500
0.73500
0.73500
+
+
+
+
+
+
+
+
+
+
+
+
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
-------------------------------------
-------------------------------------
-------------------------------------
24
24
24
24
24
24
4
4
4
4
4
4
168
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
UNCH
CORE EX-PIT BREAKDOWN

DELIVERY------EFP
CASH OR PHY MONTHDAILY
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
---------
---------
EFR
DAILY
TOTALS
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
TAS
DAILY
TOTAL
---------
---------
2475
2050
1525
2800
13312
1596
64
---
NYMEX CRUDE OIL (PHYSICAL)

MAR11
APR11
MAY11
JUN11
---------
---------
---------
1609
692
223
2149
---------
IT IS
61
61
Side 86
Side 86

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
JUL11
AUG11
SEP11
OCT11
DEC11
JUN12
AUG12
DEC12
DEC13
DEC14
DEC15
DEC16
DEC18
Total
---------------------------
---------------------------
---------------------------
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
--5
367
25
1707
25
--169
1116
500
250
----8837
---------------------------
---------------------------
3
698
250
250
250
--273
--1724
-----------------
6
185
17
--250
----28
486
1055
69
50
50
--100
--450
----100
300
--2174
EFR
DAILY
TOTALS
Mon, Jan 24, 2011

EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
---------------------------
---------------------------
---------------------------
200
------2400
500
400
1300
1700
----300
300
15950
--------------------------14972
-----------------
-----------------
-----------------
-----------------
1836
2436
1326
300
634
500
934
250
8216
2563
1553
146
----------4262
-----------------
-----------------
-----------------
-----------------
-----------------
100
2166
1816
300
150
500
150
100
5282
3339
1928
150
----------5417
---------------------------
---------------------------
---------------------------
---------------------------
---------------------------
7907
2095
300
1750
600
700
500
100
100
300
300
--100
14752
536
3273
885
--------------------4694
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
TAS
DAILY
TOTAL
PG61
TAS
DAILY
TOTAL
NYMEX HEATING OIL (PHYSICAL)

FEB11
MAR11
APR11
MAY11
JUN11
AUG11
DEC11
JUN12
Total
-----------------
-----------------
4762
100
300
----------5162

FEB11
MAR11
APR11
MAY11
JUN11
AUG11
OCT11
DEC11
Total
-----------------
-----------------
5496
102
------------5598

FEB11
MAR11
APR11
MAY11
JUN11
JUL11
SEP11
OCT11
NOV11
DEC11
JAN12
MAR12
JUL12
Total
---------------------------
---------------------------
29
------------------------29
NYMEX BRENT OIL LAST DAY FUTURES

EUROPEAN GASOIL ICE FUTURE
E-MINI CRUDE OIL FUTURES
E-MINI HEATING OIL FUTURES
E-MINI GASOLINE FUTURES
E-MINI NATURAL GAS
CRUDE OIL EX-PIT BREAKDOWN

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
EFR
DAILY
TOTALS
BRENT BALMO SWAP

BRENT CALENDAR SWAP
FEB11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
Total
---------------------
---------------------
---------------------
555
93
93
93
100
100
100
100
100
100
1434
---------------------
---------------------
---------------------
---------------------
---------------------
---------------------
---------------------
-------------
-------------
80
126
126
126
126
126
710
-------------
-------------
-------------
-------------
-------------
-------------
-------------
80
80
80
80
320
---------
---------
---------
---------
---------
---------
---------
630
630
---
---
---
---
---
---
---
BRENT CFD SWAP

31JAN11
16FEB11
17FEB11
18FEB11
21FEB11
22FEB11
Total
-------------
BRENT CFD(PLATTS) VS FRNT M SW

01FEB11
02FEB11
03FEB11
04FEB11
Total
---------
---------
---------
CANADIAN HEAVY CRUDE(NET ENRGY) FUT

DATED BRENT (PLATTS) DAILY SWP
DATED TO FRONTLINE BRENT CLNDR SWAP
MAR11
Total
---
---
---
DME CRUDE OIL BALMO SWAP FUT

DME OMAN CRUDE SWAP FUT
DUBAI CRUDE OIL BALMO
IT IS
61
61
Side 87
Side 87

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
EFR
DAILY
TOTALS
Mon, Jan 24, 2011

EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
PG61
TAS
DAILY
TOTAL
DUBAI CRUDE OIL CALENDAR SWAP

APR11
Total
---
---
---
60
60
---
---
---
---
---
---
---
---
550
550
---
---
---
---
---
---
---
-----
30
40
70
-----
-----
-----
-----
-----
-----
-----
-------
450
450
450
1350
-------
-------
-------
-------
-------
-------
-------
1085
3
151
1239
-------
-------
-------
-------
-------
-------
-------
20
20
20
60
-------
-------
-------
-------
-------
-------
-------
-----------------------------------------------------------------------
906
603
199
93
93
124
124
124
74
74
74
30
30
30
65
65
65
58
58
58
58
58
58
14
14
14
14
14
14
14
14
14
14
14
14
3289
-----------------------------------------------------------------------
-----------------------------------------------------------------------
-----------------------------------------------------------------------
-----------------------------------------------------------------------
-----------------------------------------------------------------------
-----------------------------------------------------------------------
-----------------------------------------------------------------------
---------
1133
312
100
100
1645
---------
---------
---------
---------
---------
---------
---------
---------
127
52
52
52
283
---------
---------
---------
---------
---------
---------
---------
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL

