Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 4,544,535 : : Positions : :1,633,828 892,261 153,034 1,262,747 613,265 327,927 41,457 1,375,240 105,089 38,081 305,054 : : : : Changes from: March 22, 2011 : : -96,467 -18,682 -8,267 45,877 12,770 48,676 -40,708 -58,133 21,776 -19,234 -30,927 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 19.6 3.4 27.8 13.5 7.2 0.9 30.3 2.3 0.8 6.7 : : : : Number of Traders in Each Category Total Traders: 220 : : 100 97 10 28 35 29 7 33 18 18 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 370,078 : : Positions : : 222,470 235,192 38,182 26,633 61,907 3,843 17,687 25,514 1,258 0 1,637 : : : : Changes from: March 22, 2011 : : -2,338 195 -928 1,599 3,072 -2,143 -7,680 3,506 -200 0 -373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 63.6 10.3 7.2 16.7 1.0 4.8 6.9 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 27 8 6 12 4 6 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 188,004 : : Positions : : 151,836 104,215 7,306 56,556 14,293 2,787 2,882 6,557 0 0 0 : : : : Changes from: March 22, 2011 : : 2,227 3,100 -144 -1,157 1,871 -242 426 -450 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 55.4 3.9 30.1 7.6 1.5 1.5 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 22 4 9 11 4 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 321,148 : : Positions : : 211,370 97,942 35,655 161,717 39,946 20,656 7,711 7,792 0 646 215 : : : : Changes from: March 22, 2011 : : 8,815 -561 4,067 2,308 1,277 -8,050 1,170 4,251 0 609 -365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 30.5 11.1 50.4 12.4 6.4 2.4 2.4 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 22 6 9 14 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 730,390 : : Positions : : 494,298 257,702 82,526 259,712 103,194 870 58,690 44,718 0 964 1,432 : : : : Changes from: March 22, 2011 : : 7,371 3,401 464 -2,441 6,862 -718 5,357 3,976 0 28 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 35.3 11.3 35.6 14.1 0.1 8.0 6.1 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 37 28 9 13 21 . 7 9 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 190,112 : : Positions : : 136,395 120,719 24,034 52,042 5,326 13,608 0 2,798 0 0 0 : : : : Changes from: March 22, 2011 : : 1,614 4,276 578 5,226 -120 3,830 -460 163 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 63.5 12.6 27.4 2.8 7.2 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 19 5 4 4 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 339,145 : : Positions : : 236,649 167,218 36,433 70,182 23,324 17,774 52,048 16,709 0 0 0 : : : : Changes from: March 22, 2011 : : 7,802 10,464 1,037 2,064 722 786 -4,752 4,206 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 49.3 10.7 20.7 6.9 5.2 15.3 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 24 6 12 11 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 196,079 : : Positions : : 153,676 58,109 3,510 66,034 22,656 2,634 36,777 7,442 0 845 304 : : : : Changes from: March 22, 2011 : : 8,415 586 -388 2,121 -772 -454 6,310 -2,283 0 -748 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 29.6 1.8 33.7 11.6 1.3 18.8 3.8 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 16 . 13 7 . 4 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 873,477 : : Positions : : 56,331 115,244 257,101 40,061 74,121 112,204 216,188 211,078 19,964 116,993 64,208 : : : : Changes from: March 22, 2011 : : -5,983 10,507 -9,278 8,827 -3,832 2,155 -29,840 2,426 3,146 -1,473 -6,762 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 13.2 29.4 4.6 8.5 12.8 24.8 24.2 2.3 13.4 7.4 : : : : Number of Traders in Each Category Total Traders: 304 : : 43 37 20 15 28 63 60 73 38 46 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 52,789 : : Positions : : 30,513 27,546 10,866 17,000 4,781 0 0 0 0 0 0 : : : : Changes from: March 22, 2011 : : 0 36 0 -140 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 52.2 20.6 32.2 9.1 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 29, 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 43,918 : : Positions : : 22,089 28,631 10,786 642 590 3,178 3,734 2,170 0 0 0 : : : : Changes from: March 22, 2011 : : -386 -1,254 0 0 0 240 1,108 -4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 65.2 24.6 1.5 1.3 7.2 8.5 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 29, 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 95,764 : : Positions : : 51,001 45,191 26,462 27,463 8,066 478 8,230 2,278 0 0 0 : : : : Changes from: March 22, 2011 : : 244 736 0 0 0 478 -98 -118 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 47.2 27.6 28.7 8.4 0.5 8.6 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 11 5 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 79,616 : : Positions : : 43,598 33,542 14,548 27,889 8,656 866 0 1,554 0 0 0 : : : : Changes from: March 22, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 42.1 18.3 35.0 10.9 1.1 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 5 4 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 144,384 : : Positions : : 73,382 59,801 23,893 54,675 19,659 11,291 0 2,918 0 0 0 : : : : Changes from: March 22, 2011 : : 396 536 0 0 0 1,004 0 -149 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 41.4 16.5 37.9 13.6 7.8 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 14 5 7 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 2,633,067 : : Positions : : 742,488 396,325 124,327 898,597 409,733 334,351 59,059 551,208 199,201 55,326 240,404 : : : : Changes from: March 22, 2011 : : 29,126 23,556 18,066 44,585 -8,762 -9,016 20,009 24,851 31,320 -15,455 -10,146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 15.1 4.7 34.1 15.6 12.7 2.2 20.9 7.6 2.1 9.1 : : : : Number of Traders in Each Category Total Traders: 175 : : 75 60 11 19 27 20 17 33 20 10 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 961,715 : : Positions : : 150,083 152,161 168,918 264,339 300,506 88,732 43,008 76,143 82,814 30,500 90,751 : : : : Changes from: March 22, 2011 : : -10,270 -12,203 7,409 -3,898 -23,633 -18,245 -16,463 -13,795 -13,015 -2,054 -21,267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 15.8 17.6 27.5 31.2 9.2 4.5 7.9 8.6 3.2 9.4 : : : : Number of Traders in Each Category Total Traders: 93 : : 21 15 10 12 17 14 10 17 13 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 23,254 : : Positions : : 21,648 13,052 210 8,754 765 109 140 19 305 0 0 : : : : Changes from: March 22, 2011 : : 425 167 0 355 35 25 0 -7 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 56.1 0.9 37.6 3.3 0.5 0.6 0.1 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 28 . 6 8 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 16,974 : : Positions : : 15,053 8,148 0 7,850 417 466 0 100 650 0 0 : : : : Changes from: March 22, 2011 : : 175 240 -25 200 -5 100 -55 70 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 48.0 0.0 46.2 2.5 2.7 0.0 0.6 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 0 6 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 7,873 : : Positions : : 5,608 4,195 712 2,124 813 25 0 120 0 0 0 : : : : Changes from: March 22, 2011 : : 155 245 245 31 80 15 0 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 53.3 9.0 27.0 10.3 0.3 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . 5 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 11,527 : : Positions : : 9,659 6,748 595 3,694 633 0 0 0 0 0 0 : : : : Changes from: March 22, 2011 : : 450 -120 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 58.5 5.2 32.0 5.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 4 4 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 1, 2011