NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,847,005 COMMITMENTS 247,205 112,912 1197491 2373480 2514978 3818176 3825381 28,829 21,624 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -138,922) -37,283 -23,247 -16,133 -87,671 -101,693 -141,087 -141,073 2,165 2,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 2.9 31.1 61.7 65.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 34 37 66 135 126 204 196 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 341,787 COMMITMENTS 27,883 8,331 11,643 288,382 314,957 327,908 334,931 13,879 6,856 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 579) 296 -2,414 2,381 -2,894 -688 -217 -721 796 1,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 2.4 3.4 84.4 92.2 95.9 98.0 4.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 4 8 41 39 49 48 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,205 COMMITMENTS 8,145 5,032 4,216 181,282 182,110 193,643 191,358 2,562 4,847 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 2,923) 180 524 -33 2,720 2,494 2,867 2,985 56 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 2.6 2.1 92.4 92.8 98.7 97.5 1.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 3 4 32 36 38 41 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,107 COMMITMENTS 4,266 7,915 32,281 324,465 321,824 361,012 362,020 5,095 4,087 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -6,419) -1,958 -2,130 256 -3,605 -2,609 -5,307 -4,483 -1,112 -1,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.2 8.8 88.6 87.9 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 4 5 35 34 42 39 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 703,177 COMMITMENTS 288 10,316 47,426 652,010 641,902 699,724 699,644 3,453 3,533 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 11,458) -874 1,461 -2,416 14,744 13,268 11,454 12,313 4 -855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 6.7 92.7 91.3 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 1 6 7 59 47 66 54 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,948 COMMITMENTS 21,251 2,276 5,656 165,224 184,226 192,131 192,158 7,817 7,790 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 6,610) 208 274 2,106 3,682 4,106 5,996 6,486 614 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 1.1 2.8 82.6 92.1 96.1 96.1 3.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 5 31 31 36 37 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 369,742 COMMITMENTS 24,850 24,044 27,846 307,386 312,101 360,082 363,991 9,660 5,751 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 13,206) -635 -9,256 6,042 8,322 16,155 13,729 12,941 -523 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 6.5 7.5 83.1 84.4 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 2 6 46 44 53 50 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,929 COMMITMENTS 7,294 16,400 10,254 102,312 89,604 119,860 116,258 6,069 9,671 CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,339) -1,530 695 1,363 2,839 555 2,672 2,613 -1,333 -1,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 13.0 8.1 81.2 71.2 95.2 92.3 4.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 5 26 29 31 35
Updated December 3, 2010