Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,119,278 : : Positions : :1,685,961 872,584 100,451 1,256,957 496,276 381,343 35,381 1,053,876 41,292 48,857 335,458 : : : : Changes from: December 28, 2010 : : 99,256 45,227 -26,485 140,099 2,102 79,827 -14,405 105,894 10,944 -5,633 27,682 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 21.2 2.4 30.5 12.0 9.3 0.9 25.6 1.0 1.2 8.1 : : : : Number of Traders in Each Category Total Traders: 216 : : 96 89 11 23 31 26 13 37 20 16 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 335,341 : : Positions : : 178,249 231,573 36,282 19,462 63,343 20,593 3,186 12,732 1,528 0 430 : : : : Changes from: December 28, 2010 : : 2,596 2,948 -231 3,144 -2,551 1,762 199 1,551 343 0 -123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 69.1 10.8 5.8 18.9 6.1 1.0 3.8 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 25 4 8 10 5 . 8 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 188,631 : : Positions : : 149,789 104,860 7,470 55,133 13,124 9,851 3,974 4,349 0 0 0 : : : : Changes from: December 28, 2010 : : -2,638 -2,023 0 160 -157 118 -1,973 893 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 55.6 4.0 29.2 7.0 5.2 2.1 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 24 . 10 9 4 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 353,048 : : Positions : : 216,982 117,968 38,904 137,300 63,092 4,904 2,717 22,475 0 1,181 397 : : : : Changes from: December 28, 2010 : : -909 -693 -289 -726 2,313 1,931 -534 -6,859 0 -117 122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 33.4 11.0 38.9 17.9 1.4 0.8 6.4 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 15 . 9 11 . 4 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 705,482 : : Positions : : 486,888 250,436 82,379 321,303 81,214 10,089 8,716 35,303 0 0 0 : : : : Changes from: December 28, 2010 : : 9,924 9,829 2,240 9,208 -671 8,541 889 -2,368 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 35.5 11.7 45.5 11.5 1.4 1.2 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 38 27 6 15 19 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 193,629 : : Positions : : 144,820 127,010 12,824 48,525 3,957 17,193 0 5,527 0 0 0 : : : : Changes from: December 28, 2010 : : -3,972 2,752 2,238 0 -680 2,171 0 -610 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 65.6 6.6 25.1 2.0 8.9 0.0 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . 4 4 5 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 348,081 : : Positions : : 250,005 159,164 27,614 91,369 25,294 17,623 53,512 15,222 248 0 0 : : : : Changes from: December 28, 2010 : : -5,021 354 -952 104 -1,201 1,064 1,598 -2,680 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 45.7 7.9 26.2 7.3 5.1 15.4 4.4 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 28 4 14 14 . 4 6 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 121,121 : : Positions : : 66,144 18,593 15,169 44,528 19,237 7,532 20,247 7,099 0 0 0 : : : : Changes from: December 28, 2010 : : -189 -1,187 -264 421 561 0 -495 -59 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 15.4 12.5 36.8 15.9 6.2 16.7 5.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 11 5 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 767,021 : : Positions : : 50,473 80,340 218,551 54,978 61,060 112,194 201,893 166,994 17,136 107,445 59,402 : : : : Changes from: December 28, 2010 : : -3,927 4,736 -367 17,032 3,140 6,873 -38,202 4,633 -7,746 17,713 1,009 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 10.5 28.5 7.2 8.0 14.6 26.3 21.8 2.2 14.0 7.7 : : : : Number of Traders in Each Category Total Traders: 285 : : 44 39 24 14 34 61 50 66 26 47 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 52,017 : : Positions : : 37,449 26,468 6,494 17,706 2,105 0 0 0 0 0 0 : : : : Changes from: December 28, 2010 : : -2,937 -4,766 -930 788 -589 -55 0 -280 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 50.9 12.5 34.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 53,779 : : Positions : : 27,404 26,556 11,290 19,371 4,759 0 0 0 0 0 0 : : : : Changes from: December 28, 2010 : : -2,263 -992 -194 -1,364 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 49.4 21.0 36.0 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 106,018 : : Positions : : 56,618 50,386 30,366 28,482 8,843 0 12,241 1,015 0 0 0 : : : : Changes from: December 28, 2010 : : -2,779 -4,306 -1,509 -736 -165 0 -244 -207 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 47.5 28.6 26.9 8.3 0.0 11.5 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 14 6 4 7 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 146,912 : : Positions : : 74,659 57,879 24,411 55,744 19,641 8,111 0 6,014 0 0 0 : : : : Changes from: December 28, 2010 : : -4,033 -1,696 -1,777 -1,291 -943 1,469 -1,902 -565 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 39.4 16.6 37.9 13.4 5.5 0.0 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 16 5 7 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,495,881 : : Positions : : 674,431 371,986 110,267 835,166 391,636 393,764 38,642 541,328 138,385 70,912 222,917 : : : : Changes from: December 28, 2010 : : -40,287 -43,904 12,337 20,589 -48,221 1,359 -1,840 -39,755 11,164 5,898 252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 14.9 4.4 33.5 15.7 15.8 1.5 21.7 5.5 2.8 8.9 : : : : Number of Traders in Each Category Total Traders: 171 : : 72 58 11 19 27 19 16 35 17 12 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 934,812 : : Positions : : 163,854 149,086 166,510 260,620 264,351 105,067 46,052 87,549 59,896 39,841 83,258 : : : : Changes from: December 28, 2010 : : 4,806 840 -21,704 8,991 8,817 -2,794 1,706 7,753 19,562 -11,536 6,317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 15.9 17.8 27.9 28.3 11.2 4.9 9.4 6.4 4.3 8.9 : : : : Number of Traders in Each Category Total Traders: 93 : : 19 18 13 9 18 15 9 16 17 10 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 28,238 : : Positions : : 24,754 17,174 235 8,286 2,024 497 300 98 175 0 50 : : : : Changes from: December 28, 2010 : : 255 238 0 -73 0 130 300 -343 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 60.8 0.8 29.3 7.2 1.8 1.1 0.3 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 33 30 . 6 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 16,351 : : Positions : : 15,311 7,836 135 7,668 291 5 0 100 365 0 0 : : : : Changes from: December 28, 2010 : : -534 -1,262 -65 623 -28 -5 0 35 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 47.9 0.8 46.9 1.8 0.0 0.0 0.6 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . 4 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 7,542 : : Positions : : 5,890 4,688 222 1,268 1,104 0 0 0 60 0 0 : : : : Changes from: December 28, 2010 : : -1,333 -977 10 -545 -55 -150 0 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 62.2 2.9 16.8 14.6 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 10,297 : : Positions : : 9,226 6,370 225 2,872 237 0 0 0 0 0 0 : : : : Changes from: December 28, 2010 : : -536 -420 -208 -481 -52 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 61.9 2.2 27.9 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 7, 2011