NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,484,453 COMMITMENTS 478,059 116,026 1588359 2393136 2761075 4459554 4465460 24,899 18,993 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 153,552) 20,419 10,503 88,175 48,865 56,596 157,459 155,274 -3,907 -1,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 2.6 35.4 53.4 61.6 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 38 35 73 131 124 208 198 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,810 COMMITMENTS 39,270 19,564 4,000 302,452 336,348 345,722 359,912 18,088 3,898 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 22,368) 11,733 4,866 -2,781 14,835 22,962 23,787 25,047 -1,419 -2,679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 5.4 1.1 83.1 92.5 95.0 98.9 5.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 4 8 38 37 47 45 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,116 COMMITMENTS 3,677 4,031 4,290 167,799 166,900 175,766 175,221 4,350 4,895 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 538) -1,936 -429 217 1,917 535 198 323 340 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.2 2.4 93.2 92.7 97.6 97.3 2.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 4 4 29 34 34 39 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 345,318 COMMITMENTS 11,175 5,353 14,521 316,085 321,673 341,781 341,547 3,537 3,771 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -2,285) 2,938 -285 -3,183 -2,010 2,343 -2,255 -1,125 -30 -1,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.6 4.2 91.5 93.2 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 5 7 37 32 44 40 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 698,237 COMMITMENTS 11,325 15,643 31,476 650,180 648,125 692,981 695,244 5,256 2,993 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 21,743) -3,907 -1,323 3,599 22,569 19,019 22,261 21,295 -518 448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.2 4.5 93.1 92.8 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 5 2 6 58 47 65 53 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,748 COMMITMENTS 13,564 1,898 10,130 167,850 178,701 191,544 190,729 7,204 8,019 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 4,758) 1,358 975 522 3,777 4,509 5,657 6,006 -899 -1,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.0 5.1 84.5 89.9 96.4 96.0 3.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 4 31 28 36 32 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,075 COMMITMENTS 12,745 30,405 31,673 282,699 265,035 327,117 327,113 6,958 6,962 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,392) -3,402 -10,687 7,762 124 6,044 4,484 3,119 -1,092 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 9.1 9.5 84.6 79.3 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 4 5 43 42 49 47 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,311 COMMITMENTS 9,350 21,890 6,089 119,464 107,151 134,903 135,130 7,408 7,181 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 15,062) 1,417 4,828 -1,683 14,974 13,133 14,708 16,278 354 -1,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 15.4 4.3 83.9 75.3 94.8 95.0 5.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 2 30 22 34 26
Updated January 21, 2011