FEB11
Total
---
---
FAME0 BIODSL FOB RDAM-ICE GASOIL SW

FEB11
MAY11
Total
-----
-----
ICE BRENT DUBAI SWAP

APR11
MAY11
JUN11
Total
-------
-------
LLS (ARGUS) VS WTI SWAP

MARS (ARGUS) VS WTI SWAP
MARS (ARGUS) VS WTI TRD MTH SWAP
NYMEX BRENT FINANCIAL FUTURES
MAR11
APR11
DEC11
Total
-------
-------
-------
RME BIODSL FOB RDAM-ICE GASOIL SWP

APR11
MAY11
JUN11
Total
-------
-------
-------

FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
Total
-----------------------------------------------------------------------
-----------------------------------------------------------------------
WTI BALMO SWAP

WTI FINANCIAL FUTURES
MAR11
APR11
JUN11
DEC11
Total
---------
---------

MAR11
JUL11
AUG11
SEP11
Total
---------
---------
WTS (ARGUS) VS WTI SWAP

WTS (ARGUS) VS WTI TRD MTH SWAP
NATURAL GAS EX-PIT BREAKDOWN

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
EFR
DAILY
TOTALS
TAS
DAILY
TOTAL
ALGON CITY GATES NAT GAS INDEX SWAP

ALGONQUIN CITYGATES BASIS SWP
FEB11
Total
---
---
---
112
112
---
---
---
---
---
---
---
---
12
---
---
---
---
---
---
---
ANR LOUISIANA BASIS SWAP

ANR OKLAHOMA
APR11
---
---
IT IS
61
61
Side 88
Side 88

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
Total
-------------
-------------
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
12
12
12
12
12
12
84
-------------
-------------
---
560
560
---
---
560
560
-------------
EFS
DAILY
TOTALS
EFR
DAILY
TOTALS
Mon, Jan 24, 2011

EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
-------------
-------------
-------------
-------------
-------------
---
---
---
---
---
---
---
---
---
---
---
---
---
PG61
TAS
DAILY
TOTAL
CENTERPOINT EAST INDEX

CHICAGO BASIS SWAP
CIG BASIS
CIG ROCKIES NG
INDEX SWAP
COLUMB GULF MAINLINE NG BASIS

COLUMBIA GULF MAIN NAT G
INDEX SWP
COLUMBIA GULF ONSHORE BASIS

DAWN BASIS SWAP FUTURE
DEMARC INDEX FUTURE
DOMINION TRAN INC - APP INDEX
DOMINION TRANSMISSION INC -APPALAC
EL PASO PERMIAN INDEX SWAP
FL GAS ZONE 3 NAT GAS INDEX SWAP
FLORIDA GAS ZONE3 BASIS SWAP
FEB11
Total
---
---
HENRY HUB INDEX SWAP FUTURE

FEB11
Total
---
---
HENRY HUB NG LAST DAY FINANCIAL

FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
MAR14
JAN16
FEB16
MAR16
APR16
MAY16
JUN16
JUL16
AUG16
SEP16
OCT16
NOV16
DEC16
Total
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
11685
3575
4762
954
416
792
401
325
1195
1056
714
372
372
684
166
768
768
768
768
768
768
768
768
768
768
768
768
36685
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
-------------------------------------------------------
-----------------------------------------------------------------------------------
-----------------------------------------------------------------------------------
33080
5772
4472
3600
1024
556
4092
152
10652
680
800
3766
564
1646
9715
1361
315
321
321
5515
2321
195
397
419
216
899
468
188
188
508
188
188
188
508
288
24
8
108
868
968
8
-----------------------------------------------------------------------------------
-----------------------------------------------------------------------------------
-----------------------------------------------------------------------------------
-----------------------------------------------------------------------------------
-----------------------------------------------------------------------------------
-----------------------------------------------------------------------------------
-----------------------------------------------------------------------------------
HENRY HUB SWAP

FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
-----------------------------------------------------------------------------------
IT IS
61
61
Side 89
Side 89

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
APR15
MAY15
JUN15
Total
-------------------
-------------------
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
8
8
8
8
8
8
964
804
64
99427
-------------------
-------------------
32
32
---
---
36
36
-------------------
EFS
DAILY
TOTALS
EFR
DAILY
TOTALS
Mon, Jan 24, 2011

EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
-------------------
-------------------
-------------------
-------------------
-------------------
---
---
---
---
---
---
---
---
---
---
---
---
---
PG61
TAS
DAILY
TOTAL
HENRY HUB SWING FUTURE

HOUSTON SHIP CHANNEL BASIS SWAP
FEB11
Total
---
---
---

MALIN
MICHCON NG INDEX SWAP
MICHIGAN BASIS
FEB11
Total
---
---
NGPL MID-CONTINENT
NGPL MIDCONTINENT INDEX
NGPL STX BASIS
NGPL STX NAT GAS INDEX SWAP
FEB11
Total
---
---
---
560
560
---
---
---
---
---
---
---
---
---
---
336
336
---
---
---
---
---
---
---
---
840
840
---
---
---
---
---
---
---
---
280
280
---
---
---
---
---
---
---
---
112
112
---
---
---
---
---
---
---
20
20
---
---
---
---
---
---
---
240
248
240
248
248
240
248
1712
---------------
---------------
---------------
---------------
---------------
---------------
---------------
560
560
---
---
---
---
---
---
---
NGPL TEX /OK

FEB11
Total
NGPL TEXOK INDEX

NORTHEN NATURAL GAS VENTURA IOWA
ONEOK OKLAHOMA NG BASIS
FEB11
Total
---
---
PANHANDLE INDEX SWAP FUTURE

FEB11
Total
---
---
PERMIAN BASIS SWAP

PGE&E CITYGATE
SAN JUAN BASIS SWAP
SAN JUAN INDEX
SOCAL BASIS SWAP
FEB11
Total
---
---
SOUTH STAR TEX OKLHM KNS NG B

SOUTHERN NAT
LA NAT GAS INDEX SWAP
SUMAS BASIS SWAP

TCO BASIS SWAP
TCO NG SWING
TENNESSEE 500 LEG BASIS SWAP
TENNESSEE 800 LEG NG BASIS
TENNESSEE ZONE
0 NG INDEX SWAP
TENNESSEE ZONE 0 BASIS SWAP

