NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,812,619 COMMITMENTS 795,744 211,544 1236791 2760089 3348280 4792624 4796615 19,995 16,004 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -143,904) 25,563 -28,973 -56,620 -105,365 -55,319 -136,422 -140,912 -7,482 -2,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 4.4 25.7 57.4 69.6 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 37 28 54 145 135 206 195 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,514 COMMITMENTS 3,594 8,524 6,704 298,946 302,191 309,244 317,419 13,270 5,095 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 6,125) 1,715 -980 -74 4,514 5,348 6,155 4,294 -30 1,831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.6 2.1 92.7 93.7 95.9 98.4 4.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 4 8 38 39 47 47 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,904 COMMITMENTS 436 6,769 3,460 153,924 147,749 157,820 157,978 5,084 4,926 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 2,594) -39 180 -20 1,313 1,306 1,254 1,466 1,340 1,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 4.2 2.1 94.5 90.7 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 2 30 34 32 37 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,697 COMMITMENTS 4,241 21,732 1,618 268,764 246,472 274,623 269,822 6,074 10,875 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,101) 0 3,866 110 -3,419 -6,021 -3,309 -2,045 1,208 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 7.7 0.6 95.7 87.8 97.8 96.1 2.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 5 5 36 35 41 41 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 768,282 COMMITMENTS 2,407 11,061 28,640 734,663 723,343 765,710 763,044 2,572 5,238 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 13,155) 1,925 -8,195 7,443 4,760 13,687 14,128 12,935 -973 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.4 3.7 95.6 94.2 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 3 6 7 59 48 67 56 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,882 COMMITMENTS 10,395 0 2,277 208,290 222,309 220,962 224,586 6,920 3,296 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 3,293) -2,977 0 978 4,551 2,197 2,552 3,175 741 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.0 1.0 91.4 97.6 97.0 98.6 3.0 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 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,212 COMMITMENTS 12,261 2,561 34,948 283,443 287,694 330,652 325,203 7,560 13,009 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 2,774) -66 -237 350 2,200 -879 2,484 -766 290 3,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.8 10.3 83.8 85.1 97.8 96.2 2.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 3 6 39 44 46 51 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,368 COMMITMENTS 12,022 3,275 5,262 139,016 145,097 156,300 153,634 3,068 5,734 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 418) 480 1,286 -1,625 1,374 1,241 229 902 189 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 2.1 3.3 87.2 91.0 98.1 96.4 1.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 2 37 31 42 34
Updated July 3, 2012