NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,324,460 COMMITMENTS 308,016 302,497 1289127 2692700 2707347 4289843 4298971 34,617 25,489 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -823) -38,793 20,597 -17,408 54,764 -6,730 -1,437 -3,541 614 2,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 7.0 29.8 62.3 62.6 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 38 35 64 140 133 209 205 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,587 COMMITMENTS 8,438 10,262 17,211 301,552 307,524 327,201 334,997 11,386 3,590 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 6,248) 1,981 -1,900 -265 5,218 9,596 6,934 7,431 -686 -1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 3.0 5.1 89.1 90.8 96.6 98.9 3.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 8 4 11 43 42 54 54 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,044 COMMITMENTS 6,055 0 3,801 195,367 202,498 205,223 206,299 3,821 2,745 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 9,876) -2,760 -34 1,349 15,384 11,845 13,973 13,160 -4,097 -3,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 1.8 93.5 96.9 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 0 4 36 37 40 41 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,719 COMMITMENTS 1,977 27,347 8,311 310,841 282,348 321,129 318,006 4,590 7,713 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 8,904) -2,608 2,122 2,597 6,784 2,542 6,773 7,261 2,131 1,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 8.4 2.6 95.4 86.7 98.6 97.6 1.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 4 4 37 40 41 45 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 607,376 COMMITMENTS 11,309 2,650 24,243 568,909 579,651 604,461 606,544 2,915 832 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 14,381) 3,897 -2,684 1,904 8,702 14,339 14,503 13,559 -122 822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.4 4.0 93.7 95.4 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 5 4 7 61 53 68 62 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,393 COMMITMENTS 8,299 21,352 4,282 196,169 188,006 208,750 213,640 10,643 5,753 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,026) 2,126 245 -1,408 470 4,073 1,188 2,910 1,838 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 9.7 2.0 89.4 85.7 95.1 97.4 4.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 1 2 30 30 33 33 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,345 COMMITMENTS 15,507 734 42,654 252,225 270,368 310,386 313,756 7,959 4,589 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 18,032) 715 -327 -1,346 21,152 22,294 20,521 20,621 -2,489 -2,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.2 13.4 79.2 84.9 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 1 4 44 46 51 50 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,713 COMMITMENTS 10,692 8,619 4,173 147,093 143,729 161,958 156,521 1,755 7,192 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 4,174) -1,532 -805 1,036 4,701 3,695 4,205 3,926 -31 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 5.3 2.5 89.8 87.8 98.9 95.6 1.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 2 27 32 29 35
Updated September 23, 2011