NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,027,298 COMMITMENTS 367,057 152,464 1265193 2369875 2593716 4002125 4011373 25,173 15,925 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 177,308) 13,915 -60,531 67,015 95,678 173,348 176,608 179,832 700 -2,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 3.8 31.4 58.8 64.4 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 43 38 73 142 129 222 205 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,438 COMMITMENTS 43,912 8,166 18,113 303,171 343,588 365,196 369,867 8,242 3,571 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,374) 8,892 -5,815 -478 -4,240 10,783 4,174 4,490 200 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 2.2 4.9 81.2 92.0 97.8 99.0 2.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 4 8 41 42 50 51 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,821 COMMITMENTS 6,753 512 6,528 167,293 171,390 180,574 178,430 2,247 4,391 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -5,662) -806 -2,389 -231 -4,268 -2,649 -5,305 -5,269 -357 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.3 3.6 91.5 93.7 98.8 97.6 1.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 5 32 37 39 42 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,437 COMMITMENTS 18,886 1,732 8,671 324,268 349,197 351,825 359,600 11,612 3,837 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -10,588) 455 456 1 -14,145 -11,660 -13,689 -11,203 3,101 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.5 2.4 89.2 96.1 96.8 98.9 3.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 5 36 32 42 37 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 594,314 COMMITMENTS 0 28,957 39,070 552,878 525,080 591,948 593,107 2,366 1,207 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 34,477) -2,025 -327 4,846 31,917 30,273 34,738 34,792 -261 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 6.6 93.0 88.4 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 0 10 6 57 48 63 58 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,183 COMMITMENTS 27,885 1,090 5,493 154,182 181,902 187,560 188,485 8,623 7,698 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,807) 980 315 -1,218 1,070 2,131 832 1,228 975 579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 0.6 2.8 78.6 92.7 95.6 96.1 4.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 5 28 26 36 31 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,745 COMMITMENTS 19,946 83,087 18,730 344,989 281,968 383,665 383,785 7,080 6,960 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -965) -57 12,650 -8,554 9,108 -3,355 497 741 -1,462 -1,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 21.3 4.8 88.3 72.2 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 6 8 45 42 54 50 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 174,463 COMMITMENTS 14,372 42,469 8,069 149,003 118,031 171,444 168,569 3,019 5,894 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 2,287) 1,973 -3,048 793 -757 5,269 2,009 3,014 278 -727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 24.3 4.6 85.4 67.7 98.3 96.6 1.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 2 6 35 35 42 41
Updated September 24, 2010