NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,849,990 COMMITMENTS 353,142 212,995 1198178 2274197 2420368 3825517 3831541 24,473 18,449 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 43,415) -27,044 10,868 5,036 67,470 30,579 45,462 46,483 -2,047 -3,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 5.5 31.1 59.1 62.9 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 44 36 69 140 126 217 198 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 369,064 COMMITMENTS 35,020 13,981 18,591 307,411 332,805 361,022 365,377 8,042 3,687 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 14,716) -4,446 1,443 6,202 10,932 6,109 12,688 13,754 2,028 962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 3.8 5.0 83.3 90.2 97.8 99.0 2.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 4 6 40 42 49 50 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,483 COMMITMENTS 7,559 2,901 6,759 171,561 174,039 185,879 183,699 2,604 4,784 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 3,371) -1,453 -798 830 3,843 3,142 3,220 3,174 151 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.5 3.6 91.0 92.3 98.6 97.5 1.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 3 5 29 36 36 41 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 374,025 COMMITMENTS 18,431 1,276 8,670 338,413 360,857 365,514 370,803 8,511 3,222 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 2,358) 948 -193 293 -47 2,587 1,194 2,687 1,164 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.3 2.3 90.5 96.5 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 2 5 39 32 46 37 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 559,837 COMMITMENTS 2,025 29,284 34,224 520,961 494,807 557,210 558,315 2,627 1,522 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 3,175) 1,643 -5,496 7,628 -5,518 3,241 3,753 5,373 -578 -2,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.2 6.1 93.1 88.4 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 2 9 7 57 49 64 60 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,376 COMMITMENTS 26,905 775 6,711 153,112 179,771 186,728 187,257 7,648 7,119 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -1,833) 240 -829 635 -2,279 242 -1,404 48 -429 -1,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 0.4 3.5 78.8 92.5 96.1 96.3 3.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 2 5 29 27 37 32 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,710 COMMITMENTS 20,003 70,437 27,284 335,881 285,323 383,168 383,044 8,542 8,666 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 18,754) 3,868 15,636 -3,943 16,088 5,354 16,013 17,047 2,741 1,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 18.0 7.0 85.7 72.8 97.8 97.8 2.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 5 8 46 41 55 49 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 172,176 COMMITMENTS 12,399 45,517 7,276 149,760 112,762 169,435 165,555 2,741 6,621 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 12,166) 3,240 9,237 -470 10,579 1,784 13,349 10,551 -1,183 1,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 26.4 4.2 87.0 65.5 98.4 96.2 1.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 7 35 34 42 41
Updated September 17, 2010