NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,568,414 COMMITMENTS 468,065 340,228 1433526 2630591 2758553 4532182 4532307 36,232 36,107 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -199,512) -4,183 -70,403 -9,730 -135,175 -65,481 -149,088 -145,614 -50,424 -53,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 7.4 31.4 57.6 60.4 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 32 33 58 137 130 198 194 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 340,079 COMMITMENTS 16,004 34,580 10,805 299,280 288,130 326,089 333,515 13,990 6,564 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 15,871) 3,776 10,656 916 10,031 4,831 14,723 16,403 1,148 -532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 10.2 3.2 88.0 84.7 95.9 98.1 4.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 1 7 38 34 46 41 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,054 COMMITMENTS 2,160 0 5,849 152,412 159,413 160,421 165,262 6,633 1,792 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,126) 64 0 -180 -1,342 -946 -1,458 -1,126 332 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 3.5 91.2 95.4 96.0 98.9 4.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 2 34 40 36 42 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,554 COMMITMENTS 7,262 28,729 2,462 310,082 287,023 319,806 318,214 5,748 7,340 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,710) 1,498 756 186 2,108 3,699 3,792 4,641 -82 -931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 8.8 0.8 95.2 88.2 98.2 97.7 1.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 4 5 34 33 39 38 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 836,615 COMMITMENTS 744 38,490 20,008 812,546 774,759 833,298 833,257 3,317 3,358 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 30,526) 93 3,214 -624 30,357 27,169 29,826 29,759 700 767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 4.6 2.4 97.1 92.6 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 1 5 5 56 48 62 53 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,247 COMMITMENTS 9,406 18,087 4,932 218,978 210,477 233,316 233,496 5,931 5,751 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,106) 816 -232 -188 3,032 4,009 3,660 3,589 -554 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 7.6 2.1 91.5 88.0 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 1 2 39 35 41 38 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,257 COMMITMENTS 7,090 60 17,712 360,143 367,333 384,945 385,105 7,312 7,152 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,013) -1,937 -31 -14 3,816 1,719 1,865 1,674 148 339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.0 4.5 91.8 93.6 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 1 6 43 41 50 47 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 174,777 COMMITMENTS 8,461 9,994 8,120 155,369 147,339 171,950 165,453 2,827 9,324 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,411) 3,096 1,748 -638 -1,086 118 1,372 1,228 39 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 5.7 4.6 88.9 84.3 98.4 94.7 1.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 3 28 30 31 35
Updated January 6, 2012