NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,151,250 COMMITMENTS 798,119 335,238 1421285 2908807 3375277 5128211 5131800 23,039 19,450 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -180,502) -81,434 -2,097 -51,343 -44,566 -123,590 -177,343 -177,030 -3,159 -3,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 6.5 27.6 56.5 65.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 31 37 61 142 135 207 201 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,187 COMMITMENTS 614 4,504 6,678 278,235 287,852 285,527 299,034 15,660 2,153 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -18,675) -3,074 -531 -471 -13,262 -14,854 -16,807 -15,856 -1,868 -2,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.5 2.2 92.4 95.6 94.8 99.3 5.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 7 7 39 42 47 49 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,446 COMMITMENTS 292 10,533 3,223 159,663 149,850 163,178 163,606 2,268 1,840 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -13,433) -2,443 269 -1,323 -8,726 -11,851 -12,492 -12,905 -941 -528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 6.4 1.9 96.5 90.6 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 2 30 34 32 37 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,629 COMMITMENTS 2,113 14,679 1,917 244,916 221,820 248,946 238,416 4,683 15,213 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -19,360) 645 -1,465 -418 -17,256 -15,759 -17,029 -17,642 -2,331 -1,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 5.8 0.8 96.6 87.5 98.2 94.0 1.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 3 4 34 32 38 37 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 810,750 COMMITMENTS 326 19,527 33,365 774,957 753,614 808,648 806,506 2,102 4,244 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -13,363) -2,211 -4,215 3,919 -13,769 -13,958 -12,061 -14,254 -1,302 891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 4.1 95.6 93.0 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 1 8 8 55 48 63 57 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,115 COMMITMENTS 15,195 0 1,118 200,714 219,212 217,027 220,330 6,088 2,785 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -12,084) -2,366 0 39 -10,324 -11,864 -12,651 -11,825 567 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.0 0.5 90.0 98.3 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 0 2 29 29 31 31 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,206 COMMITMENTS 7,045 2,892 41,574 283,773 285,892 332,392 330,358 6,814 8,848 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -25,389) 3,344 -2,109 -3,887 -24,357 -19,182 -24,900 -25,178 -489 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.9 12.3 83.7 84.3 98.0 97.4 2.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 4 6 36 39 43 46 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 156,524 COMMITMENTS 16,812 1,232 5,039 131,880 146,181 153,731 152,452 2,793 4,072 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -22,874) -4,028 -2,008 -1,529 -17,052 -17,977 -22,609 -21,514 -265 -1,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 0.8 3.2 84.3 93.4 98.2 97.4 1.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 2 2 34 31 39 35
Updated June 8, 2012