NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,704,853 COMMITMENTS 553,149 241,037 1514228 2597655 2921770 4665032 4677035 39,821 27,818 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -51,253) -41,502 13,784 -9,262 -5,506 -57,387 -56,270 -52,865 5,017 1,612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 5.1 32.2 55.2 62.1 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 40 38 66 142 140 212 214 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 409,572 COMMITMENTS 18,075 18,781 27,469 349,178 360,371 394,722 406,621 14,850 2,951 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 8,352) 982 2,509 -3,823 10,058 8,152 7,217 6,838 1,135 1,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 4.6 6.7 85.3 88.0 96.4 99.3 3.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 6 7 11 44 43 57 54 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,113 COMMITMENTS 8,790 3,407 4,264 152,094 156,431 165,148 164,102 2,965 4,011 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 4,843) 627 0 -406 4,283 4,453 4,504 4,047 339 796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 2.0 2.5 90.5 93.1 98.2 97.6 1.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 2 4 36 40 41 45 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,182 COMMITMENTS 1,228 15,763 13,694 320,980 305,059 335,902 334,516 2,280 3,666 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 742) -841 -1,134 869 933 811 961 546 -219 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 4.7 4.0 94.9 90.2 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 8 5 41 35 47 43 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 688,247 COMMITMENTS 15 45,496 21,347 663,438 618,078 684,800 684,921 3,447 3,326 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -10,438) 0 6,963 -4,771 -4,979 -11,970 -9,750 -9,778 -688 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 3.1 96.4 89.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 1 9 9 57 52 66 62 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,622 COMMITMENTS 12,494 10,873 3,762 178,645 178,493 194,901 193,128 5,721 7,494 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 4,863) -2,600 304 1,928 5,975 2,629 5,303 4,861 -440 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 5.4 1.9 89.0 89.0 97.1 96.3 2.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 3 31 26 35 29 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,817 COMMITMENTS 5,100 33,423 17,302 304,560 277,647 326,962 328,372 7,855 6,445 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 12,192) -492 -410 2,408 10,276 10,750 12,192 12,748 0 -556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 10.0 5.2 91.0 82.9 97.7 98.1 2.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 4 5 42 45 48 51 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 178,314 COMMITMENTS 6,106 23,802 6,798 162,587 143,617 175,491 174,217 2,823 4,097 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 8,268) 334 2,397 690 8,071 4,785 9,095 7,872 -827 396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 13.3 3.8 91.2 80.5 98.4 97.7 1.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 4 5 32 40 38 46
Updated July 8, 2011