Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 4,540,077 : : Positions : :1,620,650 873,435 173,590 1,084,809 640,535 273,872 87,033 1,410,757 33,917 62,445 354,972 : : : : Changes from: March 1, 2011 : : 628 10,601 -4,810 -37,334 23,959 -24,415 26,159 27,668 1,228 -31,096 1,472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 19.2 3.8 23.9 14.1 6.0 1.9 31.1 0.7 1.4 7.8 : : : : Number of Traders in Each Category Total Traders: 215 : : 94 90 11 24 30 23 12 36 18 20 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 367,814 : : Positions : : 214,273 239,381 35,948 21,035 59,493 7,050 16,708 27,827 1,519 0 756 : : : : Changes from: March 1, 2011 : : -2,054 -15,791 -7,097 -439 -3,722 -14,582 -45 9,587 1,433 0 -444 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 65.1 9.8 5.7 16.2 1.9 4.5 7.6 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 22 4 8 9 4 6 9 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 185,955 : : Positions : : 155,105 95,645 5,950 62,044 11,625 1,321 3,811 6,854 0 0 0 : : : : Changes from: March 1, 2011 : : -13,459 -10,082 1,158 -2,652 -2,218 -643 571 728 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 51.4 3.2 33.4 6.3 0.7 2.0 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 20 . 9 9 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 310,047 : : Positions : : 199,421 92,339 30,956 155,605 41,278 25,996 10,124 4,408 0 63 460 : : : : Changes from: March 1, 2011 : : -12,606 -19,930 -5,223 -4,513 -1,621 -4,146 1,570 -2,201 0 -64 -122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 29.8 10.0 50.2 13.3 8.4 3.3 1.4 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 19 5 9 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 702,460 : : Positions : : 473,446 256,740 84,135 266,243 86,990 4,654 33,229 47,461 563 5,772 1,199 : : : : Changes from: March 1, 2011 : : -26,894 -23,808 -2,285 -13,862 2,260 -2,677 -3,672 -3,909 563 4,935 -387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 36.5 12.0 37.9 12.4 0.7 4.7 6.8 0.1 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 35 26 7 13 19 4 5 9 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 179,542 : : Positions : : 124,415 114,553 22,447 47,244 5,085 16,627 0 730 0 0 0 : : : : Changes from: March 1, 2011 : : -12,802 -12,393 993 -1,611 -219 -3,338 -2,235 -1,346 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 63.8 12.5 26.3 2.8 9.3 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 5 . 4 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 321,671 : : Positions : : 226,581 152,983 36,176 68,316 22,454 18,140 59,787 6,282 0 0 0 : : : : Changes from: March 1, 2011 : : -11,283 -17,213 5,465 -6,200 -4,270 763 13,369 -8,130 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 47.6 11.2 21.2 7.0 5.6 18.6 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 20 6 11 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 180,940 : : Positions : : 134,013 57,572 6,769 60,238 22,854 2,382 27,389 7,136 29 0 308 : : : : Changes from: March 1, 2011 : : -2,815 6,819 -4,383 -254 -96 -991 -13,633 703 29 0 308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 31.8 3.7 33.3 12.6 1.3 15.1 3.9 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 14 . 11 6 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 956,442 : : Positions : : 65,682 95,953 277,265 22,022 97,117 104,898 296,084 229,240 28,083 91,411 71,916 : : : : Changes from: March 1, 2011 : : -1,516 2,987 1,541 976 8,465 -1,048 -17,275 -16,091 -7,884 3,026 -10,728 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 10.0 29.0 2.3 10.2 11.0 31.0 24.0 2.9 9.6 7.5 : : : : Number of Traders in Each Category Total Traders: 295 : : 39 36 20 12 27 52 81 71 32 43 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 52,275 : : Positions : : 25,959 26,780 10,866 17,140 4,641 0 0 0 0 0 0 : : : : Changes from: March 1, 2011 : : -2,139 -1,078 -248 -1,364 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 51.2 20.8 32.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 43,960 : : Positions : : 22,149 29,765 10,786 642 590 2,938 2,522 2,174 0 0 0 : : : : Changes from: March 1, 2011 : : -5,114 -3,392 -163 -497 0 358 37 -401 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 67.7 24.5 1.5 1.3 6.7 5.7 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 95,124 : : Positions : : 50,757 44,455 26,462 27,463 8,066 0 8,328 2,396 0 0 0 : : : : Changes from: March 1, 2011 : : 0 -1,006 0 0 0 -290 -410 290 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 46.7 27.8 28.9 8.5 0.0 8.8 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 11 5 5 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 143,246 : : Positions : : 72,291 59,424 23,893 54,675 19,659 10,840 0 2,596 0 0 0 : : : : Changes from: March 1, 2011 : : 96 -212 0 0 0 -988 0 442 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 41.5 16.7 38.2 13.7 7.6 0.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 13 5 7 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 2,548,265 : : Positions : : 722,586 363,755 108,892 880,090 404,585 371,557 26,429 529,976 141,919 76,091 244,447 : : : : Changes from: March 1, 2011 : : 10,179 3,360 -2,545 -4,089 -7,766 4,521 -4,344 -19,367 -7,899 9,599 -3,257 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 14.3 4.3 34.5 15.9 14.6 1.0 20.8 5.6 3.0 9.6 : : : : Number of Traders in Each Category Total Traders: 168 : : 70 54 10 19 26 21 13 35 17 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 1,001,854 : : Positions : : 157,814 156,190 178,630 280,724 281,718 97,637 53,800 87,968 83,191 26,669 110,747 : : : : Changes from: March 1, 2011 : : 5,376 -874 -5,378 -3,715 16,155 -7,864 720 14,458 13,535 9,286 -1,184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 15.6 17.8 28.0 28.1 9.7 5.4 8.8 8.3 2.7 11.1 : : : : Number of Traders in Each Category Total Traders: 95 : : 20 15 10 12 18 14 10 18 17 11 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 22,267 : : Positions : : 20,575 13,152 195 7,979 710 129 140 31 295 0 0 : : : : Changes from: March 1, 2011 : : -1,390 -1,257 -105 -361 -238 -107 0 16 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 59.1 0.9 35.8 3.2 0.6 0.6 0.1 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 25 . 6 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 16,379 : : Positions : : 14,698 7,863 25 7,590 397 366 80 10 585 0 0 : : : : Changes from: March 1, 2011 : : 435 240 0 15 0 -130 80 -25 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 48.0 0.2 46.3 2.4 2.2 0.5 0.1 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 5 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 7,534 : : Positions : : 5,530 3,868 443 2,078 782 0 5 145 0 0 0 : : : : Changes from: March 1, 2011 : : 23 479 276 -34 81 0 5 60 0 -17 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 51.3 5.9 27.6 10.4 0.0 0.1 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . 6 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 10,739 : : Positions : : 8,971 6,591 595 3,094 453 0 0 0 0 0 0 : : : : Changes from: March 1, 2011 : : -170 200 60 -175 195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 61.4 5.5 28.8 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 4 4 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 11, 2011