NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,096,629 COMMITMENTS 473,802 392,119 1659763 2938138 3012630 5071703 5064512 24,926 32,117 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 133,972) 38,619 59,001 -3,598 102,738 82,714 137,759 138,117 -3,787 -4,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 7.7 32.6 57.6 59.1 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 31 40 60 144 136 208 205 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,276 COMMITMENTS 4,792 56,179 13,963 331,331 291,895 350,086 362,037 16,190 4,239 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 15,592) 938 3,790 429 13,910 12,742 15,277 16,961 315 -1,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 15.3 3.8 90.5 79.7 95.6 98.8 4.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 5 7 42 34 49 42 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,206 COMMITMENTS 325 317 5,382 150,588 153,045 156,295 158,744 5,911 3,462 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 6,295) -1,106 26 1,082 7,217 5,913 7,193 7,021 -898 -726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.2 3.3 92.8 94.4 96.4 97.9 3.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 2 35 35 37 37 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,432 COMMITMENTS 6,629 16,829 4,089 299,039 287,729 309,757 308,647 6,675 7,785 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,764) -2,140 -7,019 2,840 267 3,187 967 -992 797 2,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 5.3 1.3 94.5 90.9 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 4 36 35 40 39 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 778,294 COMMITMENTS 683 34,630 20,147 754,925 720,848 775,755 775,625 2,539 2,669 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -7,596) -391 -145 1,931 -9,253 -8,578 -7,713 -6,792 117 -804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 4.4 2.6 97.0 92.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 1 5 6 59 47 65 53 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,297 COMMITMENTS 10,776 14,084 3,419 212,393 210,677 226,588 228,180 3,709 2,117 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -2,332) 2,670 899 -924 102 -55 1,848 -80 -4,180 -2,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 6.1 1.5 92.2 91.5 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 1 2 40 37 42 40 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 365,274 COMMITMENTS 7,630 6,301 18,651 331,617 332,232 357,898 357,184 7,376 8,090 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 19,135) 2,090 -2,781 -496 18,897 22,270 20,491 18,993 -1,356 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 1.7 5.1 90.8 91.0 98.0 97.8 2.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 4 6 42 39 49 45 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,734 COMMITMENTS 6,112 14,913 8,082 209,734 199,021 223,928 222,016 3,806 5,718 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 14,226) -3,976 2,150 2,246 15,748 12,380 14,018 16,776 208 -2,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 6.5 3.5 92.1 87.4 98.3 97.5 1.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 3 25 30 29 35
Updated January 27, 2012