NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,988,214 COMMITMENTS 579,285 166,594 1660642 2710854 3141756 4950781 4968992 37,433 19,222 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -99,897) -72,399 60,913 -74,597 50,376 -84,213 -96,620 -97,897 -3,277 -2,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 3.3 33.3 54.3 63.0 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 43 37 72 143 140 219 217 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 389,682 COMMITMENTS 17,465 18,264 27,256 331,104 341,703 375,825 387,223 13,857 2,459 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 6,856) 285 -430 3,112 1,899 4,602 5,296 7,284 1,560 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 4.7 7.0 85.0 87.7 96.4 99.4 3.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 8 9 41 43 53 53 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,754 COMMITMENTS 7,508 4,522 4,863 146,904 150,534 159,275 159,919 4,479 3,835 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -4,757) 1,009 -307 -636 -6,442 -3,391 -6,069 -4,334 1,312 -423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 2.8 3.0 89.7 91.9 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 4 5 36 39 42 45 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,638 COMMITMENTS 2,648 14,400 12,690 312,350 300,344 327,688 327,434 3,950 4,204 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 3,310) 1,172 -1,297 -1,224 3,681 6,319 3,629 3,798 -319 -488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 4.3 3.8 94.2 90.6 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 6 5 41 32 48 40 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 696,703 COMMITMENTS 15 35,360 25,634 666,666 631,287 692,315 692,281 4,388 4,422 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 10,738) -1,503 -4,172 1,368 10,001 13,741 9,866 10,937 872 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.1 3.7 95.7 90.6 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 1 9 9 57 51 66 61 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,567 COMMITMENTS 14,904 4,483 2,684 167,728 176,720 185,316 183,887 6,251 7,680 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 9,635) 670 3,496 1,183 9,009 6,666 10,862 11,345 -1,227 -1,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 2.3 1.4 87.6 92.2 96.7 96.0 3.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 3 29 27 33 30 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,191 COMMITMENTS 7,699 22,881 18,224 256,742 241,524 282,665 282,629 8,526 8,562 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -387) 485 -9,860 3,461 -2,318 5,858 1,628 -541 -2,015 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 7.9 6.3 88.2 82.9 97.1 97.1 2.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 2 6 40 41 47 47 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,722 COMMITMENTS 5,182 14,993 6,700 146,125 135,621 158,007 157,314 3,715 4,408 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -126) -2,349 -700 -5 2,617 -524 263 -1,229 -389 1,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 9.3 4.1 90.4 83.9 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 3 5 28 39 34 45
Updated June 24, 2011