NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,956,523 COMMITMENTS 770,181 240,517 1293411 2865454 3403599 4929046 4937527 27,477 18,996 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -46,716) 25,862 -105,503 -6,701 -64,025 76,915 -44,864 -35,289 -1,852 -11,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 4.9 26.1 57.8 68.7 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 35 33 60 146 139 211 204 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,389 COMMITMENTS 1,879 9,504 6,778 294,432 296,843 303,089 313,125 13,300 3,264 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,926) -1,312 3,896 1,142 3,403 -4,501 3,233 537 -1,307 1,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 3.0 2.1 93.1 93.8 95.8 99.0 4.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 7 8 38 42 47 52 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,310 COMMITMENTS 475 6,589 3,480 152,611 146,443 156,566 156,512 3,744 3,798 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -2,780) 475 -1,485 116 -3,413 -1,908 -2,822 -3,277 42 497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 4.1 2.2 95.2 91.3 97.7 97.6 2.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 1 2 30 34 32 37 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 282,798 COMMITMENTS 4,241 17,866 1,508 272,183 252,493 277,932 271,867 4,866 10,931 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 10,558) -1,116 2,594 448 10,981 11,669 10,313 14,711 245 -4,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 6.3 0.5 96.2 89.3 98.3 96.1 1.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 4 5 36 34 41 39 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 755,127 COMMITMENTS 482 19,256 21,197 729,903 709,656 751,582 750,109 3,545 5,018 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 4,050) -834 7,922 -5,117 9,630 345 3,679 3,150 371 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.6 2.8 96.7 94.0 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 2 6 7 58 50 65 58 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,589 COMMITMENTS 13,372 0 1,299 203,739 220,112 218,410 221,411 6,179 3,178 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,556) -771 0 49 3,732 2,541 3,010 2,590 -454 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.0 0.6 90.7 98.0 97.2 98.6 2.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 0 2 30 28 32 30 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,438 COMMITMENTS 12,327 2,798 34,598 281,243 288,573 328,168 325,969 7,270 9,469 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 309) -402 -163 -398 1,047 -153 247 -714 62 1,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.8 10.3 83.8 86.0 97.8 97.2 2.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 4 7 39 43 46 51 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,950 COMMITMENTS 11,542 1,989 6,887 137,642 143,856 156,071 152,732 2,879 6,218 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 5,879) -1,909 1,005 1,115 6,863 3,353 6,069 5,473 -190 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 1.3 4.3 86.6 90.5 98.2 96.1 1.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 2 35 32 40 35
Updated June 29, 2012