NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,088,111 COMMITMENTS 651,684 105,681 1735239 2660478 3225969 5047401 5066889 40,710 21,222 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 121,575) -15,444 12,633 83,910 53,924 27,646 122,390 124,189 -815 -2,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 2.1 34.1 52.3 63.4 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 53 24 71 141 142 217 215 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 382,826 COMMITMENTS 17,180 18,694 24,144 329,205 337,101 370,529 379,939 12,297 2,887 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 7,336) 1,881 291 147 5,033 6,592 7,061 7,030 275 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 4.9 6.3 86.0 88.1 96.8 99.2 3.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 6 9 41 41 53 51 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,511 COMMITMENTS 6,499 4,829 5,499 153,346 153,925 165,344 164,253 3,167 4,258 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 3,972) 2,148 -618 -205 2,016 5,432 3,959 4,609 13 -637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 2.9 3.3 91.0 91.3 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 4 5 34 39 40 45 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 328,328 COMMITMENTS 1,476 15,697 13,914 308,669 294,025 324,059 323,636 4,269 4,692 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 7,659) -280 1,264 999 7,078 5,682 7,797 7,945 -138 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 4.8 4.2 94.0 89.6 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 8 5 38 30 45 39 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 685,965 COMMITMENTS 1,518 39,532 24,266 656,665 617,546 682,449 681,344 3,516 4,621 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 10,851) -277 2,057 1,991 9,294 6,811 11,008 10,859 -157 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.8 3.5 95.7 90.0 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 1 8 8 57 52 65 61 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,932 COMMITMENTS 14,234 987 1,501 158,719 170,054 174,454 172,542 7,478 9,390 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -2,124) 744 -2,388 372 -3,048 49 -1,932 -1,967 -192 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.5 0.8 87.2 93.5 95.9 94.8 4.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 3 28 26 32 29 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,578 COMMITMENTS 7,214 32,741 14,763 259,060 235,666 281,037 283,170 10,541 8,408 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -8,834) -3,993 -909 -7,212 2,543 -657 -8,662 -8,778 -172 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 11.2 5.1 88.8 80.8 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 3 6 39 40 46 47 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,848 COMMITMENTS 7,531 15,693 6,705 143,508 136,145 157,744 158,543 4,104 3,305 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 8,059) 1,944 1,063 564 6,014 7,049 8,522 8,676 -463 -617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 9.7 4.1 88.7 84.1 97.5 98.0 2.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 5 29 40 35 46
Updated Jun 17, 2011