NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,889,111 COMMITMENTS 743,567 208,301 1317461 2810480 3352294 4871508 4878056 17,603 11,055 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -20,449) -22,707 -5,819 20,979 -15,722 -30,226 -17,450 -15,066 -2,999 -5,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 4.3 26.9 57.5 68.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 40 26 59 146 137 211 198 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,589 COMMITMENTS 1,458 12,755 5,002 300,745 299,520 307,205 317,277 13,384 3,312 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 12,296) -1,700 1,218 342 12,927 10,328 11,569 11,888 727 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 4.0 1.6 93.8 93.4 95.8 99.0 4.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 5 7 37 39 45 46 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,551 COMMITMENTS 675 6,483 3,297 155,928 149,754 159,900 159,534 2,651 3,017 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 8,694) 188 -911 228 8,445 9,128 8,861 8,445 -167 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 4.0 2.0 95.9 92.1 98.4 98.1 1.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 2 33 33 35 37 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,706 COMMITMENTS 2,062 13,822 1,157 253,156 235,338 256,375 250,317 5,331 11,389 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,505) -1,598 277 -319 5,847 2,476 3,930 2,434 575 2,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 5.3 0.4 96.7 89.9 98.0 95.6 2.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 3 3 34 33 38 36 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 753,706 COMMITMENTS 2,068 9,620 29,912 719,400 710,142 751,380 749,674 2,326 4,032 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 10,901) 268 469 10 11,149 10,269 11,427 10,748 -526 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.3 4.0 95.4 94.2 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 4 4 7 59 50 66 58 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,309 COMMITMENTS 8,238 0 2,076 196,416 209,238 206,730 211,314 7,579 2,995 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 519) -1,373 0 -182 2,205 673 650 491 -131 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 1.0 91.7 97.6 96.5 98.6 3.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 0 2 29 29 32 31 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,564 COMMITMENTS 16,416 2,243 27,171 266,080 277,845 309,667 307,259 5,897 8,305 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 589) 5,212 80 -6,442 2,272 7,072 1,042 710 -453 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.7 8.6 84.3 88.0 98.1 97.4 1.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 3 6 41 44 47 51 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,156 COMMITMENTS 10,184 902 4,931 129,927 135,923 145,042 141,756 2,114 5,400 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,229) 63 73 743 4,254 3,261 5,060 4,077 -831 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.6 3.4 88.3 92.4 98.6 96.3 1.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 2 4 39 33 46 38
Updated July 20, 2012