Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 4,484,453 : : Positions : :1,744,694 908,800 119,800 1,323,633 528,642 457,108 44,963 1,255,308 20,951 71,063 333,051 : : : : Changes from: January 11, 2011 : : 11,844 3,035 15,053 31,593 21,968 41,219 1,752 86,918 -20,800 8,751 1,257 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 20.3 2.7 29.5 11.8 10.2 1.0 28.0 0.5 1.6 7.4 : : : : Number of Traders in Each Category Total Traders: 219 : : 98 90 10 25 32 25 13 37 13 22 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 363,810 : : Positions : : 202,104 254,562 35,972 17,410 64,376 36,865 19,564 3,694 2,405 0 306 : : : : Changes from: January 11, 2011 : : 14,410 23,919 -113 -1,495 538 10,731 4,866 -2,967 1,002 0 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 70.0 9.9 4.8 17.7 10.1 5.4 1.0 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 25 5 7 10 4 4 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 180,116 : : Positions : : 149,017 99,799 7,287 55,606 11,495 3,677 4,031 4,290 0 0 0 : : : : Changes from: January 11, 2011 : : 4,974 268 -447 2,877 -2,610 -1,936 -429 217 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 55.4 4.0 30.9 6.4 2.0 2.2 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 22 . 10 9 . 4 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 345,318 : : Positions : : 212,952 117,118 35,840 137,262 67,293 11,175 5,199 14,155 0 154 366 : : : : Changes from: January 11, 2011 : : -3,480 -504 -1,282 95 2,752 2,938 -285 -3,183 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 33.9 10.4 39.7 19.5 3.2 1.5 4.1 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 19 4 10 13 . 4 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 698,237 : : Positions : : 488,027 252,258 86,112 319,826 76,041 11,325 15,643 31,476 0 0 0 : : : : Changes from: January 11, 2011 : : 22,602 4,004 -412 14,636 379 -3,907 -1,142 3,690 0 -181 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 36.1 12.3 45.8 10.9 1.6 2.2 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 38 27 8 13 19 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 198,748 : : Positions : : 144,710 126,297 19,508 48,772 3,632 13,564 1,898 10,130 0 0 0 : : : : Changes from: January 11, 2011 : : 2,946 1,673 159 2,164 672 1,358 975 522 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 63.5 9.8 24.5 1.8 6.8 1.0 5.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 22 . 4 4 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 334,075 : : Positions : : 231,429 162,857 25,874 76,782 25,396 12,745 30,405 31,673 0 0 0 : : : : Changes from: January 11, 2011 : : -602 12,123 -167 -6,972 893 -3,402 -10,687 7,762 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 48.7 7.7 23.0 7.6 3.8 9.1 9.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 25 5 13 12 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 142,311 : : Positions : : 87,074 39,570 12,835 48,026 19,555 9,350 20,752 6,089 0 1,138 0 : : : : Changes from: January 11, 2011 : : 15,459 13,036 -312 270 -173 1,417 3,690 -1,683 0 1,138 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 27.8 9.0 33.7 13.7 6.6 14.6 4.3 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 11 . 8 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 852,133 : : Positions : : 56,372 94,139 256,085 43,288 75,515 118,967 237,447 177,092 19,707 122,790 65,666 : : : : Changes from: January 11, 2011 : : 3,934 7,298 14,214 -10,995 2,112 -1,358 21,006 7,694 1,840 2,004 7,240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 11.0 30.1 5.1 8.9 14.0 27.9 20.8 2.3 14.4 7.7 : : : : Number of Traders in Each Category Total Traders: 288 : : 48 41 21 14 30 55 49 63 27 50 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 50,149 : : Positions : : 35,581 25,028 6,494 17,706 2,105 0 0 0 0 0 0 : : : : Changes from: January 11, 2011 : : -1,712 -1,712 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 49.9 12.9 35.3 4.2 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 18, 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 54,207 : : Positions : : 27,100 26,984 11,290 19,371 4,759 0 0 0 0 0 0 : : : : Changes from: January 11, 2011 : : -304 428 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 49.8 20.8 35.7 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 18, 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 31,156 11,195 2,023 158 2,270 3,136 3,838 0 0 0 : : : : Changes from: January 11, 2011 : : 0 428 0 0 0 0 -428 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 62.3 22.4 4.0 0.3 4.5 6.3 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 18, 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 105,023 : : Positions : : 55,822 49,884 29,510 28,482 8,843 0 11,219 1,532 0 0 0 : : : : Changes from: January 11, 2011 : : 0 -502 -856 0 0 0 -254 180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 47.5 28.1 27.1 8.4 0.0 10.7 1.5 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 18, 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 152,330 : : Positions : : 77,455 62,732 24,152 56,002 20,781 10,648 0 5,157 0 0 0 : : : : Changes from: January 11, 2011 : : 2,129 2,718 0 856 1,140 1,279 0 -1,128 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 41.2 15.9 36.8 13.6 7.0 0.0 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 16 5 7 6 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 2,547,567 : : Positions : : 686,853 389,021 108,134 853,742 398,848 372,834 57,376 528,368 173,972 41,618 258,447 : : : : Changes from: January 11, 2011 : : 8,907 8,008 1,966 22,127 1,694 -1,557 -1,023 -20,578 11,638 -7,828 27,850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 15.3 4.2 33.5 15.7 14.6 2.3 20.7 6.8 1.6 10.1 : : : : Number of Traders in Each Category Total Traders: 173 : : 72 57 12 19 27 21 14 35 21 9 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 986,086 : : Positions : : 165,050 154,056 168,295 280,475 279,157 107,743 47,064 91,977 70,615 29,796 99,500 : : : : Changes from: January 11, 2011 : : -2,183 4,429 -1,673 -1,338 8,043 -7,474 425 7,031 2,778 -11,559 13,741 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 15.6 17.1 28.4 28.3 10.9 4.8 9.3 7.2 3.0 10.1 : : : : Number of Traders in Each Category Total Traders: 99 : : 20 19 11 11 18 16 10 19 18 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 26,953 : : Positions : : 24,282 16,895 230 8,203 1,488 234 0 101 245 0 0 : : : : Changes from: January 11, 2011 : : 619 467 0 122 -30 -30 0 3 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 62.7 0.9 30.4 5.5 0.9 0.0 0.4 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 29 . 6 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 16,713 : : Positions : : 15,531 8,071 85 7,723 403 25 0 60 465 0 0 : : : : Changes from: January 11, 2011 : : 85 80 0 0 0 25 0 -45 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 48.3 0.5 46.2 2.4 0.1 0.0 0.4 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . 5 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 7,855 : : Positions : : 5,791 4,671 140 1,211 1,344 0 0 0 180 0 0 : : : : Changes from: January 11, 2011 : : 29 76 -37 -82 145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 59.5 1.8 15.4 17.1 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . 6 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 18, 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 10,677 : : Positions : : 9,481 6,515 270 3,038 187 0 0 0 0 0 0 : : : : Changes from: January 11, 2011 : : 130 305 0 120 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 61.0 2.5 28.5 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 21, 2011