Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 4,671,128 : : Positions : :1,732,479 920,422 155,627 1,257,126 613,742 377,772 35,813 1,363,737 27,307 111,198 353,084 : : : : Changes from: February 15, 2011 : : -20,238 18,926 -15,831 -29,819 37,036 -9,592 1,767 12,352 9,301 -6,592 -4,962 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 19.7 3.3 26.9 13.1 8.1 0.8 29.2 0.6 2.4 7.6 : : : : Number of Traders in Each Category Total Traders: 214 : : 99 90 10 24 30 23 13 35 9 28 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 377,959 : : Positions : : 212,935 255,127 50,224 17,135 63,018 8,916 15,743 21,380 2,159 0 922 : : : : Changes from: February 15, 2011 : : 8,261 -892 -2,206 1,173 2,540 -2,561 3,275 1,598 30 0 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 67.5 13.3 4.5 16.7 2.4 4.2 5.7 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 24 6 6 8 4 4 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 200,766 : : Positions : : 169,239 104,988 6,198 67,838 13,808 964 4,078 5,128 0 0 0 : : : : Changes from: February 15, 2011 : : -2,262 2,827 3,106 -6,368 3,200 -1,015 1,952 -175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 52.3 3.1 33.8 6.9 0.5 2.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 . 9 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 315,710 : : Positions : : 196,079 93,818 37,912 161,553 39,931 29,243 8,834 5,771 0 125 520 : : : : Changes from: February 15, 2011 : : 3,700 -5,662 -1,237 11,105 -7,845 2,470 1,166 -436 0 125 520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 29.7 12.0 51.2 12.6 9.3 2.8 1.8 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 19 5 10 14 4 . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 731,203 : : Positions : : 512,827 277,304 79,904 286,365 80,082 8,635 38,385 44,943 0 620 1,527 : : : : Changes from: February 15, 2011 : : -5,271 -2,165 2,429 -5,767 3,191 -3,545 -19 2,583 -54 289 419 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 37.9 10.9 39.2 11.0 1.2 5.2 6.1 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 37 29 6 15 20 4 5 9 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 188,973 : : Positions : : 132,344 122,085 17,883 48,124 6,246 19,727 0 3,049 0 0 0 : : : : Changes from: February 15, 2011 : : 3,578 4,046 -1,592 183 920 1,754 -1,849 -644 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 64.6 9.5 25.5 3.3 10.4 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 20 4 . 4 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 329,419 : : Positions : : 229,586 164,387 30,250 73,186 25,559 14,756 41,888 18,162 0 0 0 : : : : Changes from: February 15, 2011 : : 1,572 -298 335 1,585 -304 -2,664 -1,457 -1,035 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 49.9 9.2 22.2 7.8 4.5 12.7 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 22 6 11 11 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 184,627 : : Positions : : 132,797 57,230 10,322 59,706 22,798 4,599 29,007 6,098 0 2,256 62 : : : : Changes from: February 15, 2011 : : 184 -1,805 861 -1,434 1,279 -1,623 2,877 336 0 92 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 31.0 5.6 32.3 12.3 2.5 15.7 3.3 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 11 . 10 6 . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 960,208 : : Positions : : 66,308 91,611 272,049 22,908 91,312 102,366 290,976 238,366 34,788 103,461 78,359 : : : : Changes from: February 15, 2011 : : 1,241 -5,154 2,565 -6,242 3,183 -4,501 10,675 12,367 5,339 610 -2,187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 9.5 28.3 2.4 9.5 10.7 30.3 24.8 3.6 10.8 8.2 : : : : Number of Traders in Each Category Total Traders: 314 : : 44 37 21 12 30 52 80 73 40 44 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 46,097 : : Positions : : 33,851 22,362 4,578 17,202 2,097 0 0 0 0 0 0 : : : : Changes from: February 15, 2011 : : -276 -248 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 48.5 9.9 37.3 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 22, 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 54,026 : : Positions : : 26,880 26,088 11,114 18,504 4,703 0 0 0 0 0 0 : : : : Changes from: February 15, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 48.3 20.6 34.3 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 22, 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 48,070 : : Positions : : 27,263 31,445 10,949 1,571 158 2,326 4,367 2,625 0 0 0 : : : : Changes from: February 15, 2011 : : 1,712 0 0 0 0 0 1,712 -772 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 65.4 22.8 3.3 0.3 4.8 9.1 5.5 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 22, 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 58,897 : : Positions : : 27,785 6,797 8,108 38,248 3,717 3,961 890 3,032 0 0 0 : : : : Changes from: February 15, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 11.5 13.8 64.9 6.3 6.7 1.5 5.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 100,689 : : Positions : : 53,587 50,094 27,777 27,726 8,580 445 8,786 2,106 0 0 0 : : : : Changes from: February 15, 2011 : : 908 887 0 0 0 25 108 358 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 49.8 27.6 27.5 8.5 0.4 8.7 2.1 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 22, 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 149,008 : : Positions : : 76,700 61,482 25,623 56,446 20,142 9,974 0 3,248 0 0 0 : : : : Changes from: February 15, 2011 : : 641 370 0 0 0 421 0 -134 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 41.3 17.2 37.9 13.5 6.7 0.0 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 6 6 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 2,651,082 : : Positions : : 743,138 404,503 110,888 850,627 435,101 342,246 44,957 573,974 163,917 60,330 258,454 : : : : Changes from: February 15, 2011 : : 18,625 7,804 -3,813 -2,233 9,959 3,734 9,569 -11,103 1,229 7,402 3,576 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 15.3 4.2 32.1 16.4 12.9 1.7 21.7 6.2 2.3 9.7 : : : : Number of Traders in Each Category Total Traders: 180 : : 77 60 11 19 27 21 15 34 20 13 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 1,072,329 : : Positions : : 169,381 179,110 176,615 271,012 312,301 137,061 49,685 85,439 59,938 43,949 126,423 : : : : Changes from: February 15, 2011 : : 3,893 2,125 -2,439 7,917 15,307 4,976 3,866 6,030 12,588 5,081 -4,390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 16.7 16.5 25.3 29.1 12.8 4.6 8.0 5.6 4.1 11.8 : : : : Number of Traders in Each Category Total Traders: 99 : : 20 16 10 12 19 17 10 18 12 17 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 23,706 : : Positions : : 21,502 14,116 375 8,320 895 226 30 35 395 0 0 : : : : Changes from: February 15, 2011 : : 220 50 25 190 -196 75 0 -6 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 59.5 1.6 35.1 3.8 1.0 0.1 0.1 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 24 . 6 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 16,997 : : Positions : : 14,998 8,366 95 7,621 475 481 0 50 610 0 0 : : : : Changes from: February 15, 2011 : : 110 220 0 0 0 55 0 5 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 49.2 0.6 44.8 2.8 2.8 0.0 0.3 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 5 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 7,322 : : Positions : : 5,397 4,033 356 1,442 1,143 0 0 0 0 0 0 : : : : Changes from: February 15, 2011 : : 280 125 0 120 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 55.1 4.9 19.7 15.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 11,373 : : Positions : : 9,979 7,019 514 2,862 185 0 0 0 30 0 0 : : : : Changes from: February 15, 2011 : : 350 408 0 44 -15 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 61.7 4.5 25.2 1.6 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 25, 2011