NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,361,287 COMMITMENTS 663,563 502,369 1597690 3088511 3244647 5349764 5344706 11,523 16,581 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -30,496) 91,890 44,289 -140,241 24,459 70,864 -23,892 -25,088 -6,604 -5,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 9.4 29.8 57.6 60.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 34 35 60 147 138 214 203 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 367,700 COMMITMENTS 7,501 30,964 11,159 332,256 319,750 350,916 361,873 16,784 5,827 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 3,355) -705 -4,481 -733 5,236 9,459 3,798 4,245 -443 -890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 8.4 3.0 90.4 87.0 95.4 98.4 4.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 7 8 40 36 49 46 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,837 COMMITMENTS 1,830 0 5,616 157,355 160,308 164,801 165,924 3,036 1,913 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,684) 953 0 -267 3,062 3,012 3,748 2,745 -1,064 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 3.3 93.8 95.5 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 0 2 36 37 38 39 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,603 COMMITMENTS 14,887 14,442 4,561 308,647 300,919 328,095 319,922 2,508 10,681 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 12,811) 642 -1,378 450 12,261 12,418 13,353 11,490 -542 1,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 4.4 1.4 93.4 91.0 99.2 96.8 0.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 3 6 33 36 39 42 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,130 COMMITMENTS 727 35,496 14,837 724,718 688,153 740,282 738,486 1,848 3,644 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 19,570) 727 1,656 -3,288 22,130 20,101 19,569 18,469 1 1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 4.8 2.0 97.7 92.7 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 2 8 8 59 49 67 59 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,639 COMMITMENTS 8,294 17,601 1,815 221,806 214,622 231,915 234,038 4,724 2,601 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 3,021) -230 110 -393 3,493 3,392 2,870 3,109 151 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 7.4 0.8 93.7 90.7 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 3 2 36 36 38 40 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 408,317 COMMITMENTS 9,791 12,274 28,414 361,351 361,919 399,556 402,607 8,761 5,710 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 12,077) 787 -1,092 4,622 8,007 9,132 13,416 12,662 -1,339 -585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 3.0 7.0 88.5 88.6 97.9 98.6 2.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 4 5 43 42 49 48 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,358 COMMITMENTS 421 27,925 9,792 251,550 219,391 261,763 257,108 2,595 7,250 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 15,576) -5,279 716 3,823 19,384 11,496 17,928 16,035 -2,352 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 10.6 3.7 95.2 83.0 99.0 97.3 1.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 5 4 27 33 31 39
Updated February 24, 2012