NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,694,139 COMMITMENTS 589,595 277,538 1371499 2714720 3034288 4675814 4683325 18,325 10,814 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -7,925) -1,497 35,330 -34,444 26,018 -8,794 -9,923 -7,908 1,998 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 5.9 29.2 57.8 64.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 43 29 61 141 137 210 202 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,354 COMMITMENTS 5,109 16,699 4,165 270,366 270,125 279,640 290,989 13,714 2,365 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,797) 1,941 2,191 -1,061 -2,234 -2,930 -1,354 -1,800 -443 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 5.7 1.4 92.2 92.1 95.3 99.2 4.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 5 5 38 38 46 46 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,641 COMMITMENTS 906 4,773 2,743 148,205 143,673 151,854 151,189 3,787 4,452 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,411) -151 -1,934 -172 -1,884 -207 -2,207 -2,313 796 902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 3.1 1.8 95.2 92.3 97.6 97.1 2.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 4 1 31 32 33 36 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,987 COMMITMENTS 1,650 8,701 2,214 260,192 251,379 264,056 262,294 5,931 7,693 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 7,053) -360 1,321 -1,109 8,308 6,595 6,839 6,807 214 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 3.2 0.8 96.4 93.1 97.8 97.2 2.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 1 2 38 37 40 39 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 744,141 COMMITMENTS 6,232 4,278 20,425 715,324 716,285 741,981 740,988 2,160 3,153 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,849) 916 -331 148 3,479 5,007 4,543 4,824 306 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.6 2.7 96.1 96.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 5 3 8 58 47 66 55 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,700 COMMITMENTS 3,513 0 1,015 207,903 213,763 212,431 214,778 6,269 3,922 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,643) 793 0 -593 1,358 2,983 1,558 2,390 1,085 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.5 95.1 97.7 97.1 98.2 2.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 0 1 31 32 34 33 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,777 COMMITMENTS 20,901 1,547 13,213 252,812 275,006 286,926 289,766 6,851 4,011 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 9,138) -1,482 -41 -182 10,993 14,330 9,329 14,107 -191 -4,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.5 4.5 86.1 93.6 97.7 98.6 2.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 2 5 42 43 47 49 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,283 COMMITMENTS 10,699 480 8,448 124,554 131,823 143,701 140,751 3,582 6,532 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 5,380) -2,698 180 2,251 5,333 2,641 4,886 5,072 494 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.3 5.7 84.6 89.5 97.6 95.6 2.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 1 3 39 35 45 39
Updated August 31, 2012