NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,330,901 COMMITMENTS 457,640 105,523 1500184 2344271 2704479 4302095 4310186 28,806 20,715 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 211,623) 35,005 21,285 110,850 61,583 78,662 207,438 210,797 4,185 826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 2.4 34.6 54.1 62.4 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 41 34 69 130 122 205 193 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 341,442 COMMITMENTS 27,537 14,698 6,781 287,617 313,386 321,935 334,865 19,507 6,577 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 6,101) 5,416 11,512 -6,381 9,743 -992 8,778 4,139 -2,677 1,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 4.3 2.0 84.2 91.8 94.3 98.1 5.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 4 8 39 38 48 46 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,578 COMMITMENTS 5,613 4,460 4,073 165,882 166,365 175,568 174,898 4,010 4,680 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -9,053) -4,238 486 -276 -4,501 -6,752 -9,015 -6,542 -38 -2,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 2.5 2.3 92.4 92.6 97.8 97.4 2.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 4 5 28 35 34 41 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 347,603 COMMITMENTS 8,237 5,638 17,704 318,095 319,330 344,036 342,672 3,567 4,931 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -5,445) 3,333 1,740 -5,168 -883 970 -2,718 -2,458 -2,727 -2,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.6 5.1 91.5 91.9 99.0 98.6 1.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 6 7 34 28 41 36 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 676,494 COMMITMENTS 15,232 16,966 27,877 627,611 629,106 670,720 673,949 5,774 2,545 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -28,988) 5,143 8,250 -7,426 -22,870 -23,847 -25,153 -23,023 -3,835 -5,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.5 4.1 92.8 93.0 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 6 3 8 58 47 67 55 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,990 COMMITMENTS 12,206 923 9,608 164,073 174,192 185,887 184,723 8,103 9,267 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 361) -4,987 923 4,081 2,472 -5,300 1,566 -296 -1,205 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.5 5.0 84.6 89.8 95.8 95.2 4.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 1 4 29 28 34 32 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,683 COMMITMENTS 16,147 41,092 23,911 282,575 258,991 322,633 323,994 8,050 6,689 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -17,398) -1,724 -12,420 8,689 -20,338 -16,836 -13,373 -20,567 -4,025 3,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 12.4 7.2 85.5 78.3 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 4 6 41 40 48 46 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 127,249 COMMITMENTS 7,933 17,062 7,772 104,490 94,018 120,195 118,852 7,054 8,397 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 6,128) 401 -3,185 673 3,940 11,660 5,014 9,148 1,114 -3,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 13.4 6.1 82.1 73.9 94.5 93.4 5.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 3 29 22 33 26
Updated January 14, 2011