NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,046,920 COMMITMENTS 540,877 379,141 1661578 2828098 2988428 5030553 5029147 16,367 17,773 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -49,709) 67,075 -12,978 1,815 -110,040 -24,202 -41,150 -35,365 -8,559 -14,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 7.5 32.9 56.0 59.2 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 28 38 54 145 138 202 202 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,325 COMMITMENTS 7,636 52,210 14,546 347,951 312,619 370,133 379,375 16,192 6,950 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 20,049) 2,844 -3,969 583 16,620 20,724 20,047 17,338 2 2,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 13.5 3.8 90.1 80.9 95.8 98.2 4.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 4 8 41 35 49 44 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 169,427 COMMITMENTS 2,019 0 5,646 156,472 160,109 164,137 165,755 5,290 3,672 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 7,221) 1,694 -317 264 5,884 7,064 7,842 7,011 -621 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 3.3 92.4 94.5 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 0 3 35 36 38 39 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,934 COMMITMENTS 6,910 19,717 3,930 303,814 287,060 314,654 310,707 5,280 9,227 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,502) 281 2,888 -159 4,775 -669 4,897 2,060 -1,395 1,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 6.2 1.2 95.0 89.7 98.3 97.1 1.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 2 4 37 37 41 41 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 781,979 COMMITMENTS 533 36,347 15,267 763,364 726,844 779,164 778,458 2,815 3,521 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,685) -150 1,717 -4,880 8,439 5,996 3,409 2,833 276 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 4.6 2.0 97.6 92.9 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 1 6 6 59 47 65 54 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,022 COMMITMENTS 12,418 18,835 3,190 221,905 217,288 237,513 239,313 4,509 2,709 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 11,725) 1,642 4,751 -229 9,512 6,611 10,925 11,133 800 592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 7.8 1.3 91.7 89.8 98.1 98.9 1.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 2 2 41 37 43 41 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 398,256 COMMITMENTS 7,827 5,393 21,558 358,380 363,429 387,765 390,380 10,491 7,876 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 32,982) 197 -908 2,907 26,763 31,197 29,867 33,196 3,115 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.4 5.4 90.0 91.3 97.4 98.0 2.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 3 5 41 40 47 45 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,427 COMMITMENTS 5,086 25,254 9,447 221,236 198,666 235,769 233,367 4,658 7,060 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 12,693) -1,026 10,341 1,365 11,502 -355 11,841 11,351 852 1,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 10.5 3.9 92.0 82.6 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 4 29 32 33 38
Updated February 3, 2012