Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 4,642,292 : : Positions : :1,752,717 901,496 171,458 1,286,945 576,706 387,364 34,046 1,351,385 18,006 117,790 358,046 : : : : Changes from: February 8, 2011 : : 18,697 53,466 17,114 -29,998 27,186 12,939 4,129 -32,608 2,628 22,116 7,758 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 19.4 3.7 27.7 12.4 8.3 0.7 29.1 0.4 2.5 7.7 : : : : Number of Traders in Each Category Total Traders: 215 : : 98 91 11 25 33 23 12 33 9 29 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 369,412 : : Positions : : 204,674 256,019 52,430 15,962 60,478 11,477 12,468 19,782 2,129 0 956 : : : : Changes from: February 8, 2011 : : 3,196 -7,167 -1,676 -2,702 3,090 -8,589 1,660 7,612 -548 0 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 69.3 14.2 4.3 16.4 3.1 3.4 5.4 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 23 6 6 9 5 5 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 199,349 : : Positions : : 171,501 102,161 3,092 74,206 10,608 1,979 2,126 5,303 0 0 0 : : : : Changes from: February 8, 2011 : : 12,626 7,844 -4,557 3,487 -791 -884 -21 487 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 51.2 1.6 37.2 5.3 1.0 1.1 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 25 . 10 9 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 317,042 : : Positions : : 192,379 99,480 39,149 150,448 47,776 26,773 7,668 6,207 0 0 0 : : : : Changes from: February 8, 2011 : : -1,624 -2,726 2,802 3,524 -4,610 2,814 2,205 -355 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 31.4 12.3 47.5 15.1 8.4 2.4 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 18 5 10 14 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 731,900 : : Positions : : 518,098 279,469 77,475 292,132 76,891 12,180 38,404 42,360 54 331 1,108 : : : : Changes from: February 8, 2011 : : 13,523 -614 -6,947 5,962 1,029 -273 1,039 4,070 54 -40 344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 38.2 10.6 39.9 10.5 1.7 5.2 5.8 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 38 29 6 15 20 . 6 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 184,764 : : Positions : : 128,766 118,039 19,475 47,941 5,326 17,973 1,849 3,693 0 0 0 : : : : Changes from: February 8, 2011 : : -3,983 -1,025 285 946 665 2,751 724 -4,807 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 63.9 10.5 25.9 2.9 9.7 1.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 20 4 . 4 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 332,034 : : Positions : : 228,014 164,685 29,915 71,601 25,863 17,420 43,345 19,197 0 0 0 : : : : Changes from: February 8, 2011 : : 5,374 -2,405 4,077 1,300 -32 1,518 15,801 -10,701 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 49.6 9.0 21.6 7.8 5.2 13.1 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 21 5 11 10 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 183,708 : : Positions : : 132,613 59,035 9,461 61,140 21,519 6,222 26,130 5,762 0 2,164 0 : : : : Changes from: February 8, 2011 : : -2,626 1,115 -2,016 -2,328 3,122 1,226 -2,410 -225 0 -236 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 32.1 5.2 33.3 11.7 3.4 14.2 3.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 11 . 10 6 . . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 944,994 : : Positions : : 65,067 96,765 269,484 29,150 88,129 106,867 280,301 225,999 29,449 102,851 80,546 : : : : Changes from: February 8, 2011 : : 8,635 5,255 10,189 -9,919 13,491 -11,361 20,531 15,849 3,925 -6,385 5,545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 10.2 28.5 3.1 9.3 11.3 29.7 23.9 3.1 10.9 8.5 : : : : Number of Traders in Each Category Total Traders: 305 : : 45 40 23 12 31 54 73 74 35 44 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 8, 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 15, 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 53,840 : : Positions : : 26,880 26,088 11,114 18,504 4,703 0 0 0 0 0 0 : : : : Changes from: February 8, 2011 : : 0 0 0 365 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 48.5 20.6 34.4 8.7 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 15, 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 47,192 : : Positions : : 25,551 31,445 10,949 1,571 158 2,326 2,655 3,397 0 0 0 : : : : Changes from: February 8, 2011 : : 2,363 783 62 0 0 0 844 43 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 66.6 23.2 3.3 0.3 4.9 5.6 7.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 99,367 : : Positions : : 52,679 49,207 27,777 27,726 8,580 420 8,678 1,748 0 0 0 : : : : Changes from: February 8, 2011 : : -306 -335 -365 123 -123 420 85 -282 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 49.5 28.0 27.9 8.6 0.4 8.7 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 15 5 5 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 149,029 : : Positions : : 76,059 61,112 25,623 56,446 20,142 9,553 0 3,382 0 0 0 : : : : Changes from: February 8, 2011 : : 1,357 687 0 0 0 -848 0 -304 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 41.0 17.2 37.9 13.5 6.4 0.0 2.3 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 15, 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 2,625,379 : : Positions : : 724,513 396,699 114,701 852,860 425,142 338,512 35,388 585,077 162,688 52,928 254,878 : : : : Changes from: February 8, 2011 : : 32,721 16,909 -9,225 -17,334 12,988 -5,413 612 26,756 -10,107 10,116 -976 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 15.1 4.4 32.5 16.2 12.9 1.3 22.3 6.2 2.0 9.7 : : : : Number of Traders in Each Category Total Traders: 177 : : 74 58 12 19 28 21 14 36 19 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 1,036,019 : : Positions : : 165,488 176,985 179,054 263,095 296,994 132,085 45,819 79,409 47,350 38,868 130,813 : : : : Changes from: February 8, 2011 : : 6,577 9,968 -3,439 -25,019 22,475 5,070 -29 2,429 -19,445 4,961 17,775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 17.1 17.3 25.4 28.7 12.7 4.4 7.7 4.6 3.8 12.6 : : : : Number of Traders in Each Category Total Traders: 99 : : 20 18 10 12 19 15 12 20 10 18 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 23,708 : : Positions : : 21,282 14,066 350 8,130 1,091 151 30 41 340 0 0 : : : : Changes from: February 8, 2011 : : -33 -192 75 129 -20 -60 5 -65 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 59.3 1.5 34.3 4.6 0.6 0.1 0.2 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 25 . 6 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 16,772 : : Positions : : 14,888 8,146 95 7,621 475 426 0 45 585 0 0 : : : : Changes from: February 8, 2011 : : 280 155 -20 60 0 60 0 45 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 48.6 0.6 45.4 2.8 2.5 0.0 0.3 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . 5 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 7,062 : : Positions : : 5,117 3,908 356 1,322 1,173 0 0 0 0 0 0 : : : : Changes from: February 8, 2011 : : 70 40 0 284 6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 55.3 5.0 18.7 16.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 15, 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 10,907 : : Positions : : 9,629 6,611 514 2,818 200 0 0 0 0 0 0 : : : : Changes from: February 8, 2011 : : 75 -250 0 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 60.6 4.7 25.8 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 18, 2011