NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,205,865 COMMITMENTS 640,729 373,464 1629747 2858087 3125306 5128563 5128517 77,302 77,348 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 173,926) -37,259 11,243 87,804 56,107 11,967 106,652 111,014 67,274 62,912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 7.2 31.3 54.9 60.0 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 27 42 61 143 134 208 202 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 351,864 COMMITMENTS 11,076 31,977 8,414 304,088 292,382 323,578 332,773 28,286 19,091 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -16,367) -5,112 -3,746 2,496 -27,664 -28,131 -30,280 -29,381 13,913 13,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 9.1 2.4 86.4 83.1 92.0 94.6 8.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 5 7 41 38 49 46 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,337 COMMITMENTS 2,122 2,625 4,562 163,848 163,796 170,532 170,983 5,805 5,354 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -7,802) 514 1,920 -2,205 -8,547 -10,653 -10,238 -10,938 2,436 3,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.5 2.6 92.9 92.9 96.7 97.0 3.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 3 35 37 39 41 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 288,345 COMMITMENTS 8,974 12,760 2,986 268,177 256,372 280,137 272,118 8,208 16,227 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -20,610) -1,158 -2,624 294 -24,616 -21,346 -25,480 -23,676 4,870 3,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 4.4 1.0 93.0 88.9 97.2 94.4 2.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 4 1 33 32 35 36 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 738,011 COMMITMENTS 707 45,937 20,892 705,538 660,604 727,137 727,433 10,874 10,578 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 2,996) -516 -913 4,318 -9,322 -8,309 -5,520 -4,904 8,516 7,900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 6.2 2.8 95.6 89.5 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 3 7 8 56 48 64 58 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,948 COMMITMENTS 15,069 0 723 203,131 217,247 218,923 217,970 8,025 8,978 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -13,569) 1,448 -2,720 -645 -17,985 -14,009 -17,182 -17,374 3,613 3,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 0.0 0.3 89.5 95.7 96.5 96.0 3.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 2 28 23 30 25 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 371,585 COMMITMENTS 4,915 15,517 33,853 322,158 309,113 360,926 358,483 10,659 13,102 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -26,755) -4,118 -3,535 1,357 -25,904 -26,761 -28,665 -28,939 1,910 2,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 4.2 9.1 86.7 83.2 97.1 96.5 2.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 3 5 38 37 44 43 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,219 COMMITMENTS 19,363 25,328 4,810 196,685 188,530 220,858 218,668 5,361 7,551 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -19,516) 2,840 -3,972 -4,633 -21,600 -13,411 -23,393 -22,016 3,877 2,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 11.2 2.1 86.9 83.3 97.6 96.7 2.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 3 2 29 29 34 34
Updated April 13, 2012