TETCO ELA BASIS
TETCO M-3 INDEX
TETCO STX BASIS
FEB11
Total
---
---
---
TETCO STX NG INDEX SWAP

TEXAS EAST W LOUISANA NG BAS
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
Total
---------------
---------------
---------------
TEXAS EAST WLA NAT GAS INDEX SWAP

TEXAS GAS ZONE SL BASIS SWAP
TEXAS GAS ZONE1 NG BASIS
TRANSCO ZONE 1 NG BASIS
TRANSCO ZONE 2
NG BASIS

TRANSCO ZONE 3 NG INDEX SWAP
FEB11
Total
---
---
---
IT IS
61
61
Side 90
Side 90

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
EFR
DAILY
TOTALS
Mon, Jan 24, 2011

EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
PG61
TAS
DAILY
TOTAL
TRANSCO ZONE 4 NAT GAS INDEX SWAP

FEB11
Total
---
---
---
112
112
---
---
---
---
---
---
---
TRANSCO ZONE 6 BASIS SWAP

TRUNKLINE LA BASIS SWAP
VENTURA INDEX FUTURE
FEB11
Total
---
---
---
588
588
---
---
---
---
---
---
---
---------
---------
---------
1288
266
320
352
2226
---------
---------
---------
---------
---------
---------
---------
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
WAHA BASIS
FEB11
MAR11
MAY11
JUL11
Total
WAHA INDEX SWAP FUTURE
PETROLEUM EX-PIT BREAKDOWN

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
EFR
DAILY
TOTALS
TAS
DAILY
TOTAL
10
10
10
30
-------
-------
-------
-------
-------
-------
-------
41
100
103
100
344
---------
---------
---------
---------
---------
---------
---------
30
40
20
20
20
20
20
20
190
-----------------
-----------------
-----------------
-----------------
-----------------
-----------------
-----------------
178
178
---
---
---
---
---
---
---
20
20
40
-----
-----
-----
-----
-----
-----
-----
-----------------------
178
185
20
20
20
2
2
2
20
20
20
489
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------
13
5
9
9
9
5
5
5
60
-----------------
-----------------
-----------------
-----------------
-----------------
-----------------
-----------------

1% FUEL OIL (PLT) CARG CIF NWE
1% FUEL OIL RDM VS 1% OIL NWE PLTS
3.5% FUEL OIL (PLATTS) FOB RDA SWAP
3.5% FUEL OIL RDAM VS
FOB MED BALM
ARGUS BIODIESEL RME FOB RDAM S

APR11
MAY11
JUN11
Total
-------
-------
-------
ARGUS LLS VS. WTI (ARG) TRD M

MAR11
APR11
MAY11
JUN11
Total
---------
---------
---------
CHICAGO UNL GAS PL VS RBOB SPR

DIESEL 10PPM UK CIF NWE V GAS
EAST/WEST FUEL OIL SPREAD SWAP
FEB11
MAR11
APR11
MAY11
JUN11
OCT11
NOV11
DEC11
Total
-----------------
-----------------
-----------------
EIA FLAT TAX ONHWAY DIESEL SWP

EURO 3.5% FUEL OIL RDAM BALMO
EURO 3.5% FUEL OIL SPREAD
EURO DIESEL 10PPM
CAL SWAP

EUROBOB GAS10PPM
BALMO
EUROP NAPHTHA PLATTS CRCK SPR BALMO

24JAN11
Total
---
---
---
EUROPE 1% FUEL OIL NWE CALSWAP

EUROPE 1% FUEL OIL RDAM CALSWAP
FEB11
MAR11
Total
-----
-----
-----
EUROPE 3.5% FUEL OIL RDAM CALSWAP

FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
Total
-----------------------
-----------------------
EUROPE JET KERO NWE CALSWAP

EUROPE NAPHTHA CALSWAP
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
Total
-----------------
-----------------
IT IS
61
61
Side 91
Side 91

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
3
3
---
---
224
72
72
72
440
---------
---------
30
20
20
20
90
-------------
EFR
DAILY
TOTALS
Mon, Jan 24, 2011

EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
---
---
---
---
---
---------
---------
---------
---------
---------
---------
---------
---------
---------
---------
---------
---------
---------
32
32
32
100
100
100
396
-------------
-------------
-------------
-------------
-------------
-------------
-------------
10
25
35
-----
-----
-----
-----
-----
-----
-----
42
42
42
42
168
---------
---------
---------
---------
---------
---------
---------
83
15
67
42
17
15
15
35
5
5
5
304
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
5
5
5
5
10
10
10
50
---------------
---------------
---------------
---------------
---------------
---------------
---------------
3
3
3
3
12
---------
---------
---------
---------
---------
---------
---------
---
15
15
---
---
---
---
---
---
---
-----------------
3
3
3
3
3
3
3
3
24
-----------------
-----------------
-----------------
-----------------
-----------------
-----------------
-----------------
-------------
74
74
74
10
10
10
252
-------------
-------------
-------------
-------------
-------------
-------------
-------------
---
---
---
---
---
---
---
---
PG61
TAS
DAILY
TOTAL
EUROPEAN NAPHTHA BALMO

