NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,730,067 COMMITMENTS 552,418 87,599 1649204 2487943 2969323 4689565 4706126 40,502 23,941 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -51,172) 93,474 -47,154 4,443 -146,889 -3,916 -48,972 -46,627 -2,200 -4,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 1.9 34.9 52.6 62.8 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 53 21 64 131 136 202 203 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 399,401 COMMITMENTS 13,158 16,488 29,304 345,085 350,221 387,547 396,013 11,854 3,388 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -361) -4,105 3,898 2,295 2,479 -6,887 669 -694 -1,030 333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 4.1 7.3 86.4 87.7 97.0 99.2 3.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 4 11 44 40 56 51 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,707 COMMITMENTS 3,580 4,699 5,498 164,901 163,088 173,979 173,285 3,728 4,422 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -1,660) 146 122 -224 -1,638 -1,742 -1,716 -1,844 56 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.6 3.1 92.8 91.8 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 3 5 40 37 45 44 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,013 COMMITMENTS 3,331 9,833 14,997 307,649 301,611 325,977 326,441 5,036 4,572 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,549) -66 2,429 782 4,321 1,340 5,037 4,551 -488 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 3.0 4.5 92.9 91.1 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 9 6 37 31 45 41 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 690,214 COMMITMENTS 546 33,613 26,420 658,988 625,170 685,954 685,203 4,260 5,011 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,767) -734 650 930 2,629 1,078 2,825 2,658 -58 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 4.9 3.8 95.5 90.6 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 1 9 9 59 52 68 62 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,577 COMMITMENTS 13,444 1,263 2,882 173,373 182,592 189,699 186,737 6,878 9,840 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 327) 3,634 -893 -442 -2,255 2,274 937 939 -610 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.6 1.5 88.2 92.9 96.5 95.0 3.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 4 29 26 35 30 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,939 COMMITMENTS 10,667 36,965 20,112 282,790 255,109 313,569 312,186 7,370 8,753 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 937) -37 11,244 260 2,895 -10,967 3,118 537 -2,181 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 11.5 6.3 88.1 79.5 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 2 5 46 47 52 53 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,856 COMMITMENTS 8,830 10,414 7,416 156,756 155,171 173,002 173,001 4,854 4,855 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -6,411) -828 -3,292 759 -6,887 -4,101 -6,956 -6,634 545 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 5.9 4.2 88.1 87.2 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 5 33 41 38 47
Updated June 3, 2011