Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 4,950,048 : : Positions : :1,755,478 1,002,105 237,007 1,351,224 691,066 352,043 51,725 1,444,939 92,545 47,499 345,036 : : : : Changes from: April 19, 2011 : : 15,965 40,205 3,602 67,274 -2,571 40,509 4,478 7,864 34,139 -16,587 -27,858 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 20.2 4.8 27.3 14.0 7.1 1.0 29.2 1.9 1.0 7.0 : : : : Number of Traders in Each Category Total Traders: 229 : : 98 98 11 30 36 30 7 35 22 19 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 387,239 : : Positions : : 234,451 257,044 41,468 29,198 56,370 14,712 12,235 27,014 21 0 1,118 : : : : Changes from: April 19, 2011 : : 10,960 2,593 -6,132 967 2,657 -1,518 29 4,012 21 -51 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 66.4 10.7 7.5 14.6 3.8 3.2 7.0 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 29 7 7 11 5 4 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 188,426 : : Positions : : 159,649 104,970 2,568 59,228 12,339 2,751 3,361 4,812 250 0 184 : : : : Changes from: April 19, 2011 : : 4,311 844 -244 942 -392 -138 2,106 -180 32 0 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 55.7 1.4 31.4 6.5 1.5 1.8 2.6 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 22 . 9 12 . 4 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 315,301 : : Positions : : 206,940 90,768 34,017 156,937 43,238 9,406 4,932 14,256 58 0 337 : : : : Changes from: April 19, 2011 : : -1,069 -2,991 -826 1,982 1,227 -205 256 1,613 58 0 337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 28.8 10.8 49.8 13.7 3.0 1.6 4.5 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 18 5 10 14 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 757,025 : : Positions : : 506,983 291,574 88,246 261,080 105,722 1,110 41,730 49,405 541 3,047 520 : : : : Changes from: April 19, 2011 : : 691 7,855 3,502 -3,475 1,888 1,110 3,405 726 541 -1,480 -448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 38.5 11.7 34.5 14.0 0.1 5.5 6.5 0.1 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 73 : : 35 28 7 15 21 . 8 9 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 200,222 : : Positions : : 142,160 115,494 33,233 64,014 4,846 10,221 4,563 1,555 0 0 0 : : : : Changes from: April 19, 2011 : : 2,567 3,375 704 -248 -62 838 1,836 -298 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 57.7 16.6 32.0 2.4 5.1 2.3 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 19 4 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 332,722 : : Positions : : 232,482 176,436 45,222 74,636 21,080 13,097 39,988 12,360 0 0 0 : : : : Changes from: April 19, 2011 : : -17,271 5,399 -1,005 2,631 655 -1,676 -27,469 6,973 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 53.0 13.6 22.4 6.3 3.9 12.0 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 30 27 6 13 12 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 210,706 : : Positions : : 160,031 85,039 4,100 76,157 23,510 6,720 11,209 10,624 0 347 731 : : : : Changes from: April 19, 2011 : : -4,703 2,886 363 1,221 1,559 4,974 -1,578 14 0 -180 272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 40.4 1.9 36.1 11.2 3.2 5.3 5.0 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 23 . 14 10 . . 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 930,153 : : Positions : : 62,924 119,268 250,403 36,746 79,227 112,006 209,472 268,715 9,015 113,726 63,688 : : : : Changes from: April 19, 2011 : : -4,046 832 -2,852 4,806 -6,727 -4,360 -25,813 -13,366 -8,749 2,749 -9,142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 12.8 26.9 4.0 8.5 12.0 22.5 28.9 1.0 12.2 6.8 : : : : Number of Traders in Each Category Total Traders: 303 : : 43 37 21 12 28 64 64 75 30 52 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 19, 2011 : : 0 0 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 26, 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 41,515 : : Positions : : 22,040 28,691 9,885 2,450 1,038 3,632 2,494 1,778 0 0 0 : : : : Changes from: April 19, 2011 : : 0 904 0 1,786 470 372 0 -154 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 69.1 23.8 5.9 2.5 8.7 6.0 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 93,768 : : Positions : : 49,036 42,495 24,897 26,076 9,226 730 7,691 3,252 0 0 0 : : : : Changes from: April 19, 2011 : : -18 0 -960 0 870 0 -983 984 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 45.3 26.6 27.8 9.8 0.8 8.2 3.5 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 26, 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 76,147 : : Positions : : 42,034 31,584 13,396 26,735 8,670 856 0 1,394 0 0 0 : : : : Changes from: April 19, 2011 : : 144 -40 -144 0 144 -44 0 44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 41.5 17.6 35.1 11.4 1.1 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 26, 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 136,928 : : Positions : : 71,101 54,845 21,590 51,709 19,478 6,396 0 3,774 0 0 0 : : : : Changes from: April 19, 2011 : : 510 -604 -108 0 108 -1,006 0 681 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 40.1 15.8 37.8 14.2 4.7 0.0 2.8 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 April 26, 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 2,667,272 : : Positions : : 740,164 418,742 96,155 967,810 420,870 448,717 25,950 514,540 192,237 70,930 226,501 : : : : Changes from: April 19, 2011 : : 5,823 18,600 -6,242 17,711 15,716 10,186 -9,275 1,975 7,560 -3,630 757 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 15.7 3.6 36.3 15.8 16.8 1.0 19.3 7.2 2.7 8.5 : : : : Number of Traders in Each Category Total Traders: 177 : : 76 62 13 20 29 28 9 30 20 8 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 1,033,738 : : Positions : : 155,011 153,634 196,760 333,660 286,330 119,080 32,948 78,949 84,455 34,243 109,034 : : : : Changes from: April 19, 2011 : : -5,884 3,708 -9,580 6,599 6,415 17,635 1,395 -2,126 4,461 -6,312 5,099 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 14.9 19.0 32.3 27.7 11.5 3.2 7.6 8.2 3.3 10.5 : : : : Number of Traders in Each Category Total Traders: 101 : : 22 19 10 13 17 17 7 17 12 18 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 24,762 : : Positions : : 23,520 14,231 210 9,522 441 99 70 23 180 0 0 : : : : Changes from: April 19, 2011 : : 212 -18 30 309 -10 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 57.5 0.8 38.5 1.8 0.4 0.3 0.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 25 . 7 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 17,167 : : Positions : : 14,857 7,709 130 8,169 680 672 0 70 500 5 45 : : : : Changes from: April 19, 2011 : : 400 260 15 15 30 -25 0 50 5 5 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 44.9 0.8 47.6 4.0 3.9 0.0 0.4 2.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 5 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 8,485 : : Positions : : 6,080 4,745 1,314 2,457 556 0 45 75 0 0 0 : : : : Changes from: April 19, 2011 : : 115 140 14 46 31 0 -75 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 55.9 15.5 29.0 6.6 0.0 0.5 0.9 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 26, 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 12,825 : : Positions : : 10,775 6,238 610 5,424 840 0 0 0 0 0 0 : : : : Changes from: April 19, 2011 : : 240 -90 0 285 0 0 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 48.6 4.8 42.3 6.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . 6 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 29, 2011