Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 4,512,736 : : Positions : :1,620,022 862,834 178,400 1,122,143 616,576 298,287 60,874 1,383,089 32,689 93,541 353,500 : : : : Changes from: February 22, 2011 : : -112,457 -57,588 22,773 -134,983 2,834 -79,485 25,061 19,352 5,382 -17,657 416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 19.1 4.0 24.9 13.7 6.6 1.3 30.6 0.7 2.1 7.8 : : : : Number of Traders in Each Category Total Traders: 216 : : 96 90 11 23 29 24 14 36 15 24 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 379,278 : : Positions : : 216,327 255,172 43,045 21,474 63,215 21,632 16,753 18,240 86 0 1,200 : : : : Changes from: February 22, 2011 : : 3,392 45 -7,179 4,339 197 12,716 1,010 -3,140 -2,073 0 278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 67.3 11.3 5.7 16.7 5.7 4.4 4.8 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 24 5 8 9 5 5 9 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 199,320 : : Positions : : 168,564 105,727 4,792 64,696 13,843 1,964 3,240 6,126 0 0 0 : : : : Changes from: February 22, 2011 : : -675 739 -1,406 -3,142 35 1,000 -838 998 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 53.0 2.4 32.5 6.9 1.0 1.6 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 24 . 9 10 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 334,846 : : Positions : : 212,027 112,269 36,179 160,118 42,899 30,142 8,554 6,609 0 127 582 : : : : Changes from: February 22, 2011 : : 15,948 18,451 -1,733 -1,435 2,968 899 -280 838 0 2 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 33.5 10.8 47.8 12.8 9.0 2.6 2.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 21 5 10 14 4 . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 739,378 : : Positions : : 500,340 280,548 86,420 280,105 84,730 7,331 36,901 51,370 0 837 1,586 : : : : Changes from: February 22, 2011 : : -12,487 3,244 6,516 -6,260 4,648 -1,304 -1,484 6,427 0 217 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 37.9 11.7 37.9 11.5 1.0 5.0 6.9 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 37 30 6 15 19 . 7 8 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 193,301 : : Positions : : 137,217 126,946 21,454 48,855 5,304 19,965 2,235 2,076 0 0 0 : : : : Changes from: February 22, 2011 : : 4,873 4,861 3,571 731 -942 238 2,235 -973 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 65.7 11.1 25.3 2.7 10.3 1.2 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 20 5 . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 338,688 : : Positions : : 237,864 170,196 30,711 74,516 26,724 17,377 46,418 14,412 0 0 0 : : : : Changes from: February 22, 2011 : : 8,278 5,809 461 1,330 1,165 2,621 4,530 -3,750 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 50.3 9.1 22.0 7.9 5.1 13.7 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 22 5 12 11 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 187,012 : : Positions : : 136,828 50,753 11,152 60,492 22,950 3,373 41,022 6,433 0 0 0 : : : : Changes from: February 22, 2011 : : 4,031 -6,477 830 786 152 -1,226 12,015 335 0 -2,256 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 27.1 6.0 32.3 12.3 1.8 21.9 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 14 . 10 6 . 4 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 982,208 : : Positions : : 67,198 92,966 275,724 21,046 88,652 105,946 313,359 245,331 35,967 88,385 82,644 : : : : Changes from: February 22, 2011 : : 890 1,355 3,675 -1,862 -2,660 3,580 22,383 6,965 1,179 -15,076 4,285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 9.5 28.1 2.1 9.0 10.8 31.9 25.0 3.7 9.0 8.4 : : : : Number of Traders in Each Category Total Traders: 310 : : 42 36 22 10 27 55 86 75 38 35 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 55,244 : : Positions : : 28,098 27,858 11,114 18,504 4,703 0 0 0 0 0 0 : : : : Changes from: February 22, 2011 : : 1,218 1,770 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 50.4 20.1 33.5 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 March 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 48,278 : : Positions : : 27,263 33,157 10,949 1,139 590 2,580 2,485 2,575 0 0 0 : : : : Changes from: February 22, 2011 : : 0 1,712 0 -432 432 254 -1,882 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 68.7 22.7 2.4 1.2 5.3 5.1 5.3 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 March 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 59,170 : : Positions : : 27,357 7,197 8,108 38,248 3,717 4,533 890 2,866 0 0 0 : : : : Changes from: February 22, 2011 : : -428 400 0 0 0 572 0 -166 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 12.2 13.7 64.6 6.3 7.7 1.5 4.8 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 March 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 95,124 : : Positions : : 50,757 45,461 26,462 27,463 8,066 290 8,738 2,106 0 0 0 : : : : Changes from: February 22, 2011 : : -2,830 -4,633 -1,315 -263 -514 -155 -48 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 47.8 27.8 28.9 8.5 0.3 9.2 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 12 5 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 143,136 : : Positions : : 72,195 59,636 23,893 54,675 19,659 11,828 0 2,154 0 0 0 : : : : Changes from: February 22, 2011 : : -4,505 -1,846 -1,730 -1,771 -483 1,854 0 -1,094 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 41.7 16.7 38.2 13.7 8.3 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 12 5 7 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 2,574,446 : : Positions : : 712,407 360,395 111,437 884,179 412,351 367,036 30,773 549,343 149,818 66,492 247,704 : : : : Changes from: February 22, 2011 : : -30,731 -44,108 549 33,552 -22,750 24,790 -14,184 -24,631 -14,099 6,162 -10,750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 14.0 4.3 34.3 16.0 14.3 1.2 21.3 5.8 2.6 9.6 : : : : Number of Traders in Each Category Total Traders: 166 : : 68 52 10 19 26 22 14 35 17 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 967,345 : : Positions : : 152,438 157,064 184,008 284,439 265,563 105,501 53,080 73,510 69,656 17,383 111,931 : : : : Changes from: February 22, 2011 : : -16,943 -22,046 7,393 13,427 -46,738 -31,560 3,395 -11,929 9,718 -26,566 -14,492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 16.2 19.0 29.4 27.5 10.9 5.5 7.6 7.2 1.8 11.6 : : : : Number of Traders in Each Category Total Traders: 94 : : 19 15 10 12 18 15 9 19 16 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 24,162 : : Positions : : 21,965 14,409 300 8,340 948 236 140 15 420 0 0 : : : : Changes from: February 22, 2011 : : 463 293 -75 20 53 10 110 -20 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 59.6 1.2 34.5 3.9 1.0 0.6 0.1 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 23 . 6 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 16,069 : : Positions : : 14,263 7,623 25 7,575 397 496 0 35 540 0 0 : : : : Changes from: February 22, 2011 : : -735 -743 -70 -46 -78 15 0 -15 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 47.4 0.2 47.1 2.5 3.1 0.0 0.2 3.4 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 March 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 7,037 : : Positions : : 5,507 3,389 167 2,112 701 0 0 85 0 17 20 : : : : Changes from: February 22, 2011 : : 110 -644 -189 670 -442 0 0 85 0 17 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 48.2 2.4 30.0 10.0 0.0 0.0 1.2 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . 5 5 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 10,474 : : Positions : : 9,141 6,391 535 3,269 258 0 0 0 0 0 0 : : : : Changes from: February 22, 2011 : : -838 -628 21 407 73 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 61.0 5.1 31.2 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 4 5 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 4, 2011