NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,812,603 COMMITMENTS 331,255 135,226 1822993 2626517 2838713 4780765 4796932 31,838 15,671 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 175,403) -71,566 46,010 97,001 145,995 36,482 171,430 179,493 3,973 -4,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 2.8 37.9 54.6 59.0 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 44 30 68 135 133 206 205 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 371,207 COMMITMENTS 15,681 13,786 22,714 320,750 332,193 359,145 368,693 12,062 2,514 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 11,604) 7,152 719 -1,604 8,943 12,999 14,491 12,114 -2,887 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 3.7 6.1 86.4 89.5 96.8 99.3 3.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 5 8 46 41 57 50 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,054 COMMITMENTS 4,088 1,122 4,100 162,131 168,511 170,319 173,733 5,735 2,321 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 803) 98 1,122 76 715 898 889 2,096 -86 -1,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.6 2.3 92.1 95.7 96.7 98.7 3.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 1 6 36 35 42 41 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,179 COMMITMENTS 10,903 4,112 10,396 281,330 287,290 302,629 301,798 5,550 6,381 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,102) 1,368 -805 -1,009 620 2,581 979 767 123 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.3 3.4 91.3 93.2 98.2 97.9 1.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 2 4 37 32 41 37 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 735,038 COMMITMENTS 391 47,716 45,994 684,188 636,198 730,573 729,908 4,465 5,130 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 14,216) -106 192 1,449 13,807 12,521 15,150 14,162 -934 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.5 6.3 93.1 86.6 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 1 9 9 58 49 67 59 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,093 COMMITMENTS 8,459 3,493 2,249 175,388 177,836 186,096 183,578 7,997 10,515 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 3,175) -1,459 3,493 -668 5,639 -196 3,512 2,629 -337 546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 1.8 1.2 90.4 91.6 95.9 94.6 4.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 3 27 24 31 27 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,623 COMMITMENTS 14,168 62,509 10,964 303,631 253,406 328,763 326,879 9,860 11,744 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 20,326) 449 12,827 -7,779 27,441 14,969 20,111 20,017 215 309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 18.5 3.2 89.7 74.8 97.1 96.5 2.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 2 4 36 38 41 42 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,666 COMMITMENTS 8,811 12,776 8,404 175,543 170,763 192,758 191,943 5,908 6,723 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 14,777) 934 4,128 -2,774 16,836 11,471 14,996 12,825 -219 1,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 6.4 4.2 88.4 86.0 97.0 96.6 3.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 4 7 26 30 33 37
Updated April 15, 2011