NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,839,136 COMMITMENTS 461,456 118,566 1760016 2586322 2943569 4807794 4822151 31,342 16,985 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -76,337) -72,714 29,078 -29,429 27,748 -71,722 -74,395 -72,073 -1,942 -4,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 2.5 36.4 53.4 60.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 43 31 68 140 137 210 210 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,537 COMMITMENTS 9,995 20,432 24,517 332,184 331,646 366,696 376,595 12,841 2,942 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,453) -1,421 3,717 -7,668 6,657 1,907 -2,432 -2,044 -21 -409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 5.4 6.5 87.5 87.4 96.6 99.2 3.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 3 9 42 41 52 50 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,675 COMMITMENTS 3,757 5,239 4,956 169,044 168,597 177,757 178,792 3,918 2,883 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 4,194) -900 -1,269 671 5,243 4,243 5,014 3,645 -820 549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 2.9 2.7 93.0 92.8 97.8 98.4 2.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 3 6 38 37 44 45 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 311,734 COMMITMENTS 5,138 3,771 16,985 283,468 284,601 305,591 305,357 6,143 6,377 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 2,318) -113 291 714 1,515 1,082 2,116 2,087 202 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 1.2 5.4 90.9 91.3 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 5 5 36 32 42 39 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 689,321 COMMITMENTS 961 40,736 22,628 660,064 622,544 683,653 685,908 5,668 3,413 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 2,905) 151 9,896 -6,288 8,259 -1,021 2,122 2,587 783 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 5.9 3.3 95.8 90.3 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 1 9 9 55 50 64 60 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 190,003 COMMITMENTS 8,369 3,228 2,256 171,980 173,879 182,605 179,363 7,398 10,640 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 962) -1,417 3,228 171 1,967 -1,189 721 2,210 241 -1,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 1.7 1.2 90.5 91.5 96.1 94.4 3.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 2 28 23 31 27 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 343,119 COMMITMENTS 13,225 15,905 24,894 293,893 294,496 332,012 335,295 11,107 7,824 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 26,847) -705 -27,512 18,190 4,633 35,006 22,118 25,684 4,729 1,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 4.6 7.3 85.7 85.8 96.8 97.7 3.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 2 5 41 42 47 47 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,714 COMMITMENTS 8,182 9,583 8,889 185,409 182,814 202,480 201,286 3,234 4,428 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 4,395) 2,313 -1,046 669 1,937 5,994 4,919 5,617 -524 -1,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 4.7 4.3 90.1 88.9 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 5 7 30 38 37 46
Updated May 13, 2010