NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,969,699 COMMITMENTS 574,276 142,528 1495694 2870302 3306139 4940272 4944361 29,427 25,338 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 134,977) 3,890 -13,718 14,719 107,618 123,247 126,227 124,248 8,750 10,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 2.9 30.1 57.8 66.5 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 50 24 62 139 135 210 200 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,586 COMMITMENTS 3,202 9,497 3,411 247,986 251,506 254,599 264,414 12,987 3,172 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -26,095) -3,011 -5,832 -2,620 -20,466 -18,453 -26,097 -26,905 2 810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.5 1.3 92.7 94.0 95.1 98.8 4.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 5 4 35 35 39 42 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,880 COMMITMENTS 3,361 3,510 3,261 141,934 141,777 148,556 148,548 2,324 2,332 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -13,097) -1,222 -1,179 -843 -11,386 -10,148 -13,451 -12,170 354 -927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 2.3 2.2 94.1 94.0 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 3 32 33 37 37 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,913 COMMITMENTS 3,343 6,167 3,871 231,098 227,298 238,312 237,336 4,601 5,577 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -19,590) 905 -5,454 1,074 -22,185 -16,208 -20,206 -20,588 616 998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.5 1.6 95.1 93.6 98.1 97.7 1.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 2 1 30 33 33 35 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 680,964 COMMITMENTS 1,678 2,282 13,915 662,671 663,397 678,264 679,594 2,700 1,370 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -4,259) 33 -2,631 404 -2,871 -1,509 -2,434 -3,736 -1,825 -523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.3 2.0 97.3 97.4 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 2 2 5 53 44 58 50 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,572 COMMITMENTS 817 0 1,056 187,959 194,481 189,832 195,537 8,740 3,035 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -17,678) -1,590 0 27 -17,135 -17,259 -18,698 -17,232 1,020 -446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.5 94.7 97.9 95.6 98.5 4.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 1 27 30 28 31 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,870 COMMITMENTS 14,676 94 5,616 238,954 256,674 259,246 262,384 5,624 2,486 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -33,919) -2,117 -4 -3,976 -27,360 -29,400 -33,453 -33,380 -466 -539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.0 2.1 90.2 96.9 97.9 99.1 2.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 1 3 38 40 41 43 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,926 COMMITMENTS 5,860 0 2,371 98,572 100,703 106,803 103,074 3,123 6,852 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -22,117) 157 -1,674 -5,527 -16,385 -15,283 -21,755 -22,484 -362 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.0 2.2 89.7 91.6 97.2 93.8 2.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 1 25 26 27 27
Updated October 12, 2012