NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,566,168 COMMITMENTS 480,077 91,110 1727315 2333762 2732010 4541154 4550435 25,014 15,733 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -208,598) -36,238 -781 -38,353 -136,311 -171,922 -210,902 -211,056 2,304 2,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 2.0 37.8 51.1 59.8 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 46 28 69 132 125 206 196 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,374 COMMITMENTS 28,130 11,681 9,789 321,692 352,750 359,611 374,220 19,763 5,154 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -10,986) -24,768 -1,272 1,528 11,684 -12,297 -11,556 -12,041 570 1,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 3.1 2.6 84.8 93.0 94.8 98.6 5.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 4 8 40 36 49 45 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,482 COMMITMENTS 4,099 2,199 3,692 180,191 181,078 187,982 186,969 3,500 4,513 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -106) 1,112 -1,668 -1,041 302 3,058 373 349 -479 -455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.1 1.9 94.1 94.6 98.2 97.6 1.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 2 5 32 35 37 41 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,573 COMMITMENTS 20,483 5,798 9,174 306,625 322,497 336,282 337,469 6,291 5,104 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 2,625) 2,247 2,029 -305 -1 540 1,941 2,264 684 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 1.7 2.7 89.5 94.1 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 4 36 32 42 37 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 744,771 COMMITMENTS 12,153 27,369 42,960 681,821 666,591 736,934 736,920 7,837 7,851 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 11,681) 2,228 5,551 4,769 1,591 -2,487 8,588 7,833 3,093 3,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.7 5.8 91.5 89.5 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 3 6 8 57 49 66 57 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,282 COMMITMENTS 21,291 1,176 7,820 160,896 180,324 190,007 189,320 8,275 8,962 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 548) 1,647 -988 576 -1,721 470 502 58 46 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.6 3.9 81.1 90.9 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 4 33 29 38 33 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 353,690 COMMITMENTS 18,603 18,501 38,459 289,026 289,723 346,088 346,683 7,602 7,007 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 9,388) 5,054 -1,376 -787 4,699 11,536 8,966 9,373 422 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 5.2 10.9 81.7 81.9 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 3 4 43 43 49 48 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 02/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,045 COMMITMENTS 5,627 35,830 7,408 172,173 144,937 185,208 188,175 8,837 5,870 CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 9,734) -3,396 -8,019 1,538 10,785 15,625 8,927 9,144 807 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 18.5 3.8 88.7 74.7 95.4 97.0 4.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 5 5 33 29 39 36
Updated February 4, 2011