NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,756,106 COMMITMENTS 594,651 227,253 1523490 2603161 2979157 4721302 4729900 34,804 26,206 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -232,108) 15,366 60,659 -137,152 -107,693 -162,599 -229,479 -239,092 -2,629 6,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 4.8 32.0 54.7 62.6 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 44 36 67 146 141 219 215 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 401,220 COMMITMENTS 17,093 16,272 31,292 339,120 352,219 387,505 399,783 13,715 1,437 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 11,538) -372 -1,992 4,036 8,016 10,516 11,680 12,560 -142 -1,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 4.1 7.8 84.5 87.8 96.6 99.6 3.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 6 11 45 44 58 55 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,270 COMMITMENTS 8,163 3,407 4,670 147,811 151,978 160,644 160,055 2,626 3,215 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -484) 655 -1,115 -193 907 1,444 1,369 136 -1,853 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 2.1 2.9 90.5 93.1 98.4 98.0 1.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 2 4 37 40 42 45 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,440 COMMITMENTS 2,069 16,897 12,825 320,047 304,248 334,941 333,970 2,499 3,470 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 5,802) -579 2,497 135 7,697 3,904 7,253 6,536 -1,451 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 5.0 3.8 94.8 90.2 99.3 99.0 0.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 7 5 41 35 47 43 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 698,685 COMMITMENTS 15 38,533 26,118 668,417 630,048 694,550 694,699 4,135 3,986 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,982) 0 3,173 484 1,751 -1,239 2,235 2,418 -253 -436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.5 3.7 95.7 90.2 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 1 9 9 57 53 66 63 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,759 COMMITMENTS 15,094 10,569 1,834 172,670 175,864 189,598 188,267 6,161 7,492 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 4,192) 190 6,086 -850 4,942 -856 4,282 4,380 -90 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 5.4 0.9 88.2 89.8 96.9 96.2 3.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 3 30 26 34 29 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,625 COMMITMENTS 5,592 33,833 14,894 294,284 266,897 314,770 315,624 7,855 7,001 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 31,434) -2,107 10,952 -3,330 37,542 25,373 32,105 32,995 -671 -1,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 10.5 4.6 91.2 82.7 97.6 97.8 2.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 4 5 42 44 48 50 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,046 COMMITMENTS 5,772 21,405 6,108 154,516 138,832 166,396 166,345 3,650 3,701 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 8,324) 590 6,412 -592 8,391 3,211 8,389 9,031 -65 -707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 12.6 3.6 90.9 81.6 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 4 5 31 40 37 46
Updated July 1, 2011