NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,009,866 COMMITMENTS 257,006 98,112 1311111 2417976 2583853 3986093 3993076 23,773 16,790 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -95,559) -38,594 33,285 -55,970 3,499 -67,466 -91,065 -90,151 -4,494 -5,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 2.4 32.7 60.3 64.4 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 38 32 66 136 130 205 198 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,515 COMMITMENTS 21,905 3,311 10,606 269,510 303,068 302,021 316,985 20,494 5,530 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 2,600) -1,821 -2,286 -445 5,154 5,312 2,888 2,581 -288 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 1.0 3.3 83.6 94.0 93.6 98.3 6.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 7 37 36 45 43 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,394 COMMITMENTS 9,963 6,351 3,532 170,278 172,036 183,773 181,919 2,621 4,475 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 245) -355 947 -42 1,013 -439 616 466 -371 -221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 3.4 1.9 91.4 92.3 98.6 97.6 1.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 4 5 32 36 39 42 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 354,051 COMMITMENTS 2,343 7,441 30,386 316,342 312,111 349,071 349,938 4,980 4,113 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 4,870) -642 -1,407 409 5,038 5,171 4,805 4,173 65 697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 2.1 8.6 89.3 88.2 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 6 6 33 28 41 35 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 699,595 COMMITMENTS 1,499 5,067 39,667 645,442 643,641 686,608 688,375 12,987 11,220 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 20,656) -4,681 -459 4,932 12,412 7,895 12,663 12,368 7,993 8,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.7 5.7 92.3 92.0 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 4 2 5 57 47 62 53 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,052 COMMITMENTS 16,854 0 4,216 162,971 178,022 184,041 182,238 7,011 8,814 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 710) 1,117 -1,552 -375 1,548 3,428 2,290 1,501 -1,580 -791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.0 2.2 85.3 93.2 96.3 95.4 3.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 0 5 28 29 33 34 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 345,896 COMMITMENTS 18,119 48,512 17,725 303,324 275,163 339,168 341,400 6,728 4,496 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -910) -1,215 4,657 -4,770 6,366 222 381 109 -1,291 -1,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 14.0 5.1 87.7 79.6 98.1 98.7 1.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 3 6 43 44 50 50 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,576 COMMITMENTS 7,780 19,434 7,375 100,143 84,010 115,298 110,819 6,278 10,757 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,089) 1,411 760 -1,118 424 1,444 717 1,086 372 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 16.0 6.1 82.4 69.1 94.8 91.2 5.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 1 28 23 31 26
Updated December 27, 2010