NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,774,766 COMMITMENTS 516,315 91,891 1765668 2470073 2903932 4752056 4761491 22,710 13,275 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 290,313) 38,256 -24,135 177,309 76,937 142,857 292,502 296,031 -2,189 -5,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 1.9 37.0 51.7 60.8 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 39 33 71 134 127 209 199 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,360 COMMITMENTS 52,898 12,953 8,261 310,008 365,047 371,167 386,261 19,193 4,099 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 26,550) 13,628 -6,611 4,261 7,556 28,699 25,445 26,349 1,105 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 3.3 2.1 79.4 93.5 95.1 98.9 4.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 4 7 37 37 46 45 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,588 COMMITMENTS 2,987 3,867 4,733 179,889 178,020 187,609 186,620 3,979 4,968 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 11,472) -690 -164 443 12,090 11,120 11,843 11,399 -371 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.0 2.5 93.9 92.9 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 3 4 32 35 37 40 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,948 COMMITMENTS 18,236 3,769 9,479 306,626 321,957 334,341 335,205 5,607 4,743 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -5,370) 7,061 -1,584 -5,042 -9,459 284 -7,440 -6,342 2,070 972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 1.1 2.8 90.2 94.7 98.4 98.6 1.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 3 4 35 31 41 36 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 733,090 COMMITMENTS 9,925 21,818 38,191 680,230 669,078 728,346 729,087 4,744 4,003 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 34,853) -1,400 6,175 6,715 30,050 20,953 35,365 33,843 -512 1,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 3.0 5.2 92.8 91.3 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 4 4 7 58 48 66 55 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,734 COMMITMENTS 19,644 2,164 7,244 162,617 179,854 189,505 189,262 8,229 8,472 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,014) 6,080 266 -2,886 -5,233 1,153 -2,039 -1,467 1,025 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 1.1 3.7 82.2 91.0 95.8 95.7 4.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 4 33 29 38 33 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,302 COMMITMENTS 13,549 19,877 39,246 284,327 278,187 337,122 337,310 7,180 6,992 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 10,227) 804 -10,528 7,573 1,628 13,152 10,005 10,197 222 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 5.8 11.4 82.6 80.8 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 4 4 45 41 51 46 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,311 COMMITMENTS 9,023 43,849 5,870 161,388 129,312 176,281 179,031 8,030 5,280 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 42,000) -327 21,959 -219 41,924 22,161 41,378 43,901 622 -1,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 23.8 3.2 87.6 70.2 95.6 97.1 4.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 4 4 32 25 37 31
Updated January 28, 2011