24JAN11
Total
---
---
---

FEB11
APR11
MAY11
JUN11
Total
---------
---------
---------
FAME 0 (ARGUS) BIODSL FOB RTTRDM

MAR11
APR11
MAY11
JUN11
Total
---------
---------
FUEL OIL CRACK VS ICE

APR11
MAY11
JUN11
JUL11
AUG11
SEP11
Total
-------------
-------------
FUEL OIL NWE CRACK VS ICE

FEB11
MAR11
Total
-----
-----
-----
GAS EUROBOB (ARGUS) BALMO

GAS EUROBOB (ARGUS) CRK BALMO
GAS EURO-BOB OXY (ARG) CRACK
FEB11
APR11
MAY11
JUN11
Total
---------
---------
---------
GAS EURO-BOB OXY (ARG) NEW BRG

FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
Total
-----------------------
-----------------------
-----------------------
GASOIL 0.1 CARGOES CIF NEW

GASOIL 0.1 CIF MED SWAP
GASOIL 0.1 CIF VS ICE GAS BLMO
GASOIL 0.1 RDAM BRGS VS ICE
FEB11
APR11
MAY11
JUN11
OCT11
NOV11
DEC11
Total
---------------
---------------
---------------

FEB11
OCT11
NOV11
DEC11
Total
---------
---------
---------
GASOIL 0.1CIF MED VS ICE GAS

GASOIL 10PPM VS ICE SWAP
MAR11
Total
---
---
GASOIL BULLET SWAP

GASOIL CALENDAR SWAP
FEB11
MAR11
APR11
MAY11
JUN11
OCT11
NOV11
DEC11
Total
-----------------
-----------------

APR11
MAY11
JUN11
JUL11
AUG11
SEP11
Total
-------------
-------------
GASOIL MINI CALENDAR SWAP

JUL11
---
---
IT IS
61
61
Side 92
Side 92

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
AUG11
SEP11
OCT11
NOV11
DEC11
Total
-----------
-----------
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
-----------
-----------
-----------
-----------
-----------
---
---
---
---
---
---
-----------------
-----------------
-----------------
-----------------
-----------------
-----------------
-----------------
624
275
25
25
25
974
-----------
-----------
-----------
-----------
-----------
-----------
-----------
2
2
2
2
2
2
2
2
2
2
2
2
24
-------------------------
-------------------------
-------------------------
-------------------------
-------------------------
-------------------------
-------------------------
-------
50
50
50
150
-------
-------
-------
-------
-------
-------
-------
---
25
25
---
---
---
---
---
---
---
-----------
49
30
15
5
5
104
-----------
-----------
-----------
-----------
-----------
-----------
-----------
10
2
12
-----
-----
-----
-----
-----
-----
-----
-----------
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
6
6
6
6
6
36
-----------
-----------
100
100
---
1337
1108
400
350
150
100
100
100
3645
EFR
DAILY
TOTALS
Mon, Jan 24, 2011
PG61
TAS
DAILY
TOTAL
GASOLINE UP-DOWN (ARGUS) SWAP

FEB11
Total
---
---
---
GASOLINE UP-DOWN BALMO SWP

GRP THREE ULSD(PLT)VS HEAT OIL
GULF COAST 3% FUEL OIL BALMO
GULF COAST JET FUEL CLNDR SWAP
GULF COAST JET VS NYM 2 HO SPRD SWP
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
Total
-----------------
-----------------
-----------------
GULF COAST NO.6 FUEL OIL CRACK SWAP

FEB11
MAR11
APR11
MAY11
JUN11
Total
-----------
-----------
-----------
GULF COAST ULSD CALENDAR SWAP

MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
Total
-------------------------
-------------------------
-------------------------
GULF COAST ULSD CRACK SPREAD

APR11
MAY11
JUN11
Total
-------
-------
HEATING OIL BALMO CLNDR SWP

HEATING OIL VS ICE GASOIL
MAR11
Total
---
---
ICE GASOIL BALMO SWAP

JAPAN C&F NAPHTHA SWAP
FEB11
MAR11
APR11
MAY11
JUN11
Total
-----------
-----------
JAPAN NAPHTHA BALMO SWAP

JET AVIA FUEL(PLTT) FOB V. ICE
JET BARGES VS ICE GASOIL SWAP
JET CIF NWE VS ICE
FEB11
MAR11
Total
-----
-----
-----
JET FUEL CRG CIF NEW VS ICE BLM

JET FUEL UP-DOWN BALMO CLNDR S
JET UP-DOWN(ARGUS) SWAP
LA CARB DIESEL (OPIS) SWAP
LA CARBOB GASOLINE(OPIS)SWAP
FEB11
Total
---
---
---
100
100
---
---
---
---
---
---
---
---------
---------
150
75
75
75
375
---------
---------
---------
---------
---------
---------
---------
14
14
---
---
---
---
---
---
---
LA JET (OPIS) SWAP

FEB11
APR11
MAY11
JUN11
Total
---------
LA JET FUEL VS NYM NO 2 HO SPRD SWP

MIN EURO NPHTHA CIF NWE SWAP
FEB11
Total
---
---
---
MIN JETKERO CRGOS CIF NWE VS GASOIL

MINI EU 1%FO BARGE FOB RDAM FUT
MINI EU 3.5%FO BARGE FOB RDAM FUT
MOGAS92 UNLEADED (PLATTS) SWP
IT IS
61
61
Side 93
Side 93

