NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,391,339 COMMITMENTS 331,171 292,870 1413211 2611301 2658846 4355683 4364927 35,656 26,412 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 4,027) -49,577 19,034 24,706 37,021 -29,670 12,150 14,070 -8,123 -10,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 6.7 32.2 59.5 60.5 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 44 31 65 142 137 212 208 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,358 COMMITMENTS 7,847 11,012 19,740 295,148 298,854 322,735 329,606 11,623 4,752 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -15,525) -1,414 3,342 -1,825 -8,829 -15,068 -12,068 -13,551 -3,457 -1,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 3.3 5.9 88.3 89.4 96.5 98.6 3.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 3 7 42 41 50 49 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,752 COMMITMENTS 11,520 0 2,443 164,213 176,949 178,176 179,392 4,576 3,360 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,850) -500 -450 -165 -2,818 -3,721 -3,483 -4,336 -367 486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.0 1.3 89.9 96.8 97.5 98.2 2.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 0 3 34 36 38 39 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 312,737 COMMITMENTS 6,361 27,222 2,473 301,329 277,676 310,163 307,371 2,574 5,366 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -11,178) 1,870 -1,973 -2,840 -8,635 -6,648 -9,605 -11,461 -1,573 283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 8.7 0.8 96.4 88.8 99.2 98.3 0.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 5 4 38 40 42 46 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 584,839 COMMITMENTS 7,564 6,603 25,220 548,640 551,819 581,424 583,642 3,415 1,197 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -32,933) 330 -3,191 -5,289 -27,013 -23,852 -31,972 -32,332 -961 -601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.1 4.3 93.8 94.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 3 5 7 59 51 66 59 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,075 COMMITMENTS 3,744 12,385 7,606 189,335 182,611 200,685 202,602 8,390 6,473 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -9,128) -151 5,090 -3,507 -6,002 -11,480 -9,660 -9,897 532 769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 5.9 3.6 90.6 87.3 96.0 96.9 4.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 3 29 27 32 30 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,594 COMMITMENTS 5,117 15,811 33,364 227,056 218,665 265,537 267,840 10,057 7,754 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -15,293) -2,854 -3,519 297 -14,826 -13,846 -17,383 -17,068 2,090 1,775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 5.7 12.1 82.4 79.3 96.4 97.2 3.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 3 5 41 43 49 48 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,295 COMMITMENTS 7,484 7,902 5,852 142,205 136,629 155,541 150,383 1,754 6,912 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -10,691) -340 -597 226 -9,551 -8,024 -9,665 -8,395 -1,026 -2,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 5.0 3.7 90.4 86.9 98.9 95.6 1.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 3 27 32 30 36
Updated September 9, 2011