NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 4,505,478: 521,008 287,367 1,373,193 2,575,168 2,824,621 4,469,369 4,485,181: 36,109 20,297 Old : 4,505,478: 521,008 287,367 1,373,193 2,575,168 2,824,621 4,469,369 4,485,181: 36,109 20,297 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -205,858: -28,018 40,020 -101,114 -72,465 -137,588 -201,597 -198,682: -4,261 -7,176 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 6.4 30.5 57.2 62.7 99.2 99.5: 0.8 0.5 Old : 100.0: 11.6 6.4 30.5 57.2 62.7 99.2 99.5: 0.8 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 226: 39 37 68 139 139 210 212: Old : 226: 39 37 68 139 139 210 212: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.9 22.4 37.8 37.2 15.0 19.0 21.7 26.7 Old : 23.9 22.4 37.8 37.2 15.0 19.0 21.7 26.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 366,299: 12,107 15,079 21,652 318,265 325,365 352,024 362,096: 14,275 4,203 Old : 366,299: 12,107 15,079 21,652 318,265 325,365 352,024 362,096: 14,275 4,203 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -4,010: -2,591 -1,750 -1,143 802 -276 -2,932 -3,169: -1,078 -841 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 4.1 5.9 86.9 88.8 96.1 98.9: 3.9 1.1 Old : 100.0: 3.3 4.1 5.9 86.9 88.8 96.1 98.9: 3.9 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 8 6 12 43 44 56 57: Old : 64: 8 6 12 43 44 56 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.3 41.9 52.5 59.4 27.7 34.0 37.6 41.8 Old : 35.3 41.9 52.5 59.4 27.7 34.0 37.6 41.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 195,479: 10,692 3,936 3,857 175,950 184,224 190,499 192,017: 4,980 3,462 Old : 195,479: 10,692 3,936 3,857 175,950 184,224 190,499 192,017: 4,980 3,462 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 3,045: -1,002 -366 -645 3,803 4,081 2,156 3,070: 889 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 2.0 2.0 90.0 94.2 97.5 98.2: 2.5 1.8 Old : 100.0: 5.5 2.0 2.0 90.0 94.2 97.5 98.2: 2.5 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 5 2 4 41 40 47 45: Old : 51: 5 2 4 41 40 47 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 42.2 56.9 62.7 35.9 37.4 45.8 51.2 Old : 42.6 42.2 56.9 62.7 35.9 37.4 45.8 51.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 317,421: 0 20,787 10,121 304,361 279,569 314,482 310,477: 2,939 6,944 Old : 317,421: 0 20,787 10,121 304,361 279,569 314,482 310,477: 2,939 6,944 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -4,089: 0 -2,451 590 -5,290 -3,238 -4,700 -5,099: 611 1,010 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.5 3.2 95.9 88.1 99.1 97.8: 0.9 2.2 Old : 100.0: 0.0 6.5 3.2 95.9 88.1 99.1 97.8: 0.9 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 0 8 4 40 36 44 44: Old : 53: 0 8 4 40 36 44 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 43.2 65.1 65.8 44.9 37.4 62.5 57.9 Old : 47.1 43.2 65.1 65.8 44.9 37.4 62.5 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE OTC Code-023396 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 699,756: 1,707 34,901 29,487 666,159 633,345 697,353 697,733: 2,403 2,023 Old : 699,756: 1,707 34,901 29,487 666,159 633,345 697,353 697,733: 2,403 2,023 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 23,888: 1,468 -11,154 7,495 15,953 28,424 24,916 24,765: -1,028 -877 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 5.0 4.2 95.2 90.5 99.7 99.7: 0.3 0.3 Old : 100.0: 0.2 5.0 4.2 95.2 90.5 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 75: 3 9 11 60 52 71 64: Old : 75: 3 9 11 60 52 71 64: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.2 38.8 43.6 53.1 24.9 30.7 38.1 40.9 Old : 26.2 38.8 43.6 53.1 24.9 30.7 38.1 40.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE OTC Code-023397 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 207,588: 7,939 12,008 4,975 186,313 181,909 199,227 198,892: 8,361 8,696 Old : 207,588: 7,939 12,008 4,975 186,313 181,909 199,227 198,892: 8,361 8,696 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 6,234: 1,758 3,066 -775 3,576 3,789 4,559 6,080: 1,675 154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 5.8 2.4 89.8 87.6 96.0 95.8: 4.0 4.2 Old : 100.0: 3.8 5.8 2.4 89.8 87.6 96.0 95.8: 4.0 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 3 1 4 32 26 36 30: Old : 39: 3 1 4 32 26 36 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 61.7 61.5 77.4 44.7 60.3 57.5 71.1 Old : 47.7 61.7 61.5 77.4 44.7 60.3 57.5 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE OTC Code-023398 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 315,181: 6,325 27,370 17,767 283,027 261,799 307,119 306,936: 8,062 8,245 Old : 315,181: 6,325 27,370 17,767 283,027 261,799 307,119 306,936: 8,062 8,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -1,443: 1,391 -1,258 -1,435 -2,920 647 -2,964 -2,046: 1,521 603 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 8.7 5.6 89.8 83.1 97.4 97.4: 2.6 2.6 Old : 100.0: 2.0 8.7 5.6 89.8 83.1 97.4 97.4: 2.6 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 60: 4 3 5 45 44 51 50: Old : 60: 4 3 5 45 44 51 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.6 28.2 49.7 44.6 21.3 17.9 32.9 30.0 Old : 31.6 28.2 49.7 44.6 21.3 17.9 32.9 30.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE OTC Code-023399 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 165,892: 7,439 12,030 6,338 149,028 143,637 162,805 162,005: 3,087 3,887 Old : 165,892: 7,439 12,030 6,338 149,028 143,637 162,805 162,005: 3,087 3,887 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 2,414: 30 -3,354 433 1,678 4,844 2,141 1,923: 273 491 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 7.3 3.8 89.8 86.6 98.1 97.7: 1.9 2.3 Old : 100.0: 4.5 7.3 3.8 89.8 86.6 98.1 97.7: 1.9 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 3 3 4 32 43 37 48: Old : 51: 3 3 4 32 43 37 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 23.8 71.4 43.5 53.6 22.2 62.2 40.8 Old : 55.3 23.8 71.4 43.5 53.6 22.2 62.2 40.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011