Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 4,637,200 : : Positions : :1,654,106 897,695 179,668 1,257,788 646,748 294,528 48,422 1,403,236 108,293 40,794 322,756 : : : : Changes from: March 29, 2011 : : 20,278 5,434 26,634 -4,959 33,483 -33,399 6,965 27,996 3,204 2,713 17,702 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 19.4 3.9 27.1 13.9 6.4 1.0 30.3 2.3 0.9 7.0 : : : : Number of Traders in Each Category Total Traders: 220 : : 96 95 13 28 37 30 5 34 20 17 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 359,603 : : Positions : : 211,127 233,643 44,438 29,309 56,242 8,529 12,164 23,400 0 903 918 : : : : Changes from: March 29, 2011 : : -11,343 -1,549 6,256 2,676 -5,665 4,686 -5,523 -2,114 -1,258 903 -719 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 65.0 12.4 8.2 15.6 2.4 3.4 6.5 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 25 7 7 11 7 4 8 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 175,251 : : Positions : : 142,708 95,627 5,314 58,592 13,394 3,741 0 3,872 249 0 152 : : : : Changes from: March 29, 2011 : : -9,128 -8,588 -1,992 2,036 -899 954 -2,882 -2,685 249 0 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 54.6 3.0 33.4 7.6 2.1 0.0 2.2 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 21 . 10 12 4 0 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 307,077 : : Positions : : 203,308 87,678 34,847 154,476 42,555 9,535 4,917 11,405 0 0 0 : : : : Changes from: March 29, 2011 : : -8,062 -10,264 -808 -7,241 2,609 -11,121 -2,794 3,613 0 -646 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 28.6 11.3 50.3 13.9 3.1 1.6 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 17 5 9 13 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 720,822 : : Positions : : 485,524 257,462 87,306 268,664 97,551 497 45,892 43,387 0 1,632 1,158 : : : : Changes from: March 29, 2011 : : -8,774 -240 4,780 8,952 -5,643 -373 -12,798 -1,331 0 668 -274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 35.7 12.1 37.3 13.5 0.1 6.4 6.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 36 28 6 15 20 . 6 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 190,918 : : Positions : : 133,644 110,801 31,011 62,137 5,094 9,918 0 2,917 0 0 0 : : : : Changes from: March 29, 2011 : : -2,751 -9,918 6,977 10,095 -232 -3,690 0 119 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 58.0 16.2 32.5 2.7 5.2 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 18 4 4 . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 318,297 : : Positions : : 218,455 150,031 37,804 68,475 19,931 13,719 49,682 18,743 0 0 0 : : : : Changes from: March 29, 2011 : : -18,194 -17,187 1,371 -1,707 -3,393 -4,055 -2,366 2,034 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 47.1 11.9 21.5 6.3 4.3 15.6 5.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 22 6 12 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 183,889 : : Positions : : 135,320 66,748 1,743 70,900 21,644 7,877 8,347 10,567 0 301 611 : : : : Changes from: March 29, 2011 : : -18,356 8,639 -1,767 4,866 -1,012 5,243 -28,430 3,125 0 -544 307 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 36.3 0.9 38.6 11.8 4.3 4.5 5.7 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 16 . 14 8 . . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 906,245 : : Positions : : 58,622 122,814 254,143 39,504 73,085 117,796 214,438 233,622 12,486 116,214 70,575 : : : : Changes from: March 29, 2011 : : 2,291 7,570 -2,958 -557 -1,036 5,592 -1,750 22,544 -7,478 -779 6,367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 13.6 28.0 4.4 8.1 13.0 23.7 25.8 1.4 12.8 7.8 : : : : Number of Traders in Each Category Total Traders: 297 : : 46 39 20 14 28 58 58 79 37 44 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 49,173 : : Positions : : 22,827 25,048 10,566 16,006 4,781 0 0 0 0 0 0 : : : : Changes from: March 29, 2011 : : -7,686 -2,498 -300 -994 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 50.9 21.5 32.6 9.7 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 April 5, 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 91,440 : : Positions : : 48,782 41,875 24,962 26,076 8,356 606 8,610 2,222 0 0 0 : : : : Changes from: March 29, 2011 : : -2,219 -3,316 -1,500 -1,387 290 128 380 -56 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 45.8 27.3 28.5 9.1 0.7 9.4 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 11 6 4 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 75,850 : : Positions : : 41,980 31,624 13,450 26,735 8,526 938 0 1,306 0 0 0 : : : : Changes from: March 29, 2011 : : -1,618 -1,918 -1,098 -1,154 -130 72 0 -248 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 41.7 17.7 35.2 11.2 1.2 0.0 1.7 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 April 5, 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 136,356 : : Positions : : 68,618 55,881 22,195 51,709 19,151 10,224 0 2,677 0 0 0 : : : : Changes from: March 29, 2011 : : -4,764 -3,920 -1,698 -2,966 -508 -1,067 0 -241 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 41.0 16.3 37.9 14.0 7.5 0.0 2.0 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 April 5, 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 2,599,652 : : Positions : : 713,965 383,685 104,048 932,253 404,858 430,976 39,414 504,060 183,626 78,373 231,453 : : : : Changes from: March 29, 2011 : : -28,523 -12,640 -20,279 33,656 -4,875 96,625 -19,645 -47,148 -15,575 23,047 -8,951 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 14.8 4.0 35.9 15.6 16.6 1.5 19.4 7.1 3.0 8.9 : : : : Number of Traders in Each Category Total Traders: 170 : : 72 57 10 20 27 25 11 30 19 9 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 991,711 : : Positions : : 156,786 152,828 180,588 280,687 302,915 92,182 44,051 76,400 79,857 31,521 99,334 : : : : Changes from: March 29, 2011 : : 6,703 667 11,670 16,348 2,409 3,450 1,043 257 -2,957 1,021 8,583 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 15.4 18.2 28.3 30.5 9.3 4.4 7.7 8.1 3.2 10.0 : : : : Number of Traders in Each Category Total Traders: 94 : : 22 16 11 11 17 13 10 17 15 12 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 22,507 : : Positions : : 21,184 12,881 180 8,409 628 74 70 24 210 0 0 : : : : Changes from: March 29, 2011 : : -464 -171 -30 -345 -137 -35 -70 5 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 57.2 0.8 37.4 2.8 0.3 0.3 0.1 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 25 . 7 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 15,762 : : Positions : : 13,772 7,029 125 7,794 420 637 0 70 465 0 0 : : : : Changes from: March 29, 2011 : : -1,281 -1,119 125 -56 3 171 0 -30 -185 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 44.6 0.8 49.4 2.7 4.0 0.0 0.4 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . 5 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 7,673 : : Positions : : 5,681 3,971 875 2,449 469 0 60 90 0 0 0 : : : : Changes from: March 29, 2011 : : 73 -224 163 325 -344 -25 60 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 51.8 11.4 31.9 6.1 0.0 0.8 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 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 10,876 : : Positions : : 9,141 6,174 610 3,824 525 0 0 0 0 0 0 : : : : Changes from: March 29, 2011 : : -518 -574 15 130 -108 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 56.8 5.6 35.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . 4 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 8, 2011