NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,292,674 COMMITMENTS 660,994 409,214 1620769 2995940 3246617 5277703 5276600 14,971 16,074 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 70,429) 5,143 -19,278 -26,999 90,283 113,817 68,427 67,540 2,002 2,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 7.7 30.6 56.6 61.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 29 42 64 144 137 213 206 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,116 COMMITMENTS 17,498 24,237 8,877 289,850 290,954 316,225 324,068 13,891 6,048 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -2,881) 6,150 -3,431 -342 -8,275 875 -2,467 -2,898 -414 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 7.3 2.7 87.8 88.1 95.8 98.2 4.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 5 6 42 41 50 48 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,491 COMMITMENTS 1,713 5,994 4,494 172,834 168,878 179,041 179,366 2,450 2,125 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 701) -1,708 925 -400 2,796 -63 688 462 13 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 3.3 2.5 95.2 93.1 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 3 36 39 40 43 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,290 COMMITMENTS 4,848 17,674 2,441 273,031 252,769 280,320 272,884 3,970 11,406 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,568) -1,368 5,464 -512 915 -5,138 -965 -186 -603 -1,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 6.2 0.9 96.0 88.9 98.6 96.0 1.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 4 5 36 34 42 40 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 722,411 COMMITMENTS 0 38,171 14,875 701,476 663,932 716,351 716,978 6,060 5,433 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -372) 0 -14,451 2,025 -6,071 8,463 -4,046 -3,963 3,674 3,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.3 2.1 97.1 91.9 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 0 9 7 54 48 61 57 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,537 COMMITMENTS 18,998 0 1,050 212,292 233,447 232,340 234,497 7,197 5,040 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 7,756) 2,166 -1,352 228 5,514 7,746 7,908 6,622 -152 1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.0 0.4 88.6 97.5 97.0 97.9 3.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 2 29 26 31 28 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 387,851 COMMITMENTS 3,991 10,886 38,879 336,940 327,865 379,810 377,630 8,041 10,221 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 10,512) -1,335 -8,336 8,709 3,965 10,538 11,339 10,911 -827 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 2.8 10.0 86.9 84.5 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 5 5 41 41 47 48 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,868 COMMITMENTS 16,503 22,107 6,012 193,400 183,980 215,915 212,099 2,953 6,769 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,305) -4,674 645 1,398 1,909 -3,870 -1,367 -1,827 62 522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 10.1 2.7 88.4 84.1 98.7 96.9 1.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 4 3 31 30 37 35
Updated April 27, 2012