NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,775,357 COMMITMENTS 625,854 217,733 1465212 2666844 3081049 4757910 4763994 17,447 11,363 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -35,909) -54,508 49,964 21,335 -2,256 -106,012 -35,429 -34,713 -480 -1,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 4.6 30.7 55.8 64.5 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 45 22 55 143 135 207 195 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,666 COMMITMENTS 4,426 13,057 3,207 270,849 272,871 278,482 289,135 13,184 2,531 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -1,505) -1,043 1,987 -602 303 -1,767 -1,342 -382 -163 -1,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 4.5 1.1 92.9 93.6 95.5 99.1 4.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 5 6 40 40 47 49 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,740 COMMITMENTS 0 6,218 2,783 143,155 137,526 145,938 146,527 3,802 3,213 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -1,599) 0 722 -235 -1,152 -1,292 -1,387 -805 -212 -794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.2 1.9 95.6 91.8 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 2 30 33 32 36 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 254,891 COMMITMENTS 3,402 6,779 1,850 245,301 236,803 250,553 245,432 4,338 9,459 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 8,518) 240 52 -43 9,213 8,615 9,410 8,624 -892 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.7 0.7 96.2 92.9 98.3 96.3 1.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 2 2 33 35 36 37 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 738,121 COMMITMENTS 5,636 4,983 19,573 711,147 710,406 736,356 734,962 1,765 3,159 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 10,649) 843 -979 585 9,614 11,137 11,042 10,743 -393 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.7 2.7 96.3 96.2 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 5 3 7 58 47 65 55 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,665 COMMITMENTS 2,324 393 1,804 205,048 208,799 209,176 210,996 5,489 3,669 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 8,133) -1,747 393 587 10,569 7,887 9,409 8,867 -1,276 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.2 0.8 95.5 97.3 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 2 32 32 35 34 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 279,452 COMMITMENTS 22,525 1,110 17,978 233,311 251,508 273,814 270,596 5,638 8,856 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,832) -4,059 150 1,997 4,671 54 2,609 2,201 223 631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 0.4 6.4 83.5 90.0 98.0 96.8 2.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 2 5 39 42 44 47 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 140,894 COMMITMENTS 16,022 0 4,596 116,885 128,860 137,503 133,456 3,391 7,438 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,415) 4,662 0 -1,350 -936 2,942 2,376 1,592 39 823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 0.0 3.3 83.0 91.5 97.6 94.7 2.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 0 3 33 33 39 36
Updated August 17, 2012