NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,212,169 COMMITMENTS 663,955 107,210 1590410 2948042 3504578 5202407 5202198 9,762 9,971 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 120,834) 99,827 -7,176 -44,104 63,107 169,584 118,830 118,304 2,004 2,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 2.1 30.5 56.6 67.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 49 23 64 140 136 214 202 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,077 COMMITMENTS 2,507 886 3,722 224,263 236,852 230,492 241,460 15,585 4,617 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 905) -883 -610 1,108 1,081 308 1,306 806 -401 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.4 1.5 91.1 96.3 93.7 98.1 6.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 3 2 32 38 37 41 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,998 COMMITMENTS 1,423 523 3,364 136,488 136,043 141,275 139,930 1,723 3,068 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 13,933) -53 -170 357 14,127 15,117 14,431 15,304 -498 -1,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.4 2.4 95.4 95.1 98.8 97.9 1.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 3 30 31 34 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,755 COMMITMENTS 5,819 13,871 664 212,827 206,458 219,310 220,993 7,445 5,762 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 4,258) 211 5,755 -1,609 4,937 -576 3,539 3,570 719 688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 6.1 0.3 93.9 91.0 96.7 97.5 3.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 2 28 34 31 36 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 707,763 COMMITMENTS 1,949 22 11,382 686,794 692,493 700,125 703,897 7,638 3,866 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 11,350) 419 -401 985 10,961 12,361 12,365 12,945 -1,015 -1,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 1.6 97.0 97.8 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 1 5 52 44 57 49 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,097 COMMITMENTS 3,299 3,477 1,602 189,908 186,806 194,809 191,885 6,288 9,212 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 720) 2,419 1,676 -397 -383 -414 1,639 865 -919 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 1.7 0.8 94.4 92.9 96.9 95.4 3.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 1 28 29 32 31 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,592 COMMITMENTS 6,937 1,031 5,301 240,677 250,289 252,915 256,621 6,677 2,971 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,833) -24 -60 -149 -4,332 -3,717 -4,505 -3,926 672 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.4 2.0 92.7 96.4 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 2 3 35 39 38 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,472 COMMITMENTS 864 1,982 4,387 92,648 88,967 97,899 95,336 3,573 6,136 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 3,335) -4,600 1,111 3,018 6,007 674 4,425 4,803 -1,090 -1,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.0 4.3 91.3 87.7 96.5 94.0 3.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 27 28 29 30
Updated November 26, 2012