NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,901,827 COMMITMENTS 315,566 158,095 1245279 2319281 2483668 3880126 3887042 21,701 14,785 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 98,142) -6,261 11,449 61,836 47,597 30,000 103,172 103,285 -5,030 -5,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 4.1 31.9 59.4 63.7 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 33 43 68 133 123 206 195 SOCAL BORDER FIN BASIS - ICE OTC Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 360,221 COMMITMENTS 23,021 7,661 18,341 310,253 329,558 351,615 355,560 8,606 4,661 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 24,349) 3,823 -205 4,268 16,523 19,854 24,614 23,917 -265 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 2.1 5.1 86.1 91.5 97.6 98.7 2.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 2 6 42 39 48 47 PG&E CITYGATE FIN BASIS - ICE OTC Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,346 COMMITMENTS 8,422 330 5,462 164,744 169,198 178,628 174,990 1,718 5,356 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 396) 1,292 0 398 -1,441 -421 249 -23 147 419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.2 3.0 91.3 93.8 99.0 97.0 1.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 1 6 29 34 36 40 NWP ROCKIES FIN BASIS - ICE OTC Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 347,112 COMMITMENTS 9,113 4,113 29,176 301,884 310,003 340,173 343,292 6,939 3,820 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 8,628) -134 4,113 3,962 7,192 1,452 11,020 9,527 -2,392 -899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.2 8.4 87.0 89.3 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 6 35 31 43 37 AECO FIN BASIS - ICE OTC Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 619,899 COMMITMENTS 4,189 23,997 32,085 578,558 557,084 614,832 613,166 5,067 6,733 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 21,876) 1,253 3,522 1,364 19,329 17,425 21,946 22,311 -70 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 3.9 5.2 93.3 89.9 99.2 98.9 0.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 1 8 7 55 44 62 53 CHICAGO FIN BASIS - ICE OTC Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 192,633 COMMITMENTS 30,419 0 2,393 151,613 180,350 184,425 182,743 8,208 9,890 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 5,910) 194 0 13 8,082 5,994 8,289 6,007 -2,379 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 0.0 1.2 78.7 93.6 95.7 94.9 4.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 3 29 27 33 30 HSC FIN BASIS - ICE OTC Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,144 COMMITMENTS 27,264 73,508 19,839 310,036 268,041 357,139 361,388 11,005 6,756 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 9,814) 2,626 -6,620 8,466 -4,181 8,351 6,911 10,197 2,903 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 20.0 5.4 84.2 72.8 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 3 5 46 38 53 44 WAHA FIN BASIS - ICE OTC Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,559 COMMITMENTS 15,582 31,583 3,698 116,147 98,457 135,427 133,738 7,132 8,821 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -4,610) 2,494 2,245 -1,595 -5,443 -6,320 -4,544 -5,670 -66 1,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 22.2 2.6 81.5 69.1 95.0 93.8 5.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 2 4 29 31 34 36
Updated October 15, 2010