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
FEB11
Total
---
---
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
---
---
---
---
---
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----
-----
-----
-----
-----
-----
-----
577
50
350
350
350
165
165
165
300
300
300
3072
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
100
50
50
50
50
300
-----------
-----------
-----------
-----------
-----------
-----------
-----------
150
150
150
25
25
25
525
-------------
-------------
-------------
-------------
-------------
-------------
-------------
180
233
201
160
774
---------
---------
---------
---------
---------
---------
---------
---
60
60
---
---
---
---
---
---
---
-----
51
201
252
-----
-----
-----
-----
-----
-----
-----
10
4
14
-----
-----
-----
-----
-----
-----
-----
101
75
180
180
180
185
185
185
56
56
56
1439
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
---
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
100
100
---
---
50
50
50
50
50
50
50
50
50
50
50
550
-----------------------
50
50
100
EFR
DAILY
TOTALS
Mon, Jan 24, 2011
PG61
TAS
DAILY
TOTAL
MOGAS92 UNLEADED (PLTS) BLM SW

NEW YORK 0.3% FUEL OIL HIPR SW
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
Total
-----------------------
-----------------------
-----------------------
NO 2 UP-DOWN SPREAD CALENDAR SWAP

NY 0.7% FUEL
OIL (PLATTS) SWP
NY 1% FUEL OIL VS G.C. 3% FUEL OIL

NY 2.2% FUEL
OIL (PLATTS) SWP
NY 3.0% FUEL
OIL (PLATTS) SWP
NY H OIL PLATTS VS NYMEX HO SWAP

FEB11
MAR11
Total
-----
-----
-----
NY HARBOR 1% FUEL OIL BALMO

NY HARBOR RESIDUAL FUEL 1.0% S SWAP
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
Total
-----------------------
-----------------------
-----------------------
NY HARBOR RESIDUAL FUEL CRACK SWAP

NY HRBR CONV GASOLINE VS RBOB
NY ULSD(ARGUS) VS HO SPREAD
NY1% VS GC SPREAD SWAP
FEB11
MAR11
JUL11
AUG11
SEP11
Total
-----------
-----------
-----------

APR11
MAY11
JUN11
OCT11
NOV11
DEC11
Total
-------------
-------------
-------------
NYJET FUEL (ARGUS) V HO SPREAD

NYMEX HEATING OIL FUTURES
FEB11
MAR11
APR11
JUN11
Total
---------
---------
---------
NYMEX NY HARBOR HEAT OIL CLNDR SWAP

APR11
Total
---
---
NYMEX RBOB GASOLINE FUTURES

MAR11
APR11
Total
-----
-----
NYMEX ULSD VS NYMEX HO

PREM UNL GAS 10 PPM (PLTS) RDM
FEB11
MAR11
Total
-----
-----
-----
PREMIUM UNLEAD 10PPM FOB BLMO

RBOB CALENDAR SWAP FUTURE
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
Total
-----------------------
-----------------------
-----------------------
RBOB CRACK SPREAD
IT IS
61
61
Side 94
Side 94

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
OCT12
NOV12
DEC12
Total
-----------------------------
-----------------------------
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
-----------------------------
-----------------------------
-----------------------------
-----------------------------
-----------------------------
-----
-----
-----
-----
-----
-----
-----
-----
-----
-----
-----
-----
-----
165
63
5
233
-------
-------
-------
-------
-------
-------
-------
---
25
25
---
---
---
---
---
---
---
---------
1450
800
150
150
2550
---------
---------
---------
---------
---------
---------
---------
-------
100
100
100
300
-------
-------
-------
-------
-------
-------
-------
100
50
150
-----
-----
-----
-----
-----
-----
-----
5
22
27
-----
-----
-----
-----
-----
-----
-----
550
150
650
350
350
150
150
150
2500
-----------------
-----------------
-----------------
-----------------
-----------------
-----------------
-----------------
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
---
---
---
-----------------------------
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
130
5
5
5
5
105
105
105
105
105
105
100
100
100
1080
-----------------------------
-----------------------------
100
100
200
-----
32
15
47
EFR
DAILY
TOTALS
Mon, Jan 24, 2011
PG61
TAS
DAILY
TOTAL
RBOB GASOLINE BALMO CLNDR SWP

RBOB SPREAD (PLATTS) SWAP
RBOB UP-DOWN CALENDAR SWAP
FEB11
MAR11
Total
-----
-----
-----
RBOB VS HEATING OIL SWAP

SINGAPORE 380CST FUEL OIL SWAP
FEB11
MAR11
Total
-----
-----
-----
SINGAPORE FUEL 180CST CALSWAP

FEB11
MAR11
APR11
Total
-------
-------
-------

FEB11
Total
---
---
SINGAPORE GASOIL BALMO

SINGAPORE GASOIL SWAP
FEB11
MAR11
APR11
MAY11
Total
---------
---------
SINGAPORE GASOIL VS ICE

JUL11
AUG11
SEP11
Total
-------
-------
SINGAPORE JET KERO BALMO

SINGAPORE JET KERO GASOIL SWAP
FEB11
MAR11
Total
-----
-----
-----

SINGAPORE NAPHTHA SWAP
SNGPR FUEL OIL 180CST CRCK SPRD SWP
ULSD 10P CRG CIF NW VS ICE BL
ULSD 10PPM CARGOES CIF NWE S
ULSD 10PPM CIF MED SWAP
ULSD 10PPM CIF MED VS ICE GAS
FEB11
MAR11
Total
-----
-----
-----
ULSD 10PPM CIF NW BALMO SWAP

ULSD 10PPM CIF VS ICE GAS BLMO
ULSD UP-DOWN
BALMO SWP
ULSD UP-DOWN(ARGUS) SWAP

UP DOWN GC ULSD VS NMX HO SPRD
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
Total
-----------------
-----------------
-----------------
USGC UNL 87 CRACK SPREAD CAL SWAP
NGL PETROCHEM EX-PIT BREAKDOWN

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
---
---
EFR
DAILY
TOTALS
TAS
DAILY
TOTAL
ARGS FAR E NDX VS EUR CIF ARA SWAP

