NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,803,685 COMMITMENTS 321,827 146,646 1183443 2271684 2453668 3776954 3783757 26,731 19,928 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 55,062) -29,743 8,245 14,529 65,350 23,535 50,136 46,309 4,926 8,753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 3.9 31.1 59.7 64.5 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 36 37 68 135 123 206 194 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,872 COMMITMENTS 19,198 7,866 14,073 293,730 309,704 327,001 331,643 8,871 4,229 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -34,912) -20,228 -3,202 -2,442 -12,125 -29,585 -34,795 -35,229 -117 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 2.3 4.2 87.5 92.2 97.4 98.7 2.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 3 5 43 39 48 46 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,950 COMMITMENTS 7,130 330 5,064 166,185 169,619 178,379 175,013 1,571 4,937 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -8,411) 801 -26 -187 -8,394 -8,520 -7,780 -8,733 -631 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.2 2.8 92.4 94.3 99.1 97.3 0.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 1 4 29 34 35 38 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,484 COMMITMENTS 9,247 0 25,214 294,692 308,551 329,153 333,765 9,331 4,719 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -23,250) -7,229 -3,128 11,329 -26,068 -32,288 -21,968 -24,087 -1,282 837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 7.4 87.1 91.2 97.2 98.6 2.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 0 5 34 31 41 36 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 598,023 COMMITMENTS 2,936 20,475 30,721 559,229 539,659 592,886 590,855 5,137 7,168 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -16,210) 2,255 3,593 -9,348 -12,682 -16,614 -19,775 -22,369 3,565 6,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 3.4 5.1 93.5 90.2 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 1 8 6 53 45 59 54 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,723 COMMITMENTS 30,225 0 2,380 143,531 174,356 176,136 176,736 10,587 9,987 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -13,946) 634 0 -1,654 -15,096 -13,916 -16,116 -15,570 2,170 1,624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 0.0 1.3 76.9 93.4 94.3 94.7 5.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 0 3 25 23 29 26 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 358,330 COMMITMENTS 24,638 80,128 11,373 314,217 259,690 350,228 351,191 8,102 7,139 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -38,823) 3,790 -9,379 -6,691 -37,868 -24,082 -40,769 -40,152 1,946 1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 22.4 3.2 87.7 72.5 97.7 98.0 2.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 4 5 47 38 54 44 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,169 COMMITMENTS 13,088 29,338 5,293 121,590 104,777 139,971 139,408 7,198 7,761 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -39,382) -7,470 -4,589 -2,821 -31,403 -33,344 -41,694 -40,754 2,312 1,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 19.9 3.6 82.6 71.2 95.1 94.7 4.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 2 4 29 30 34 35
Updated October 8, 2010