NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,654,139 COMMITMENTS 532,563 252,279 1461702 2623652 2917186 4617917 4631167 36,222 22,972 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -50,714) -20,586 11,242 -52,526 25,997 -4,584 -47,115 -45,868 -3,599 -4,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 5.4 31.4 56.4 62.7 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 40 37 68 141 138 213 212 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,516 COMMITMENTS 16,762 27,783 17,671 326,562 326,104 360,995 371,558 12,521 1,958 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -36,056) -1,313 9,002 -9,798 -22,616 -34,267 -33,727 -35,063 -2,329 -993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 7.4 4.7 87.4 87.3 96.6 99.5 3.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 8 6 11 42 43 55 55 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,632 COMMITMENTS 10,497 3,344 3,561 158,577 165,838 172,635 172,743 3,997 3,889 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 8,519) 1,707 -63 -703 6,483 9,407 7,487 8,641 1,032 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 1.9 2.0 89.8 93.9 97.7 97.8 2.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 5 37 40 43 46 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 312,955 COMMITMENTS 0 17,485 9,378 299,558 282,634 308,936 309,497 4,019 3,458 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -25,227) -1,228 1,722 -4,316 -21,422 -22,425 -26,966 -25,019 1,739 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.6 3.0 95.7 90.3 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 0 8 4 41 36 45 44 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 657,843 COMMITMENTS 24 44,325 19,718 633,576 590,452 653,318 654,495 4,525 3,348 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -30,404) 9 -1,171 -1,629 -29,862 -27,626 -31,482 -30,426 1,078 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.7 3.0 96.3 89.8 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 2 8 9 59 51 68 61 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,563 COMMITMENTS 11,674 12,302 4,350 172,158 169,896 188,182 186,548 7,381 9,015 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -5,059) -820 1,429 588 -6,487 -8,597 -6,719 -6,580 1,660 1,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 6.3 2.2 88.0 86.9 96.2 95.4 3.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 3 29 25 33 28 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,248 COMMITMENTS 5,022 36,789 18,017 281,653 251,945 304,692 306,751 8,556 6,497 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -21,569) -78 3,366 715 -22,907 -25,702 -22,270 -21,621 701 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 11.7 5.8 89.9 80.4 97.3 97.9 2.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 3 5 42 44 48 50 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,760 COMMITMENTS 8,091 15,583 6,818 133,392 124,779 148,301 147,180 3,459 4,580 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -26,554) 1,985 -8,219 20 -29,195 -18,838 -27,190 -27,037 636 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 10.3 4.5 87.9 82.2 97.7 97.0 2.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 5 28 38 34 44
Updated July 15, 2011