NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,047,828 COMMITMENTS 290,804 129,253 1381889 2344814 2515167 4017507 4026309 30,321 21,519 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 29,989) 25,622 34,710 -32,353 39,413 29,927 32,682 32,284 -2,693 -2,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 3.2 34.1 57.9 62.1 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 41 39 72 139 127 216 202 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 333,798 COMMITMENTS 45,593 15,757 13,615 266,907 300,077 326,115 329,449 7,683 4,349 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 4.7 4.1 80.0 89.9 97.7 98.7 2.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 7 13 38 40 51 55 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,898 COMMITMENTS 9,327 7,979 5,166 189,780 188,607 204,273 201,752 2,625 5,146 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 3.9 2.5 91.7 91.2 98.7 97.5 1.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 5 6 34 35 44 42 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 385,221 COMMITMENTS 25,114 646 4,697 347,487 374,175 377,298 379,518 7,923 5,703 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.2 1.2 90.2 97.1 97.9 98.5 2.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 2 4 38 28 44 32 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 570,301 COMMITMENTS 0 57,682 38,626 526,966 471,608 565,592 567,916 4,709 2,385 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.1 6.8 92.4 82.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 0 10 9 53 47 62 57 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 190,194 COMMITMENTS 27,060 663 5,520 149,941 176,625 182,521 182,808 7,673 7,386 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 0.3 2.9 78.8 92.9 96.0 96.1 4.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 1 5 30 27 38 32 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 371,355 COMMITMENTS 14,221 60,395 30,004 319,926 272,421 364,151 362,820 7,204 8,535 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 16.3 8.1 86.2 73.4 98.1 97.7 1.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 6 8 46 41 55 51 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,458 COMMITMENTS 16,037 26,263 7,493 129,826 119,476 153,356 153,232 4,102 4,226 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 16.7 4.8 82.5 75.9 97.4 97.3 2.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 3 5 35 31 42 38
Updated August 20, 2010