NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,671,128 COMMITMENTS 405,079 147,011 1716821 2501848 2791290 4623748 4655122 47,380 16,006 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 28,836) -291 -4,825 7,390 967 26,143 8,066 28,708 20,770 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 3.1 36.8 53.6 59.8 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 32 41 71 131 122 205 195 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,959 COMMITMENTS 11,075 15,743 22,302 326,177 335,280 359,554 373,325 18,405 4,634 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 8,547) -2,531 3,275 1,564 8,595 2,821 7,628 7,660 919 887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 4.2 5.9 86.3 88.7 95.1 98.8 4.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 4 8 38 35 47 43 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,766 COMMITMENTS 964 4,078 5,128 189,245 186,634 195,337 195,840 5,429 4,926 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,417) -1,015 1,952 -175 4,044 -341 2,854 1,436 -1,437 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.0 2.6 94.3 93.0 97.3 97.5 2.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 3 4 33 36 37 40 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,710 COMMITMENTS 29,243 8,959 6,291 273,922 295,302 309,456 310,552 6,254 5,158 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -1,332) 2,470 1,291 84 -5,382 -2,402 -2,828 -1,027 1,496 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 2.8 2.0 86.8 93.5 98.0 98.4 2.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 4 6 35 33 42 40 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 731,203 COMMITMENTS 8,635 39,005 46,470 672,813 643,751 727,918 729,226 3,285 1,977 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -697) -3,599 270 3,002 349 -4,741 -248 -1,469 -449 772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 5.3 6.4 92.0 88.0 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 4 8 12 58 49 70 61 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,973 COMMITMENTS 19,727 0 3,049 156,473 176,455 179,249 179,504 9,724 9,469 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 4,209) 1,754 -1,849 -644 2,906 5,149 4,016 2,656 193 1,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 0.0 1.6 82.8 93.4 94.9 95.0 5.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 0 3 32 25 36 28 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 329,419 COMMITMENTS 14,756 41,888 18,162 285,395 263,132 318,313 323,182 11,106 6,237 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -2,615) -2,664 -1,457 -1,035 1,603 983 -2,096 -1,509 -519 -1,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 12.7 5.5 86.6 79.9 96.6 98.1 3.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 4 5 41 38 47 44 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,627 COMMITMENTS 4,599 31,263 6,160 165,917 139,734 176,676 177,157 7,951 7,470 CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 919) -1,623 2,969 398 2,324 -1,960 1,099 1,407 -180 -488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 16.9 3.3 89.9 75.7 95.7 96.0 4.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 5 5 27 23 33 29
Updated February 25, 2011