NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,544,535 COMMITMENTS 433,016 79,538 1680294 2400127 2768273 4513437 4528105 31,098 16,430 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -111,551) 70,452 -59,942 -89,060 -91,964 39,965 -110,572 -109,037 -979 -2,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 1.8 37.0 52.8 60.9 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 47 25 66 135 135 206 204 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,078 COMMITMENTS 5,101 17,687 27,151 322,559 323,732 354,811 368,570 15,267 1,508 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 47) -2,343 -7,680 3,133 -194 4,866 596 319 -549 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.8 7.3 87.2 87.5 95.9 99.6 4.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 6 8 45 40 54 50 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,004 COMMITMENTS 2,787 2,882 6,557 173,435 175,064 182,779 184,503 5,225 3,501 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 3,391) -242 426 -450 3,954 3,814 3,262 3,790 129 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.5 3.5 92.3 93.1 97.2 98.1 2.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 6 35 34 41 40 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 321,148 COMMITMENTS 20,656 8,357 8,007 286,971 299,605 315,634 315,969 5,514 5,179 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 7,957) -8,050 1,779 3,886 14,159 3,024 9,995 8,689 -2,038 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 2.6 2.5 89.4 93.3 98.3 98.4 1.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 3 4 39 36 44 41 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 730,390 COMMITMENTS 870 59,654 46,150 680,018 620,608 727,038 726,412 3,352 3,978 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 15,142) -718 5,385 4,077 14,697 7,822 18,056 17,284 -2,914 -2,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.2 6.3 93.1 85.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 3 9 11 59 49 70 61 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 190,112 COMMITMENTS 13,608 0 2,798 165,755 178,087 182,161 180,885 7,951 9,227 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 8,013) 3,830 -460 163 2,072 9,382 6,065 9,085 1,948 -1,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 1.5 87.2 93.7 95.8 95.1 4.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 3 30 25 34 28 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,145 COMMITMENTS 17,774 52,048 16,709 296,406 260,724 330,889 329,481 8,256 9,664 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 11,434) 786 -4,752 4,206 9,561 13,250 14,553 12,704 -3,119 -1,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 15.3 4.9 87.4 76.9 97.6 97.2 2.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 2 6 40 40 47 46 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,079 COMMITMENTS 2,634 37,622 7,746 179,842 146,799 190,222 192,167 5,857 3,912 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 4,510) -454 5,562 -2,283 7,255 1,935 4,518 5,214 -8 -704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 19.2 4.0 91.7 74.9 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 5 7 30 30 37 37
Updated April 1, 2011