ARGUS PROPAN FAR EST INDEX SWAP
FEB11
Total
---
---
---
5
5
---
---
ARGUS PROPAN(SAUDI ARAMCO) SWAP

IT IS
61
61
Side 95
Side 95

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
FEB11
MAR11
Total
-----
-----
-----
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
8
8
16
-----
-----
5
2
2
2
11
---------
5
5
EFR
DAILY
TOTALS
Mon, Jan 24, 2011

EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
-----
-----
-----
-----
-----
---------
---------
---------
---------
---------
---------
---
---
---
---
---
---
---
30
30
---
---
---
---
---
---
---
15
125
5
5
5
5
5
5
20
20
20
25
25
25
305
-----------------------------
-----------------------------
-----------------------------
-----------------------------
-----------------------------
-----------------------------
-----------------------------
30
------30
---------
---------
---------
---------
---------
---------
---------
90
50
140
-----
-----
-----
-----
-----
-----
-----
25
25
---
---
---
---
---
---
---
20
10
10
10
50
---------
---------
---------
---------
---------
---------
---------
-----
-----
-----
-----
-----
-----
-----
-----
85
75
75
15
15
15
280
-------------
-------------
-------------
-------------
-------------
-------------
-------------
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
PG61
TAS
DAILY
TOTAL
ARGUS PROPANE FAR E INDX BALMO SWP

CONWAY NORMAL BUTANE SWAP
CONWAY NTL GAS (OPIS) BALMO SWP
CONWAY PHYS PROPANE IN-WELL (OPIS)
CONWAY PROPANE (OPIS) BALMO SWP
CONWAY PROPANE 5 DEC. SWP
EUR PROPANE CIF ARA ARGUS BALMO SWP
EURO PROPANE CIF ARA
FEB11
APR11
MAY11
JUN11
Total
---------
SWAP
---------
---------
HDPE HD POLYETHYLENE (PCW) SWAP

MT BELIVIEU ETHANE BALMO SWP
24JAN11
Total
---
---
---
MT BELIVIEU LDH PROPANE BALMO

25JAN11
Total
---
---
---
MT BELIVIEU NAT GASOLINE BALMO

MT BELIVIEU NORMAL BUTANE BALM
MT BELV MINI LDH PROPANE OPIS SWAP
MT BELVIEU ETHANE 5-DCML (OPIS)
FEB11
MAR11
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
JAN12
FEB12
MAR12
Total
-----------------------------
-----------------------------
-----------------------------
MT BELVIEU ETHYLENE
MT BELVIEU ETHYLENE (PCW) FINCL SWP
JAN11
APR11
MAY11
JUN11
Total
---------
---------
--20
20
20
60
MT BELVIEU ISO BUTANE 5 DEC. S

MT BELVIEU NAT GAS 5-DCML (OPIS)
FEB11
MAR11
Total
-----
-----
-----
MT BELVIEU NORMAL BUTANE LDH(OPIS)

FEB11
Total
---
---
---

FEB11
APR11
MAY11
JUN11
Total
---------
---------
---------
MT BELVIEU PHY ETHANE (OPIS)

MT BELVIEU PHY LDH PROPANE (OPIS)
MT BELVIEU PHY N-LDH PROPNE (OPIS)
MT BELVIEU PHY NORM BUTANE (OPIS)
FEB11
MAR11
Total
-----
-----
25
25
50
MT BELVIEU PHYS NAT GASLNE (OPIS)

MT BELVIEU PROPANE 5-DCML (OPIS)
FEB11
MAR11
APR11
JUL11
AUG11
SEP11
Total
-------------
-------------
-------------
POLYETHYLENE FUTURES
ETHANOL EX-PIT BREAKDOWN

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
EFR
DAILY
TOTALS
TAS
DAILY
TOTAL
IT IS
61
61
Side 96
Side 96

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
100
70
95
138
55
458
-----------
-----------
-------
10
10
10
30
-------
-------
55
110
55
220
-------
EFR
DAILY
TOTALS
Mon, Jan 24, 2011

EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
-----------
-----------
-----------
-----------
-----------
-------
-------
-------
-------
-------
-------
-------
-------
-------
-------
-------
-------
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
PG61
TAS
DAILY
TOTAL
CHICAGO ETHANOL SWAP

FEB11
MAR11
APR11
MAY11
JUN11
Total
-----------
-----------
-----------
ETHANOL(PL) T1 FOB RTRDM EX DT

ETHANOL(PL) T2 FOB RTRDM INCL
OCT11
NOV11
DEC11
Total
-------
-------
NEW YORK ETHANOL SWAP

FEB11
APR11
MAY11
Total
-------
-------
ELECTRICITY EX-PIT BREAKDOWN

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
EFR
DAILY
TOTALS
TAS
DAILY
TOTAL
20
20
10
10
10
10
10
10
10
10
10
10
10
10
160
-----------------------------
-----------------------------
-----------------------------
-----------------------------
-----------------------------
-----------------------------
-----------------------------
2
2
2
2
2
2
2
2
2
2
2
2
10
10
10
10
10
10
10
10
10
10
10
10
144
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
1632
2310
1632
5574
-------
-------
-------
-------
-------
-------
-------

MAR12
APR12
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
Total
-----------------------------
-----------------------------
-----------------------------
AER-DAYTON HUB MTHLY

