NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,786,182 COMMITMENTS 555,621 221,246 1507027 2683664 3031645 4746312 4759918 39,870 26,264 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 132,043) 23,058 -31,033 45,325 60,012 114,459 128,395 128,751 3,648 3,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 4.6 31.5 56.1 63.3 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 47 32 69 142 140 216 215 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,356 COMMITMENTS 12,198 18,325 20,755 321,868 325,619 354,821 364,699 13,535 3,657 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -5,160) -4,564 -9,458 3,084 -4,694 -485 -6,174 -6,859 1,014 1,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 5.0 5.6 87.4 88.4 96.3 99.0 3.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 5 11 42 44 54 55 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,902 COMMITMENTS 9,583 4,529 4,593 170,697 176,324 184,873 185,446 4,029 3,456 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 12,270) -914 1,185 1,032 12,120 10,486 12,238 12,703 32 -433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 2.4 2.4 90.4 93.3 97.9 98.2 2.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 4 40 40 46 45 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,418 COMMITMENTS 0 18,813 10,575 303,517 282,519 314,092 311,907 3,326 5,511 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 4,463) 0 1,328 1,197 3,959 -115 5,156 2,410 -693 2,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 3.3 95.6 89.0 99.0 98.3 1.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 0 8 4 41 36 45 44 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 661,151 COMMITMENTS 149 40,727 23,312 633,007 592,847 656,468 656,886 4,683 4,265 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,308) 125 -3,598 3,594 -569 2,395 3,150 2,391 158 917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.2 3.5 95.7 89.7 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 2 9 10 58 50 68 61 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,327 COMMITMENTS 6,401 11,197 4,423 180,545 174,554 191,369 190,174 5,958 7,153 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,764) -5,273 -1,105 73 8,387 4,658 3,187 3,626 -1,423 -1,862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 5.7 2.2 91.5 88.5 97.0 96.4 3.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 4 31 26 35 30 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,353 COMMITMENTS 3,623 33,928 18,348 287,398 258,627 309,369 310,903 8,984 7,450 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 5,105) -1,399 -2,861 331 5,745 6,682 4,677 4,152 428 953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 10.7 5.8 90.3 81.2 97.2 97.7 2.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 4 5 42 43 48 49 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,545 COMMITMENTS 9,948 15,850 6,202 130,742 125,097 146,892 147,149 4,653 4,396 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -215) 1,857 267 -616 -2,650 318 -1,409 -31 1,194 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 10.5 4.1 86.3 82.5 96.9 97.1 3.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 4 5 28 39 34 45
Updated July 22, 2011