Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 4,566,168 : : Positions : :1,662,002 824,696 131,204 1,366,758 540,556 444,331 24,195 1,398,638 35,746 66,915 328,677 : : : : Changes from: January 25, 2011 : : -128,748 -95,635 -1,573 -70,297 -5,990 -45,293 1,578 -22,478 9,055 -2,359 -15,875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 18.1 2.9 29.9 11.8 9.7 0.5 30.6 0.8 1.5 7.2 : : : : Number of Traders in Each Category Total Traders: 217 : : 99 92 11 24 31 26 12 36 20 16 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 379,374 : : Positions : : 211,945 272,050 51,231 22,184 58,516 24,998 11,681 9,513 3,132 0 276 : : : : Changes from: January 25, 2011 : : 317 -12,733 11,483 552 -116 -23,353 -1,272 1,528 -1,415 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 71.7 13.5 5.8 15.4 6.6 3.1 2.5 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 25 6 6 9 5 4 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 191,482 : : Positions : : 161,531 100,326 6,901 68,993 11,759 4,099 2,199 3,692 0 0 0 : : : : Changes from: January 25, 2011 : : 5,429 -1,978 -4,024 6,139 -1,103 1,112 -1,668 -1,041 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 52.4 3.6 36.0 6.1 2.1 1.1 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 23 . 10 10 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 342,573 : : Positions : : 205,683 118,027 38,136 141,664 62,806 20,483 5,798 9,174 0 0 0 : : : : Changes from: January 25, 2011 : : -769 -2,683 535 2,990 233 2,247 2,029 -305 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 34.5 11.1 41.4 18.3 6.0 1.7 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 19 . 11 13 5 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 744,771 : : Positions : : 520,679 280,680 82,499 307,268 78,643 12,026 27,270 42,108 127 99 852 : : : : Changes from: January 25, 2011 : : 6,205 911 -2,664 -1,448 -1,950 2,101 6,311 4,342 127 -760 427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 37.7 11.1 41.3 10.6 1.6 3.7 5.7 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 29 7 14 19 . 5 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 198,282 : : Positions : : 136,137 127,287 19,501 47,779 5,258 21,291 1,176 7,820 0 0 0 : : : : Changes from: January 25, 2011 : : -2,484 811 611 -493 152 1,647 -988 576 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 64.2 9.8 24.1 2.7 10.7 0.6 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 24 4 . 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 353,690 : : Positions : : 235,975 185,407 26,296 77,561 26,755 18,255 18,501 38,459 348 0 0 : : : : Changes from: January 25, 2011 : : 5,607 10,788 898 2,554 -1,806 5,054 -1,376 -787 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 52.4 7.4 21.9 7.6 5.2 5.2 10.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 27 4 13 11 . . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 194,045 : : Positions : : 139,603 62,646 11,580 61,301 20,990 5,627 33,430 7,408 0 2,400 0 : : : : Changes from: January 25, 2011 : : 10,789 12,030 335 3,934 -339 -3,396 -7,163 1,538 0 -856 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 32.3 6.0 31.6 10.8 2.9 17.2 3.8 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 16 . 11 8 . 4 5 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 831,568 : : Positions : : 51,977 92,515 251,951 38,432 61,253 120,361 240,648 184,688 19,228 118,073 60,554 : : : : Changes from: January 25, 2011 : : -3,515 -1,926 7,954 -4,653 -5,207 519 17,042 -2,054 3,780 -4,134 -4,836 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.3 11.1 30.3 4.6 7.4 14.5 28.9 22.2 2.3 14.2 7.3 : : : : Number of Traders in Each Category Total Traders: 283 : : 45 38 22 11 30 52 57 70 25 50 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 46,435 : : Positions : : 34,127 22,610 4,578 17,202 2,097 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : -1,344 -2,308 -1,916 -504 -8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 48.7 9.9 37.0 4.5 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 February 1, 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 56,199 : : Positions : : 29,520 27,692 11,290 19,371 4,759 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : 304 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 49.3 20.1 34.5 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 49,850 : : Positions : : 25,500 32,734 11,195 2,023 158 2,270 2,316 3,838 0 0 0 : : : : Changes from: January 25, 2011 : : 0 428 0 0 0 0 -428 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 65.7 22.5 4.1 0.3 4.6 4.6 7.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 60,489 : : Positions : : 31,383 4,604 8,340 39,628 3,737 152 1,030 4,224 0 0 0 : : : : Changes from: January 25, 2011 : : 0 0 0 0 0 62 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 7.6 13.8 65.5 6.2 0.3 1.7 7.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 100,420 : : Positions : : 53,413 49,542 28,142 27,603 8,703 0 9,021 1,999 0 0 0 : : : : Changes from: January 25, 2011 : : -2,409 -2,780 -1,368 -755 -140 0 -986 -248 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 49.3 28.0 27.5 8.7 0.0 9.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 15 6 4 7 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 149,024 : : Positions : : 74,308 60,986 25,623 56,446 20,142 10,567 0 3,629 0 0 0 : : : : Changes from: January 25, 2011 : : -3,639 -3,762 -2,110 -1,792 212 -568 0 -852 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 40.9 17.2 37.9 13.5 7.1 0.0 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 13 6 6 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 2,531,989 : : Positions : : 681,650 374,604 124,419 853,378 397,741 333,501 36,179 545,075 171,848 42,592 262,509 : : : : Changes from: January 25, 2011 : : -31,527 -34,563 14,750 -5,819 -11,056 -18,145 -11,061 13,181 -13,216 2,796 -8,952 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 14.8 4.9 33.7 15.7 13.2 1.4 21.5 6.8 1.7 10.4 : : : : Number of Traders in Each Category Total Traders: 170 : : 70 55 11 20 28 20 14 33 21 10 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 982,964 : : Positions : : 161,878 159,096 182,955 301,726 263,656 107,698 44,252 82,860 68,037 16,075 111,021 : : : : Changes from: January 25, 2011 : : -8,432 -7,610 4,101 1,913 -23,415 -17,691 -610 -8,825 -3,204 -17,973 -7,753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 16.2 18.6 30.7 26.8 11.0 4.5 8.4 6.9 1.6 11.3 : : : : Number of Traders in Each Category Total Traders: 97 : : 19 19 12 10 18 14 11 18 15 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 27,977 : : Positions : : 25,029 17,893 300 8,272 1,448 329 0 73 410 0 0 : : : : Changes from: January 25, 2011 : : 666 728 70 38 25 -40 0 -8 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 64.0 1.1 29.6 5.2 1.2 0.0 0.3 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 27 . 6 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 16,061 : : Positions : : 14,792 7,585 70 7,586 450 0 0 0 515 0 0 : : : : Changes from: January 25, 2011 : : -955 -685 -15 -304 25 0 -10 -75 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 47.2 0.4 47.2 2.8 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 7,040 : : Positions : : 5,180 3,976 332 1,053 1,152 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : -731 -995 167 157 -441 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 56.5 4.7 15.0 16.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 10,476 : : Positions : : 9,258 6,397 534 2,918 135 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : -335 -355 264 -95 -52 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 61.1 5.1 27.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 4, 2011