Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 4,656,086 : : Positions : :1,730,295 910,943 161,301 1,216,870 600,495 279,251 82,165 1,433,373 83,313 57,315 335,981 : : : : Changes from: March 15, 2011 : : 82,086 51,943 -14,859 133,147 -56,175 27,199 -36,457 -18,900 50,779 2,254 -37,757 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 19.6 3.5 26.1 12.9 6.0 1.8 30.8 1.8 1.2 7.2 : : : : Number of Traders in Each Category Total Traders: 222 : : 99 96 12 26 35 22 14 34 18 17 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 370,031 : : Positions : : 224,808 234,997 39,110 25,034 58,835 5,986 25,367 22,008 1,458 0 2,010 : : : : Changes from: March 15, 2011 : : -5,587 -3,840 2,435 -904 2,147 -465 1,609 -2,422 -965 0 1,314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 63.5 10.6 6.8 15.9 1.6 6.9 5.9 0.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 25 8 6 12 4 6 8 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 184,613 : : Positions : : 149,609 101,115 7,450 57,713 12,422 3,029 2,456 7,007 0 0 0 : : : : Changes from: March 15, 2011 : : -3,885 2,782 1,870 -412 -665 1,400 -1,059 -307 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 54.8 4.0 31.3 6.7 1.6 1.3 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 22 . 9 10 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 313,191 : : Positions : : 202,555 98,503 31,588 159,409 38,669 28,706 6,541 3,541 0 37 580 : : : : Changes from: March 15, 2011 : : -871 3,652 1,606 4,157 -1,116 2,515 -2,659 -535 0 -1,160 457 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 31.5 10.1 50.9 12.3 9.2 2.1 1.1 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 20 5 9 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 715,248 : : Positions : : 486,927 254,301 82,062 262,153 96,332 1,588 53,333 40,742 0 936 1,331 : : : : Changes from: March 15, 2011 : : 18,827 1,623 1,877 -1,627 947 -3,531 22,805 -9,438 -375 -5,085 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 35.6 11.5 36.7 13.5 0.2 7.5 5.7 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 35 26 8 13 20 . 7 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 182,099 : : Positions : : 134,781 116,443 23,456 46,816 5,446 9,778 460 2,635 0 0 0 : : : : Changes from: March 15, 2011 : : 2,260 903 -91 488 485 116 -363 942 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 63.9 12.9 25.7 3.0 5.4 0.3 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 17 5 . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 327,711 : : Positions : : 228,847 156,754 35,396 68,118 22,602 16,988 56,800 12,503 0 0 0 : : : : Changes from: March 15, 2011 : : -578 8,099 2,426 780 -222 -816 -6,803 4,875 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 47.8 10.8 20.8 6.9 5.2 17.3 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 23 7 11 12 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 191,569 : : Positions : : 145,261 57,523 3,898 63,913 23,428 3,088 30,467 9,725 0 1,593 304 : : : : Changes from: March 15, 2011 : : 7,019 -3,332 -611 2,421 -886 642 4,100 1,899 0 965 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 30.0 2.0 33.4 12.2 1.6 15.9 5.1 0.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 16 . 12 7 . 4 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 897,569 : : Positions : : 62,314 104,737 266,379 31,234 77,953 110,049 246,028 208,652 16,818 118,466 70,970 : : : : Changes from: March 15, 2011 : : 1,281 7,573 -6,879 9,895 -13,105 3,142 -35,800 675 -7,042 17,376 -1,128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 11.7 29.7 3.5 8.7 12.3 27.4 23.2 1.9 13.2 7.9 : : : : Number of Traders in Each Category Total Traders: 302 : : 43 41 21 15 31 60 66 75 33 49 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 52,613 : : Positions : : 30,513 27,510 10,866 17,140 4,641 0 0 0 0 0 0 : : : : Changes from: March 15, 2011 : : 4,554 730 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 52.3 20.7 32.6 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 44,068 : : Positions : : 22,475 29,885 10,786 642 590 2,938 2,626 2,174 0 0 0 : : : : Changes from: March 15, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 67.8 24.5 1.5 1.3 6.7 6.0 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 95,124 : : Positions : : 50,757 44,455 26,462 27,463 8,066 0 8,328 2,396 0 0 0 : : : : Changes from: March 15, 2011 : : 0 0 0 0 0 0 0 0 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 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 143,967 : : Positions : : 72,986 59,265 23,893 54,675 19,659 10,287 0 3,067 0 0 0 : : : : Changes from: March 15, 2011 : : 411 1 0 0 0 -57 0 143 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 41.2 16.6 38.0 13.7 7.1 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 14 5 7 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 2,552,895 : : Positions : : 713,362 372,769 106,261 854,012 418,495 343,367 39,050 526,357 167,881 70,781 250,550 : : : : Changes from: March 15, 2011 : : -969 20,064 -143 -22,687 1,333 -19,715 10,706 14,319 23,931 -710 7,214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 14.6 4.2 33.5 16.4 13.5 1.5 20.6 6.6 2.8 9.8 : : : : Number of Traders in Each Category Total Traders: 173 : : 74 59 11 19 26 21 14 34 18 12 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 1,053,967 : : Positions : : 160,353 164,364 161,509 268,237 324,139 106,977 59,471 89,938 95,829 32,554 112,018 : : : : Changes from: March 15, 2011 : : 2,279 5,832 -7,682 -3,872 30,504 10,711 4,034 -1,946 1,107 -144 2,477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 15.6 15.3 25.5 30.8 10.1 5.6 8.5 9.1 3.1 10.6 : : : : Number of Traders in Each Category Total Traders: 103 : : 22 18 10 12 18 20 8 21 18 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 22,801 : : Positions : : 21,223 12,885 210 8,399 730 84 140 26 295 0 0 : : : : Changes from: March 15, 2011 : : 378 -492 0 570 35 0 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 56.5 0.9 36.8 3.2 0.4 0.6 0.1 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 25 . 6 8 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 16,523 : : Positions : : 14,878 7,908 25 7,650 422 366 55 30 600 0 0 : : : : Changes from: March 15, 2011 : : 180 -75 0 60 25 0 35 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 47.9 0.2 46.3 2.6 2.2 0.3 0.2 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . 5 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 7,492 : : Positions : : 5,453 3,950 467 2,093 733 10 0 135 0 0 0 : : : : Changes from: March 15, 2011 : : -22 57 24 -10 -6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 52.7 6.2 27.9 9.8 0.1 0.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . 6 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 11,127 : : Positions : : 9,209 6,868 595 3,094 633 0 0 0 0 0 0 : : : : Changes from: March 15, 2011 : : 316 235 0 75 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 61.7 5.3 27.8 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 4 4 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 25, 2011