Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 4,774,766 : : Positions : :1,790,750 920,331 132,777 1,437,055 546,546 489,624 22,617 1,421,116 26,691 69,274 344,552 : : : : Changes from: January 18, 2011 : : 46,056 11,531 12,977 113,422 17,904 32,516 -22,346 165,808 5,740 -1,789 11,501 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 19.3 2.8 30.1 11.4 10.3 0.5 29.8 0.6 1.5 7.2 : : : : Number of Traders in Each Category Total Traders: 220 : : 100 91 10 27 33 24 14 36 15 19 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 390,360 : : Positions : : 211,628 284,783 39,748 21,632 58,632 48,351 12,953 7,985 4,547 0 276 : : : : Changes from: January 18, 2011 : : 9,524 30,221 3,776 4,222 -5,744 11,486 -6,611 4,291 2,142 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 73.0 10.2 5.5 15.0 12.4 3.3 2.0 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 26 4 7 9 5 4 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 191,588 : : Positions : : 156,102 102,304 10,925 62,854 12,862 2,987 3,867 4,733 0 0 0 : : : : Changes from: January 18, 2011 : : 7,085 2,505 3,638 7,248 1,367 -690 -164 443 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 53.4 5.7 32.8 6.7 1.6 2.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 23 . 9 9 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 339,948 : : Positions : : 206,452 120,710 37,601 138,674 62,573 18,236 3,769 9,479 0 0 0 : : : : Changes from: January 18, 2011 : : -6,500 3,592 1,761 1,412 -4,720 7,061 -1,430 -4,676 0 -154 -366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 35.5 11.1 40.8 18.4 5.4 1.1 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 18 . 11 13 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 733,090 : : Positions : : 514,474 279,769 85,163 308,716 80,593 9,925 20,959 37,766 0 859 425 : : : : Changes from: January 18, 2011 : : 26,447 27,511 -949 -11,110 4,552 -1,400 5,316 6,290 0 859 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 38.2 11.6 42.1 11.0 1.4 2.9 5.2 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 38 28 8 13 19 4 . 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 197,734 : : Positions : : 138,621 126,476 18,890 48,272 5,106 19,644 2,164 7,244 0 0 0 : : : : Changes from: January 18, 2011 : : -6,089 179 -618 -500 1,474 6,080 266 -2,886 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 64.0 9.6 24.4 2.6 9.9 1.1 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 24 4 . 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 344,302 : : Positions : : 230,368 174,619 25,398 75,007 28,561 13,201 19,877 39,246 348 0 0 : : : : Changes from: January 18, 2011 : : -1,061 11,762 -476 -1,775 3,165 456 -10,528 7,573 348 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 50.7 7.4 21.8 8.3 3.8 5.8 11.4 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 25 4 13 12 . 4 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 184,311 : : Positions : : 128,814 50,616 11,245 57,367 21,329 9,023 40,593 5,870 0 3,256 0 : : : : Changes from: January 18, 2011 : : 41,740 11,046 -1,590 9,341 1,774 -327 19,841 -219 0 2,118 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 27.5 6.1 31.1 11.6 4.9 22.0 3.2 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 13 . 10 8 . . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 907,959 : : Positions : : 60,056 97,258 217,608 55,511 95,225 151,827 221,911 193,028 15,694 118,524 87,312 : : : : Changes from: January 18, 2011 : : -767 191 -14,644 -2,948 -6,365 214 -15,286 10,297 -4,287 -59 354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 10.7 24.0 6.1 10.5 16.7 24.4 21.3 1.7 13.1 9.6 : : : : Number of Traders in Each Category Total Traders: 295 : : 44 42 22 13 32 65 48 76 29 56 68 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 50,039 : : Positions : : 35,471 24,918 6,494 17,706 2,105 0 0 0 0 0 0 : : : : Changes from: January 18, 2011 : : -110 -110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 49.8 13.0 35.4 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 55,895 : : Positions : : 29,216 27,692 11,290 19,371 4,759 0 0 0 0 0 0 : : : : Changes from: January 18, 2011 : : 2,116 708 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 49.5 20.2 34.7 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 49,850 : : Positions : : 25,500 32,306 11,195 2,023 158 2,270 2,744 3,838 0 0 0 : : : : Changes from: January 18, 2011 : : -842 1,150 0 0 0 0 -392 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 64.8 22.5 4.1 0.3 4.6 5.5 7.