NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,083,437 COMMITMENTS 782,843 191,184 1451800 2830672 3428526 5065315 5071510 18,122 11,927 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 194,326) 39,276 -17,117 134,339 20,192 76,232 193,807 193,454 519 872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 3.8 28.6 55.7 67.4 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 45 22 58 144 137 209 198 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,906 COMMITMENTS 2,115 11,455 6,748 296,896 296,640 305,759 314,843 12,147 3,063 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,683) 657 -1,300 1,746 -3,849 -2,880 -1,446 -2,434 -1,237 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 3.6 2.1 93.4 93.3 96.2 99.0 3.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 4 6 37 40 45 47 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,400 COMMITMENTS 344 5,733 3,898 156,706 151,165 160,948 160,796 2,452 2,604 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 849) -331 -750 601 778 1,411 1,048 1,262 -199 -413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 3.5 2.4 95.9 92.5 98.5 98.4 1.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 2 33 33 35 36 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,603 COMMITMENTS 1,752 14,886 2,086 257,763 240,013 261,601 256,985 5,002 9,618 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 4,897) -310 1,064 929 4,607 4,675 5,226 6,668 -329 -1,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 5.6 0.8 96.7 90.0 98.1 96.4 1.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 4 34 32 38 36 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 756,307 COMMITMENTS 3,580 5,446 21,009 729,651 725,995 754,240 752,450 2,067 3,857 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,601) 1,512 -4,174 -8,903 10,251 15,853 2,860 2,776 -259 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.7 2.8 96.5 96.0 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 3 5 6 58 49 64 57 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,736 COMMITMENTS 7,988 0 1,711 196,885 208,938 206,584 210,649 7,152 3,087 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -573) -250 0 -365 469 -300 -146 -665 -427 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 0.8 92.1 97.8 96.7 98.6 3.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 0 3 30 30 34 33 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,029 COMMITMENTS 16,921 1,230 25,109 262,635 276,220 304,665 302,559 5,364 7,470 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -5,535) 505 -1,013 -2,062 -3,445 -1,625 -5,002 -4,700 -533 -835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.4 8.1 84.7 89.1 98.3 97.6 1.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 2 6 40 43 46 49 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,949 COMMITMENTS 9,341 890 5,625 129,931 136,311 144,897 142,826 2,052 4,123 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -207) -843 -12 694 4 388 -145 1,070 -62 -1,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.6 3.8 88.4 92.8 98.6 97.2 1.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 2 4 39 34 45 39
Updated July 27, 2012