NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,589,794 COMMITMENTS 568,720 257,291 1317220 2686506 3003579 4572446 4578090 17,348 11,704 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 10,151) 43,367 -2,789 8,855 -40,235 2,327 11,987 8,393 -1,836 1,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 5.6 28.7 58.5 65.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 43 27 59 143 137 210 200 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 289,999 COMMITMENTS 4,619 13,141 6,925 265,227 267,632 276,771 287,698 13,228 2,301 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 4,951) -1,101 51 1,592 4,386 3,283 4,877 4,926 74 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 4.5 2.4 91.5 92.3 95.4 99.2 4.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 4 6 37 38 44 46 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,797 COMMITMENTS 4,710 3,772 3,611 145,183 144,885 153,504 152,268 2,293 3,529 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -1,615) 1,885 466 -169 -2,921 -1,204 -1,205 -907 -410 -708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 2.4 2.3 93.2 93.0 98.5 97.7 1.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 5 31 32 37 37 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,139 COMMITMENTS 1,032 11,149 3,877 250,211 238,201 255,120 253,227 3,019 4,912 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 7,706) 1,032 1,395 1,914 7,239 6,569 10,185 9,878 -2,479 -2,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 4.3 1.5 96.9 92.3 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 4 4 40 40 44 46 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 718,346 COMMITMENTS 1,769 3,121 17,857 695,155 694,924 714,781 715,902 3,565 2,444 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 3,109) -3,029 -640 -1,377 7,648 5,016 3,242 2,999 -133 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.4 2.5 96.8 96.7 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 2 4 6 56 46 63 52 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,999 COMMITMENTS 596 74 1,309 202,512 206,984 204,417 208,367 7,582 3,632 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,337) -395 74 111 -235 1,367 -519 1,552 1,856 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.6 95.5 97.6 96.4 98.3 3.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 2 31 33 33 35 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,801 COMMITMENTS 14,238 797 8,866 251,838 267,924 274,942 277,587 5,859 3,214 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -780) -6,667 5 -3,008 8,438 2,432 -1,237 -571 457 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.3 3.2 89.7 95.4 97.9 98.9 2.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 2 4 42 45 46 49 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,564 COMMITMENTS 6,803 775 7,746 111,274 113,464 125,823 121,985 2,741 6,579 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -2,963) -4,183 775 3,365 -1,837 -6,315 -2,655 -2,175 -308 -788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.6 6.0 86.6 88.3 97.9 94.9 2.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 1 2 36 30 40 33
Updated September 28, 2012