Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 4,877,211 : : Positions : :1,739,513 961,900 233,405 1,283,950 693,637 311,534 47,247 1,437,075 58,406 64,086 372,894 : : : : Changes from: April 12, 2011 : : 13,837 39,965 15,058 49,666 11,143 38,977 -19,784 -18,654 -292 -4,109 5,630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 19.7 4.8 26.3 14.2 6.4 1.0 29.5 1.2 1.3 7.6 : : : : Number of Traders in Each Category Total Traders: 219 : : 98 94 13 26 35 27 9 34 18 20 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 378,093 : : Positions : : 223,491 254,451 47,600 28,231 53,713 16,230 12,206 23,002 0 51 1,200 : : : : Changes from: April 12, 2011 : : 6,997 4,920 -2,790 -565 -153 549 -6 901 0 -1,523 587 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 67.3 12.6 7.5 14.2 4.3 3.2 6.1 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 28 7 7 10 5 . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 184,191 : : Positions : : 155,338 104,126 2,812 58,286 12,731 2,889 1,255 4,992 218 0 123 : : : : Changes from: April 12, 2011 : : 8,235 6,630 59 -454 456 -29 133 982 -952 0 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 56.5 1.5 31.6 6.9 1.6 0.7 2.7 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 23 . 9 12 . . 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 313,188 : : Positions : : 208,009 93,759 34,843 154,955 42,011 9,611 4,676 12,643 0 0 0 : : : : Changes from: April 12, 2011 : : 2,034 3,620 248 -1,436 1,251 -1,292 564 2,247 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 29.9 11.1 49.5 13.4 3.1 1.5 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 18 5 10 14 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 748,972 : : Positions : : 506,292 283,719 84,744 264,555 103,834 0 38,325 48,679 0 4,527 968 : : : : Changes from: April 12, 2011 : : 14,932 16,275 -5,169 -1,284 919 -391 -5,727 3,657 0 863 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 37.9 11.3 35.3 13.9 0.0 5.1 6.5 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 71 : : 35 28 7 15 22 0 9 8 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 196,478 : : Positions : : 139,593 112,119 32,529 64,262 4,908 9,383 2,727 1,853 0 0 0 : : : : Changes from: April 12, 2011 : : 432 3,928 1,396 -289 -186 924 -766 -396 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 57.1 16.6 32.7 2.5 4.8 1.4 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 18 4 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 344,439 : : Positions : : 249,753 171,037 46,227 72,005 20,425 14,773 67,457 5,387 0 0 0 : : : : Changes from: April 12, 2011 : : 10,911 6,601 821 2,418 1,042 605 4,948 -5,577 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 49.7 13.4 20.9 5.9 4.3 19.6 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 25 6 13 11 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 208,348 : : Positions : : 164,734 82,153 3,737 74,936 21,951 1,746 12,787 10,610 0 527 459 : : : : Changes from: April 12, 2011 : : 13,931 5,106 982 3,205 -34 -7,065 538 2,665 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 39.4 1.8 36.0 10.5 0.8 6.1 5.1 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 20 . 14 8 . 4 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 978,580 : : Positions : : 66,970 118,436 253,255 31,940 85,954 116,366 235,285 282,081 17,764 110,977 72,830 : : : : Changes from: April 12, 2011 : : 2,024 -1,711 -1,673 -199 1,240 2,934 -3,011 30,190 -5,595 2,033 -567 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 12.1 25.9 3.3 8.8 11.9 24.0 28.8 1.8 11.3 7.4 : : : : Number of Traders in Each Category Total Traders: 314 : : 46 40 20 14 29 62 65 88 37 53 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 51,555 : : Positions : : 24,729 26,950 10,566 16,486 4,781 0 0 0 0 0 0 : : : : Changes from: April 12, 2011 : : 1,472 1,472 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 52.3 20.5 32.0 9.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 40,827 : : Positions : : 22,040 27,787 9,885 664 568 3,260 2,494 1,932 0 0 0 : : : : Changes from: April 12, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 68.1 24.2 1.6 1.4 8.0 6.1 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 92,837 : : Positions : : 49,054 42,495 25,857 26,076 8,356 730 8,674 2,268 0 0 0 : : : : Changes from: April 12, 2011 : : 272 0 0 0 0 124 64 46 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 45.8 27.9 28.1 9.0 0.8 9.3 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 11 7 4 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 76,034 : : Positions : : 41,890 31,624 13,540 26,735 8,526 900 0 1,350 0 0 0 : : : : Changes from: April 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 41.6 17.8 35.2 11.2 1.2 0.0 1.8 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 19, 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 136,743 : : Positions : : 70,591 55,449 21,698 51,709 19,370 7,402 0 3,093 0 0 0 : : : : Changes from: April 12, 2011 : : -326 -794 -44 0 44 250 0 -357 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 40.5 15.9 37.8 14.2 5.4 0.0 2.3 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 19, 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 2,633,156 : : Positions : : 734,341 400,142 102,397 950,099 405,154 438,531 35,225 512,565 184,677 74,560 225,744 : : : : Changes from: April 12, 2011 : : 14,057 6,261 8,496 20,992 -21,577 -5,637 -56 6,537 4,438 -7,512 -1,003 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 15.2 3.9 36.1 15.4 16.7 1.3 19.5 7.0 2.8 8.6 : : : : Number of Traders in Each Category Total Traders: 171 : : 74 59 13 18 27 26 10 30 20 9 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 1,017,931 : : Positions : : 160,895 149,926 206,340 327,061 279,915 101,445 31,553 81,075 79,994 40,555 103,935 : : : : Changes from: April 12, 2011 : : 1,432 -2,674 -3,452 19,313 -805 9,193 -9,998 3,113 48 1,258 2,584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 14.7 20.3 32.1 27.5 10.0 3.1 8.0 7.9 4.0 10.2 : : : : Number of Traders in Each Category Total Traders: 96 : : 22 16 11 12 17 17 6 17 11 17 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 24,481 : : Positions : : 23,308 14,249 180 9,213 451 99 70 23 200 0 0 : : : : Changes from: April 12, 2011 : : 1,111 937 0 214 -131 35 0 -11 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 58.2 0.7 37.6 1.8 0.4 0.3 0.1 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 25 . 7 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 16,722 : : Positions : : 14,457 7,449 115 8,154 650 697 0 20 495 0 0 : : : : Changes from: April 12, 2011 : : 295 230 10 145 170 331 0 20 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 44.5 0.7 48.8 3.9 4.2 0.0 0.1 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 5 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 8,280 : : Positions : : 5,965 4,605 1,300 2,411 525 0 120 30 0 0 0 : : : : Changes from: April 12, 2011 : : 55 212 145 -20 -3 0 30 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 55.6 15.7 29.1 6.3 0.0 1.4 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 12,630 : : Positions : : 10,535 6,328 610 5,139 840 0 0 0 45 0 0 : : : : Changes from: April 12, 2011 : : 434 279 0 175 255 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 50.1 4.8 40.7 6.7 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 22, 2011