NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,605,310 COMMITMENTS 349,504 304,759 1514941 2691160 2746680 4555605 4566380 49,705 38,930 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 72,868) -35,546 6,442 67,479 40,922 75 72,855 73,996 13 -1,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 6.6 32.9 58.4 59.6 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 45 31 66 144 141 216 211 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 347,534 COMMITMENTS 11,635 10,336 19,835 302,877 312,341 334,347 342,512 13,187 5,022 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,739) -5,893 3,830 -2,289 12,592 4,101 4,410 5,642 -1,671 -2,903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 3.0 5.7 87.2 89.9 96.2 98.6 3.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 3 10 43 46 54 56 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,894 COMMITMENTS 8,932 450 3,927 165,680 175,235 178,539 179,612 4,355 3,282 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,673) -486 -760 476 1,604 2,051 1,594 1,767 79 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.2 2.1 90.6 95.8 97.6 98.2 2.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 1 3 39 36 43 40 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,812 COMMITMENTS 2,091 24,152 7,979 301,987 277,870 312,057 310,001 3,755 5,811 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 992) 403 -207 278 -538 289 143 360 849 632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 7.6 2.5 95.6 88.0 98.8 98.2 1.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 6 4 39 37 43 44 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 634,776 COMMITMENTS 6,295 21,310 23,356 601,301 589,210 630,952 633,876 3,824 900 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -2,510) 2,599 -14,240 5,172 -9,301 7,802 -1,530 -1,266 -980 -1,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 3.4 3.7 94.7 92.8 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 4 7 9 60 53 70 63 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 207,070 COMMITMENTS 8,169 11,945 3,848 186,809 185,010 198,826 200,803 8,244 6,267 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,696) -749 -1,611 1,531 284 2,850 1,066 2,770 630 -1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 5.8 1.9 90.2 89.3 96.0 97.0 4.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 3 32 26 35 29 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 298,691 COMMITMENTS 5,158 11,287 44,104 239,776 237,571 289,038 292,962 9,653 5,729 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 4,792) -681 -10,916 7,102 -1,968 8,056 4,453 4,242 339 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 3.8 14.8 80.3 79.5 96.8 98.1 3.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 3 4 45 49 50 53 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,590 COMMITMENTS 6,364 10,063 5,312 150,566 141,198 162,242 156,573 2,348 8,017 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 10,152) 141 1,552 339 9,582 7,285 10,062 9,176 90 976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 6.1 3.2 91.5 85.8 98.6 95.1 1.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 2 27 39 29 42
Updated August 26, 2011