Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 4,591,159 : : Positions : :1,734,020 848,030 154,344 1,316,943 549,520 374,425 29,917 1,383,993 15,378 95,674 350,288 : : : : Changes from: February 1, 2011 : : 72,018 23,334 23,140 -49,815 8,964 -69,906 5,722 -14,645 -20,368 28,759 21,611 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 18.5 3.4 28.7 12.0 8.2 0.7 30.1 0.3 2.1 7.6 : : : : Number of Traders in Each Category Total Traders: 222 : : 101 94 11 25 32 26 12 34 14 25 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 367,217 : : Positions : : 201,478 263,186 54,106 18,664 57,388 20,066 10,808 12,170 2,677 0 431 : : : : Changes from: February 1, 2011 : : -10,467 -8,864 2,875 -3,520 -1,128 -4,932 -873 2,657 -455 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 71.7 14.7 5.1 15.6 5.5 2.9 3.3 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 21 6 6 9 5 4 8 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 189,377 : : Positions : : 158,875 94,317 7,649 70,719 11,399 2,863 2,147 4,816 0 0 0 : : : : Changes from: February 1, 2011 : : -2,656 -6,009 748 1,726 -360 -1,236 -52 1,124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 49.8 4.0 37.3 6.0 1.5 1.1 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 20 . 10 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 318,547 : : Positions : : 194,003 102,206 36,347 146,924 52,386 23,959 5,463 6,562 0 0 0 : : : : Changes from: February 1, 2011 : : -11,680 -15,821 -1,789 5,260 -10,420 3,476 -335 -2,612 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 32.1 11.4 46.1 16.4 7.5 1.7 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 17 5 10 14 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 720,570 : : Positions : : 504,575 280,083 84,422 286,170 75,862 12,453 37,365 38,290 0 371 764 : : : : Changes from: February 1, 2011 : : -16,104 -597 1,923 -21,098 -2,781 427 10,095 -3,818 -127 272 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 38.9 11.7 39.7 10.5 1.7 5.2 5.3 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 70 : : 37 30 8 13 19 . 5 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 189,149 : : Positions : : 132,749 119,064 19,190 46,995 4,661 15,222 1,125 8,500 0 0 0 : : : : Changes from: February 1, 2011 : : -3,388 -8,223 -311 -784 -597 -6,069 -51 680 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 62.9 10.1 24.8 2.5 8.0 0.6 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 21 4 . 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 329,027 : : Positions : : 222,640 167,090 25,838 70,301 25,895 15,902 27,544 29,898 0 0 0 : : : : Changes from: February 1, 2011 : : -13,335 -18,317 -458 -7,260 -860 -2,353 9,043 -8,561 -348 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 50.8 7.9 21.4 7.9 4.8 8.4 9.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 22 4 12 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 183,903 : : Positions : : 135,239 57,920 11,477 63,468 18,397 4,996 28,540 5,987 0 2,400 0 : : : : Changes from: February 1, 2011 : : -4,364 -4,726 -103 2,167 -2,593 -631 -4,890 -1,421 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 31.5 6.2 34.5 10.0 2.7 15.5 3.3 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 11 . 10 7 . 4 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 898,069 : : Positions : : 56,432 91,510 259,295 39,069 74,638 118,228 259,770 210,150 25,524 109,236 75,001 : : : : Changes from: February 1, 2011 : : 4,455 -1,005 7,344 637 13,385 -2,133 19,122 25,462 6,296 -8,837 14,447 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.3 10.2 28.9 4.4 8.3 13.2 28.9 23.4 2.8 12.2 8.4 : : : : Number of Traders in Each Category Total Traders: 303 : : 47 40 23 13 31 56 63 72 36 41 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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: February 1, 2011 : : 0 0 0 0 0 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 8, 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 53,475 : : Positions : : 26,880 26,088 11,114 18,139 4,703 0 0 0 0 0 0 : : : : Changes from: February 1, 2011 : : -2,640 -1,604 -176 -1,232 -56 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 48.8 20.8 33.9 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 45,766 : : Positions : : 23,188 30,662 10,887 1,571 158 2,326 1,811 3,354 0 0 0 : : : : Changes from: February 1, 2011 : : -2,312 -2,072 -308 -452 0 56 -505 -484 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 67.0 23.8 3.4 0.3 5.1 4.0 7.3 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 8, 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 100,023 : : Positions : : 52,985 49,542 28,142 27,603 8,703 0 8,593 2,030 0 0 0 : : : : Changes from: February 1, 2011 : : -428 0 0 0 0 0 -428 31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 49.5 28.1 27.6 8.7 0.0 8.6 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 8, 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 148,698 : : Positions : : 74,702 60,425 25,623 56,446 20,142 10,401 0 3,686 0 0 0 : : : : Changes from: February 1, 2011 : : 394 -561 0 0 0 -166 0 57 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 40.6 17.2 38.0 13.5 7.0 0.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 14 6 6 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 2,573,928 : : Positions : : 691,792 379,790 123,926 870,194 412,154 343,925 34,776 558,321 172,795 42,812 255,854 : : : : Changes from: February 1, 2011 : : 10,142 5,186 -493 16,816 14,413 10,424 -1,403 13,246 947 220 -6,655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 14.8 4.8 33.8 16.0 13.4 1.4 21.7 6.7 1.7 9.9 : : : : Number of Traders in Each Category Total Traders: 171 : : 71 56 11 20 28 21 12 34 20 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 1,003,255 : : Positions : : 158,911 167,017 182,493 288,114 274,519 127,015 45,848 76,980 66,795 33,907 113,038 : : : : Changes from: February 1, 2011 : : -2,967 7,921 -462 -13,612 10,863 19,317 1,596 -5,880 -1,242 17,832 2,017 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 16.6 18.2 28.7 27.4 12.7 4.6 7.7 6.7 3.4 11.3 : : : : Number of Traders in Each Category Total Traders: 100 : : 20 19 11 11 18 14 13 18 13 15 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 23,751 : : Positions : : 21,315 14,258 275 8,001 1,111 211 25 106 315 0 0 : : : : Changes from: February 1, 2011 : : -3,714 -3,635 -25 -271 -337 -118 25 33 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 60.0 1.2 33.7 4.7 0.9 0.1 0.4 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 24 . 6 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 16,512 : : Positions : : 14,608 7,991 115 7,561 475 366 0 0 555 0 0 : : : : Changes from: February 1, 2011 : : -184 406 45 -25 25 366 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 48.4 0.7 45.8 2.9 2.2 0.0 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 5 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 6,986 : : Positions : : 5,047 3,868 356 1,038 1,167 0 0 0 0 0 0 : : : : Changes from: February 1, 2011 : : -133 -108 24 -15 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 55.4 5.1 14.9 16.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 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 10,827 : : Positions : : 9,554 6,861 514 2,818 185 0 0 0 0 0 0 : : : : Changes from: February 1, 2011 : : 296 464 -20 -100 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 63.4 4.7 26.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 11, 2011