CIN HUB 5MW D AH O PK
CIN HUB 5MW D AH PK
CIN HUB 5MW REAL TIME O PK
CIN HUB 5MW REAL TIME PK
CINERGY HUB PEAK MONTH SWAP
ERCOT HSTN NRTH Z MCPE50 PEAK
ERCOT HSTN Z MCPE 5 MW PEAK SW
ISO NEW ENGLAND OFF-PEAK LMP SWAP
MICHIGAN HUB OFF-PEAK MONTH SWAP
MICHIGAN HUB PEAK MONTH SWAP
MID IND TRAN SO IL HUB5MW OFFP
N ILLINOIS HUB MTHLY
JAN12
FEB12
MAR12
APR12
MAY12
JUN12
JUL12
AUG12
SEP12
OCT12
NOV12
DEC12
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
Total
-------------------------------------------------
-------------------------------------------------
-------------------------------------------------
NEPOOL CNCTCT 5MW D AH O PK

NEPOOL INTR HUB 5MW D AH O PK
OCT11
NOV11
DEC11
Total
-------
-------
-------

NEPOOL MAINE 5MW D AH O EAK
NEPOOL MAINE 5MW D AH PK
NEPOOL NE MASS 5MW D AH O PK
IT IS
61
61
Side 97
Side 97

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
EFR
DAILY
TOTALS
Mon, Jan 24, 2011

EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
PG61
TAS
DAILY
TOTAL

NEPOOL NEW HAMP 5MW D AH O PK
NEPOOL NEW HAMP 5MW D AH PK
NEPOOL RHD ISLD 5MW D AH PK
NEPOOL SE MASS 5MW D AH PK
NEPOOL W CNT MASS 5MW D AH O PK
NEPOOL W CNTR M 5MW D AH PK
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
Total
-------------------------
-------------------------
-------------------------
10
10
10
10
10
10
10
10
10
10
10
10
120
-------------------------
-------------------------
-------------------------
-------------------------
-------------------------
-------------------------
-------------------------
-----
-----
-----
20
23
43
-----
-----
-----
-----
-----
-----
-----
-----
-----
20
21
41
-----
-----
-----
-----
-----
-----
-----
1632
1540
1632
4804
-------
-------
-------
-------
-------
-------
-------
---
3520
3520
---
---
---
---
---
---
---
---
3520
3520
---
---
---
---
---
---
---
NYISO A
JUL11
AUG11
Total
NYISO A OFF-PEAK
NYISO G
NYISO G OFF-PEAK
NYISO J
NOV13
DEC13
Total
-----
NYISO J OFF-PEAK
NYISO ZONE A 5MW D AH O PK
NYISO ZONE C 5MW D AH O PK
NYISO ZONE C 5MW D AH PK
NYISO ZONE E 5MW DAY AHEAD OFF-PEAK
NYISO ZONE E 5MW DAY AHEAD PEAK
NYISO ZONE F 5MW DAY AHEAD OFF-PEAK
NYISO ZONE G 5MW D AH O PK
OCT11
NOV11
DEC11
Total
-------
-------
-------
NYISO ZONE G 5MW D AH PK

NYISO ZONE J 5MW D AH PK
PJM AD HUB 5MW REAL TIME O PK
FEB11
Total
---
---

PJM AECO DA
OFF-PEAK
PJM AECO DA PEAK

PJM APS ZONE DA OFF-PEAK
PJM APS ZONE DA PEAK
PJM BGE DA OFF-PEAK
PJM BGE DA PEAK
PJM COMED 5MW D AH O PK
PJM COMED 5MW D AH PK
PJM DAILY
FEB11
Total
---
---
PJM DAYTON DA PEAK

PJM DPL DA OFF-PEAK
PJM DPL DA PEAK
PJM DUQUESNE 5MW D AH PK
PJM EASTERNH DA OFF-PEAK
PJM EASTERNH DA PEAK
PJM JCPL DA OFF-PEAK
PJM JCPL DA PEAK
PJM METED ZONE OFFPK CAL LMP SWP
PJM METED ZONE PEAK CAL LMP SWP
FEB11
Total
---
---
---
200
200
---
---
---
---
---
---
---
-----
-----
-----
36
30
-----
-----
-----
-----
-----
-----
-----
PJM MONTHLY
FEB11
JAN13
IT IS
61
61
Side 98
Side 98

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
Total
-----------------------
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
30
30
30
30
30
30
30
30
30
30
30
396
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
-----------------------
---
5280
5280
---
---
---
---
---
---
---
---------------------------
---------------------------
5280
1960
1760
2035
1840
2040
1920
1960
2040
1920
1880
2085
1960
28680
---------------------------
---------------------------
---------------------------
---------------------------
---------------------------
---------------------------
---------------------------
-------------------------
-------------------------
110
100
105
110
105
105
110
105
105
115
95
110
1275
-------------------------
-------------------------
-------------------------
-------------------------
-------------------------
-------------------------
-------------------------
20
14
14
14
14
14
14
14
14
14
14
14
14
188
---------------------------
---------------------------
---------------------------
---------------------------
---------------------------
---------------------------
---------------------------
---
230
230
---
---
---
---
---
---
---
---
5280
5280
---
---
---
---
---
---
---
---
---
5280
5280
---
---
---
---
---
---
---
-----
-----
200
230
430
-----
-----
-----
-----
-----
-----
-----
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
---
---
---
-----------------------
-----------------------
EFS
DAILY
TOTALS
EFR
DAILY
TOTALS
Mon, Jan 24, 2011
PG61
TAS
DAILY
TOTAL
PJM NI HUB 5MW REAL TIME O PK

FEB11
Total
---
---
PJM NI HUB 5MW REAL TIME PK

FEB11
JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
Total
---------------------------
PJM NILL DA PEAK

JAN14
FEB14
MAR14
APR14
MAY14
JUN14
JUL14
AUG14
SEP14
OCT14
NOV14
DEC14
Total
-------------------------

JUN11
JAN13
FEB13
MAR13
APR13
MAY13
JUN13
JUL13
AUG13
SEP13
OCT13
NOV13
DEC13
Total
---------------------------
---------------------------
---------------------------
PJM PANELEC ZONE OFFPK CAL LMP SWP

