NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,909,560 COMMITMENTS 766,274 214,120 1296482 2826202 3382520 4888958 4893122 20,602 16,438 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 96,941) -29,470 2,576 59,691 66,113 34,240 96,334 96,507 607 434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 4.4 26.4 57.6 68.9 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 36 30 57 143 135 206 196 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,293 COMMITMENTS 3,158 11,537 4,660 287,818 289,192 295,636 305,389 12,657 2,904 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -14,221) -436 3,013 -2,044 -11,128 -12,999 -13,608 -12,030 -613 -2,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 3.7 1.5 93.4 93.8 95.9 99.1 4.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 5 8 36 38 45 46 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,857 COMMITMENTS 487 7,394 3,069 147,483 140,626 151,039 151,089 2,818 2,768 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -9,047) 51 625 -391 -6,441 -7,123 -6,781 -6,889 -2,266 -2,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 4.8 2.0 95.9 91.4 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 2 32 35 34 39 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,201 COMMITMENTS 3,660 13,545 1,476 247,309 232,862 252,445 247,883 4,756 9,318 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -23,496) -581 -8,187 -142 -21,455 -13,610 -22,178 -21,939 -1,318 -1,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 5.3 0.6 96.2 90.5 98.2 96.4 1.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 4 3 35 36 39 40 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,805 COMMITMENTS 1,800 9,151 29,902 708,251 699,873 739,953 738,926 2,852 3,879 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -25,477) -607 -1,910 1,262 -26,412 -23,470 -25,757 -24,118 280 -1,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.2 4.0 95.3 94.2 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 4 4 7 58 50 65 58 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,790 COMMITMENTS 9,611 0 2,258 194,211 208,565 206,080 210,823 7,710 2,967 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -14,092) -784 0 -19 -14,079 -13,744 -14,882 -13,763 790 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 1.1 90.8 97.6 96.4 98.6 3.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 2 28 28 30 30 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,975 COMMITMENTS 11,204 2,163 33,613 263,808 270,773 308,625 306,549 6,350 8,426 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -23,237) -1,057 -398 -1,335 -19,635 -16,921 -22,027 -18,654 -1,210 -4,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.7 10.7 83.8 86.0 98.0 97.3 2.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 4 5 38 41 43 47 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,927 COMMITMENTS 10,121 829 4,188 125,673 132,662 139,982 137,679 2,945 5,248 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -16,441) -1,901 -2,446 -1,074 -13,343 -12,435 -16,318 -15,955 -123 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.6 2.9 87.9 92.8 97.9 96.3 2.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 1 2 35 30 41 33
Updated July 13, 2012