NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,964,474 COMMITMENTS 294,720 208,860 1248770 2392657 2485963 3936147 3943593 28,327 20,881 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 84,388) -45,116 -17,865 72,300 56,290 28,145 83,474 82,580 914 1,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 5.3 31.5 60.4 62.7 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 39 31 69 133 127 205 199 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 321,489 COMMITMENTS 18,361 11,006 11,372 281,549 294,316 311,282 316,694 10,207 4,795 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -23,012) 2,007 1,743 -6,700 -18,436 -17,724 -23,129 -22,681 117 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 3.4 3.5 87.6 91.5 96.8 98.5 3.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 4 8 41 39 49 49 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 183,942 COMMITMENTS 3,751 5,870 4,037 174,384 169,159 182,172 179,066 1,770 4,876 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -9,861) -3,124 2,196 -1,617 -5,166 -5,990 -9,907 -5,411 46 -4,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.2 2.2 94.8 92.0 99.0 97.3 1.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 4 4 31 34 37 39 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,157 COMMITMENTS 7,941 8,511 31,772 318,597 319,662 358,310 359,945 4,847 3,212 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -3,095) -848 3,889 1,062 -4,033 -6,772 -3,819 -1,821 724 -1,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.3 8.7 87.7 88.0 98.7 99.1 1.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 5 5 35 34 42 40 AECO FIN BASIS - ICE OTC Code-023396 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 662,931 COMMITMENTS 10,644 15,961 45,862 600,134 593,966 656,640 655,789 6,291 7,142 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 21,256) -478 -278 5,323 14,153 15,628 18,998 20,673 2,258 583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.4 6.9 90.5 89.6 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 2 6 7 57 45 64 54 CHICAGO FIN BASIS - ICE OTC Code-023397 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,656 COMMITMENTS 21,166 1,139 3,944 154,374 175,112 179,484 180,195 9,172 8,461 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -16,214) -340 674 -3,966 -14,363 -11,327 -18,669 -14,619 2,455 -1,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 0.6 2.1 81.8 92.8 95.1 95.5 4.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 4 29 29 33 34 HSC FIN BASIS - ICE OTC Code-023398 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,580 COMMITMENTS 23,556 41,489 19,315 288,351 275,803 331,222 336,607 11,358 5,973 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -18,112) -3,038 -4,439 1,799 -18,483 -17,673 -19,722 -20,313 1,610 2,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 12.1 5.6 84.2 80.5 96.7 98.3 3.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 3 5 43 42 50 47 WAHA FIN BASIS - ICE OTC Code-023399 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,119 COMMITMENTS 10,711 16,926 6,949 94,424 89,009 112,084 112,884 10,035 9,235 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -14,458) -1,981 -10,210 2,559 -15,088 -7,774 -14,510 -15,425 52 967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 13.9 5.7 77.3 72.9 91.8 92.4 8.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 5 22 27 27 34
Updated November 15, 2010