Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 4,330,901 : : Positions : :1,732,850 905,765 104,747 1,292,040 506,674 415,889 43,211 1,168,390 41,751 62,312 331,794 : : : : Changes from: January 4, 2011 : : 46,889 33,181 4,296 35,083 10,398 34,546 7,830 114,514 459 13,455 -3,664 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 20.9 2.4 29.8 11.7 9.6 1.0 27.0 1.0 1.4 7.7 : : : : Number of Traders in Each Category Total Traders: 217 : : 97 88 11 24 32 24 13 35 17 21 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 341,442 : : Positions : : 187,694 230,643 36,085 18,905 63,838 26,134 14,698 6,661 1,403 0 120 : : : : Changes from: January 4, 2011 : : 9,445 -930 -197 -557 495 5,541 11,512 -6,071 -125 0 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 67.5 10.6 5.5 18.7 7.7 4.3 2.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 26 6 6 10 4 4 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 179,578 : : Positions : : 144,043 99,531 7,734 52,729 14,105 5,613 4,460 4,073 0 0 0 : : : : Changes from: January 4, 2011 : : -5,746 -5,329 264 -2,404 981 -4,238 486 -276 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 55.4 4.3 29.4 7.9 3.1 2.5 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 23 . 10 9 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 347,603 : : Positions : : 216,432 117,622 37,122 137,167 64,541 8,237 5,484 17,338 0 154 366 : : : : Changes from: January 4, 2011 : : -550 -346 -1,782 -133 1,449 3,333 2,767 -5,137 0 -1,027 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 33.8 10.7 39.5 18.6 2.4 1.6 5.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 16 4 9 12 . 5 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 676,494 : : Positions : : 465,425 248,254 86,524 305,190 75,662 15,232 16,785 27,786 0 181 91 : : : : Changes from: January 4, 2011 : : -21,463 -2,182 4,145 -16,113 -5,552 5,143 8,069 -7,517 0 181 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 36.7 12.8 45.1 11.2 2.3 2.5 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 70 : : 38 27 8 13 19 6 . 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 193,990 : : Positions : : 141,764 124,624 19,349 46,608 2,960 12,206 923 9,608 0 0 0 : : : : Changes from: January 4, 2011 : : -3,056 -2,386 6,525 -1,917 -997 -4,987 923 4,081 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 64.2 10.0 24.0 1.5 6.3 0.5 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 . 4 4 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 330,683 : : Positions : : 232,031 150,734 26,041 83,754 24,503 16,147 41,092 23,911 0 0 0 : : : : Changes from: January 4, 2011 : : -17,974 -8,430 -1,573 -7,615 -791 -1,476 -12,420 8,689 -248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 45.6 7.9 25.3 7.4 4.9 12.4 7.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 23 4 14 13 . 4 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 127,249 : : Positions : : 71,615 26,534 13,147 47,756 19,728 7,933 17,062 7,772 0 0 0 : : : : Changes from: January 4, 2011 : : 5,471 7,941 -2,022 3,228 491 401 -3,185 673 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 20.9 10.3 37.5 15.5 6.2 13.4 6.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 11 . 8 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 817,792 : : Positions : : 52,438 86,841 241,871 54,283 73,403 120,325 216,441 169,398 17,867 120,786 58,426 : : : : Changes from: January 4, 2011 : : 1,965 6,501 23,320 -695 12,343 8,131 14,548 2,404 731 13,341 -976 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 10.6 29.6 6.6 9.0 14.7 26.5 20.7 2.2 14.8 7.1 : : : : Number of Traders in Each Category Total Traders: 280 : : 43 39 21 12 30 59 45 63 26 53 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 51,861 : : Positions : : 37,293 26,740 6,494 17,706 2,105 0 0 0 0 0 0 : : : : Changes from: January 4, 2011 : : -156 272 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 51.6 12.5 34.1 4.1 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 11, 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: January 4, 2011 : : 0 0 0 0 0 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 11, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 50,004 : : Positions : : 26,342 30,728 11,195 2,023 158 2,270 3,564 3,838 0 0 0 : : : : Changes from: January 4, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 61.5 22.4 4.0 0.3 4.5 7.1 7.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 105,587 : : Positions : : 55,822 50,386 30,366 28,482 8,843 0 11,473 1,352 0 0 0 : : : : Changes from: January 4, 2011 : : -796 0 0 0 0 0 -768 337 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 47.7 28.8 27.0 8.4 0.0 10.9 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 14 6 4 7 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 148,696 : : Positions : : 75,326 60,014 24,152 55,146 19,641 9,369 0 6,285 0 0 0 : : : : Changes from: January 4, 2011 : : 667 2,135 -259 -598 0 1,258 0 271 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 40.4 16.2 37.1 13.2 6.3 0.0 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 16 5 7 7 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 2,518,118 : : Positions : : 677,946 381,013 106,168 831,615 397,154 374,391 58,399 548,946 162,334 49,446 230,597 : : : : Changes from: January 4, 2011 : : 3,515 9,027 -4,099 -3,551 5,518 -19,373 19,757 7,618 23,949 -21,466 7,680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 15.1 4.2 33.0 15.8 14.9 2.3 21.8 6.4 2.0 9.2 : : : : Number of Traders in Each Category Total Traders: 171 : : 70 57 12 19 27 20 16 35 18 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 966,422 : : Positions : : 167,233 149,627 169,968 281,813 271,114 115,217 46,639 84,946 67,837 41,355 85,759 : : : : Changes from: January 4, 2011 : : 3,379 541 3,458 21,193 6,763 10,150 587 -2,603 7,941 1,514 2,501 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 15.5 17.6 29.2 28.1 11.9 4.8 8.8 7.0 4.3 8.9 : : : : Number of Traders in Each Category Total Traders: 96 : : 19 18 11 11 18 16 9 18 19 9 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 26,391 : : Positions : : 23,663 16,428 230 8,081 1,518 264 0 98 245 0 0 : : : : Changes from: January 4, 2011 : : -1,091 -746 -5 -205 -506 -233 -300 0 70 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 62.2 0.9 30.6 5.8 1.0 0.0 0.4 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 30 . 6 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 16,678 : : Positions : : 15,446 7,991 85 7,723 403 0 0 105 495 0 0 : : : : Changes from: January 4, 2011 : : 135 155 -50 55 112 -5 0 5 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 47.9 0.5 46.3 2.4 0.0 0.0 0.6 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . 5 4 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 7,644 : : Positions : : 5,762 4,595 177 1,293 1,199 0 0 0 180 0 0 : : : : Changes from: January 4, 2011 : : -128 -93 -45 25 95 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 60.1 2.3 16.9 15.7 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . 5 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 10,387 : : Positions : : 9,351 6,210 270 2,918 207 0 0 0 0 0 0 : : : : Changes from: January 4, 2011 : : 125 -160 45 46 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 59.8 2.6 28.1 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 14, 2011