PJM PANELEC ZONE PEAK CAL LMP SWP
PJM PECO Z5 MW OFPK CLM DA LMP
PJM PECO Z5 MW PK CLM DA LMP
PJM PEPCO DA OFF-PEAK
PJM PEPCO DA PEAK
PJM PPL DA OFF-PEAK
PJM PPL DA PEAK
PJM PSEG DA OFF-PEAK
PJM PSEG DA PEAK
MAR11
Total
---
---

FEB11
Total
---
---

FEB11
Total
---
PJM WESTH RT PEAK

PJM WESTHDA PEAK
FEB11
MAR11
Total
-----
COAL EX-PIT BREAKDOWN

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
COAL API2 CIF ARA

COAL API4
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
---
---
EFR
DAILY
TOTALS
TAS
DAILY
TOTAL
ARG-MCCLOSKY SWP
RCH BAY ARGS MCCLOSKY SW
EASTERN RAIL DELIVERY CSX COAL SWAP

FEB11
---
---
---
35
---
---
IT IS
61
61
Side 99
Side 99

FINAL
PG61 BULLETIN # 15@

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
APR11
MAY11
JUN11
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
Total
-------------------
-------------------
-------------------
EFS
DAILY
TOTALS
15
15
15
80
80
80
45
45
45
455
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
-------------------
-------------------
EFR
DAILY
TOTALS
-------------------
Mon, Jan 24, 2011

EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
-------------------
-------------------
-------------------
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
-------------
-------------
-------------
EFB
DAILY
TOTALS
AON
DAILY
TOTALS
BLOCKS
DAILY
TOTAL
PG61
TAS
DAILY
TOTAL
-------------------
WESTERN RAIL DELIVERY PRB COAL SWAP
FREIGHT EX-PIT BREAKDOWN

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
-------------
-------------
EFR
DAILY
TOTALS
TAS
DAILY
TOTAL
CAPESIZE TIMECHARTER AVG SWP FUT

TC2 ROTTERDAM TO USAC 37K MT
TC4 SINGAPORE TO JAPAN 30K MT
TC5 RAS TANURA TO YOKOHAMA 55K MT
TD3 MEG TO JAPAN 250K MT
JUL11
AUG11
SEP11
OCT11
NOV11
DEC11
Total
-------------
-------------
-------------
10
10
10
10
10
10
60
-------------
-------------
TD5 WEST AFRICA TO USAC 130K
PLASTICS EX-PIT BREAKDOWN

DELIVERY------EFP
SETTLED
TO-DATE TOTALS
EFS
DAILY
TOTALS
SUBS
DAILY
TOTALS
EFM
DAILY
TOTALS
EFR
DAILY
TOTALS
TAS
DAILY
TOTAL
PP POLYPROPYLENE(PCW) CAL SWAP FUT
IT IS

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61

ENERGY FUTURES PRODUCTS

2011 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin. CME Group Inc. A

PG61 BULLETIN # 15@

Mon, Jan 24, 2011

CORE FUTURES PRODUCTS

NYMEX CRUDE OIL (PHYSICAL)

NYMEX HEATING OIL (PHYSICAL)

NYMEX NY HARBOR GAS (RBOB) (PHY)

ENERGY FUTURES PRODUCTS

2011 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin. CME Group Inc. A

PG61 BULLETIN # 15@

NYMEX NY HARBOR GAS (RBOB) (PHY)

1799 19946 2823 +

NATURAL GAS HENRY HUB (PHYSICAL)

Mon, Jan 24, 2011

ENERGY FUTURES PRODUCTS

2011 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin. CME Group Inc. A

PG61 BULLETIN # 15@

NATURAL GAS HENRY HUB (PHYSICAL)

NYMEX BRENT OIL LAST DAY FUTURES

EUROPEAN GASOIL ICE FUTURE

E-MINI CRUDE OIL FUTURES

E-MINI HEATING OIL FUTURES

E-MINI GASOLINE FUTURES

E-MINI NATURAL GAS

Mon, Jan 24, 2011

ENERGY FUTURES PRODUCTS

2011 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin. CME Group Inc. A

PG61 BULLETIN # 15@

Mon, Jan 24, 2011

E-MINI NATURAL GAS

CRUDE OIL FUTURES PRODUCTS

07JAN11 ---11JAN11 ----

BRENT CFD SWAP

BRENT BALMO SWAP

ENERGY FUTURES PRODUCTS

2011 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin. CME Group Inc. A

PG61 BULLETIN # 15@

CANADIAN HEAVY CRUDE(NET ENRGY) FUT

DATED BRENT (PLATTS) DAILY SWP

DATED TO FRONTLINE BRENT CLNDR SWAP

DME CRUDE OIL BALMO SWAP FUT

DUBAI CRUDE OIL BALMO

BRENT CFD(PLATTS) VS FRNT M SW

BRENT CFD SWAP

Mon, Jan 24, 2011

EUROPE DATED BRENT SWAP

ENERGY FUTURES PRODUCTS

2011 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin. CME Group Inc. A

PG61 BULLETIN # 15@

EUROPE DATED BRENT SWAP

FAME0 BIODSL FOB RDAM-ICE GASOIL SW

ICE BRENT DUBAI SWAP

LLS (ARGUS) VS WTI SWAP

MARS (ARGUS) VS WTI SWAP

Mon, Jan 24, 2011

MARS (ARGUS) VS WTI TRD MTH SWAP

ENERGY FUTURES PRODUCTS

2011 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin. CME Group Inc. A

PG61 BULLETIN # 15@

NYMEX BRENT FINANCIAL FUTURES