NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,331,752 COMMITMENTS 879,553 337,335 1472628 2953373 3498867 5305554 5308830 26,198 22,922 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 115,168) 54,846 31,050 1,928 53,080 80,062 109,854 113,040 5,314 2,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 6.3 27.6 55.4 65.6 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 33 36 63 143 137 211 204 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,862 COMMITMENTS 3,688 5,035 7,149 291,497 302,706 302,334 314,890 17,528 4,972 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -3,529) 737 -2,944 220 -4,523 -1,011 -3,566 -3,735 37 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.6 2.2 91.1 94.6 94.5 98.4 5.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 4 6 41 40 49 47 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 178,879 COMMITMENTS 2,735 10,264 4,546 168,389 161,701 175,670 176,511 3,209 2,368 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 668) 1,692 188 29 -1,200 154 521 371 147 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 5.7 2.5 94.1 90.4 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 3 33 34 36 38 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,989 COMMITMENTS 1,468 16,144 2,335 262,172 237,579 265,975 256,058 7,014 16,931 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 353) -1,289 -208 242 238 -982 -809 -948 1,162 1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 5.9 0.9 96.0 87.0 97.4 93.8 2.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 5 4 33 31 37 37 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 824,113 COMMITMENTS 2,537 23,742 29,446 788,726 767,572 820,709 820,760 3,404 3,353 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 35,393) 1,702 -4,848 7,098 26,742 32,862 35,542 35,112 -149 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 2.9 3.6 95.7 93.1 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 3 7 8 56 48 65 57 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,199 COMMITMENTS 17,561 0 1,079 211,038 231,076 229,678 232,155 5,521 3,044 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 3,141) 235 0 -244 3,394 4,571 3,385 4,327 -244 -1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 0.0 0.5 89.7 98.2 97.7 98.7 2.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 0 2 31 30 33 32 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,595 COMMITMENTS 3,701 5,001 45,461 308,130 305,074 357,292 355,536 7,303 9,059 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,780) 1,983 -5,002 2,042 -1,245 5,496 2,780 2,536 0 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.4 12.5 84.5 83.7 98.0 97.5 2.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 4 5 38 41 44 48 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,398 COMMITMENTS 20,840 3,240 6,568 148,932 164,158 176,340 173,966 3,058 5,432 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -6,022) -3,014 364 2,066 -5,638 -8,452 -6,586 -6,022 564 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 1.8 3.7 83.0 91.5 98.3 97.0 1.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 4 2 31 31 36 37
Updated June 5, 2012