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 60,427 : : Positions : : 31,383 4,604 8,340 39,628 3,737 90 1,030 4,224 0 0 0 : : : : Changes from: January 18, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 7.6 13.8 65.6 6.2 0.1 1.7 7.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,722,084 : : Positions : : 213,485 205,255 88,426 71,270 738,819 15,365 100,724 206,535 62,138 2,782 390,061 : : : : Changes from: January 18, 2011 : : 8,837 6,773 2,277 3,502 16,984 -367 -1,343 11,918 -1,560 602 17,820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 11.9 5.1 4.1 42.9 0.9 5.8 12.0 3.6 0.2 22.7 : : : : Number of Traders in Each Category Total Traders: 147 : : 37 36 10 15 24 14 29 35 28 12 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 46,778 : : Positions : : 7,400 6,756 9,919 2,922 6,430 4,518 14,325 11,315 2,752 1,845 2,398 : : : : Changes from: January 18, 2011 : : 206 551 395 138 -265 -520 1,065 1,169 251 -997 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 14.4 21.2 6.2 13.7 9.7 30.6 24.2 5.9 3.9 5.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 11 11 . 5 6 9 8 10 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 57,612 : : Positions : : 42,572 38,114 14,580 18,716 428 0 0 0 0 0 0 : : : : Changes from: January 18, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 66.2 25.3 32.5 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 105,972 : : Positions : : 56,086 52,583 29,510 28,358 8,843 0 10,007 2,247 0 0 0 : : : : Changes from: January 18, 2011 : : 37 2,474 0 -124 0 0 -1,212 715 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 49.6 27.8 26.8 8.3 0.0 9.4 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 17 6 4 7 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 88,997 : : Positions : : 50,246 35,039 14,360 32,750 9,392 0 486 1,606 0 0 0 : : : : Changes from: January 18, 2011 : : -213 0 0 305 0 0 -119 169 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 39.4 16.1 36.8 10.6 0.0 0.5 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 4 4 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 155,618 : : Positions : : 77,947 64,935 27,733 58,238 19,930 11,322 0 4,481 0 0 0 : : : : Changes from: January 18, 2011 : : 492 2,046 3,581 2,236 -851 517 0 -676 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 41.7 17.8 37.4 12.8 7.3 0.0 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 17 6 6 6 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 2,589,511 : : Positions : : 713,177 409,167 109,669 859,197 408,797 351,646 47,240 531,894 185,064 39,796 271,461 : : : : Changes from: January 18, 2011 : : 26,324 20,146 1,535 5,455 9,949 -21,188 -10,136 3,526 11,092 -1,822 13,014 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 15.8 4.2 33.2 15.8 13.6 1.8 20.5 7.1 1.5 10.5 : : : : Number of Traders in Each Category Total Traders: 180 : : 80 61 13 19 28 21 12 33 23 8 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 1,046,780 : : Positions : : 170,310 166,706 178,854 299,813 287,071 125,389 44,862 91,685 71,241 34,048 118,774 : : : : Changes from: January 18, 2011 : : 5,260 12,650 10,559 19,338 7,914 17,646 -2,202 -292 626 4,252 19,274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 15.9 17.1 28.6 27.4 12.0 4.3 8.8 6.8 3.3 11.3 : : : : Number of Traders in Each Category Total Traders: 101 : : 21 20 12 10 18 17 10 19 16 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 27,194 : : Positions : : 24,363 17,165 230 8,234 1,423 369 0 81 355 0 0 : : : : Changes from: January 18, 2011 : : 81 270 0 31 -65 135 0 -20 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 63.1 0.8 30.3 5.2 1.4 0.0 0.3 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 28 . 6 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 17,156 : : Positions : : 15,747 8,270 85 7,890 425 0 10 75 615 0 0 : : : : Changes from: January 18, 2011 : : 216 199 0 167 22 -25 10 15 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 48.2 0.5 46.0 2.5 0.0 0.1 0.4 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . 5 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 8,089 : : Positions : : 5,911 4,971 165 896 1,593 0 0 0 0 0 0 : : : : Changes from: January 18, 2011 : : 120 300 25 -315 249 0 0 0 -180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 61.5 2.0 11.1 19.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . 6 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 10,919 : : Positions : : 9,593 6,752 270 3,013 187 0 0 0 0 0 0 : : : : Changes from: January 18, 2011 : : 112 237 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 61.8 2.5 27.6 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 28, 2011