Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 4,627,209 : : Positions : :1,648,209 859,000 176,160 1,083,723 656,670 252,052 118,622 1,452,273 32,534 55,061 373,738 : : : : Changes from: March 8, 2011 : : 27,559 -14,435 2,570 -1,086 16,135 -21,820 31,589 41,516 -1,383 -7,384 18,766 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 18.6 3.8 23.4 14.2 5.4 2.6 31.4 0.7 1.2 8.1 : : : : Number of Traders in Each Category Total Traders: 217 : : 97 93 13 23 31 20 15 34 16 20 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 376,638 : : Positions : : 230,395 238,837 36,675 25,938 56,688 6,451 23,758 24,430 2,423 0 696 : : : : Changes from: March 8, 2011 : : 16,122 -544 727 4,903 -2,805 -599 7,050 -3,397 904 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 63.4 9.7 6.9 15.1 1.7 6.3 6.5 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 23 5 8 10 4 6 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 186,173 : : Positions : : 153,494 98,333 5,580 58,125 13,087 1,629 3,515 7,314 0 0 0 : : : : Changes from: March 8, 2011 : : -1,611 2,688 -370 -3,919 1,462 308 -296 460 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 52.8 3.0 31.2 7.0 0.9 1.9 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 20 . 9 10 . . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 311,537 : : Positions : : 203,426 94,851 29,982 155,252 39,785 26,191 9,200 4,076 0 1,197 123 : : : : Changes from: March 8, 2011 : : 4,005 2,512 -974 -353 -1,493 195 -924 -332 0 1,134 -337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 30.4 9.6 49.8 12.8 8.4 3.0 1.3 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 20 5 9 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 708,803 : : Positions : : 468,100 252,678 80,185 263,780 95,385 5,119 30,528 50,180 375 6,021 1,298 : : : : Changes from: March 8, 2011 : : -5,346 -4,062 -3,950 -2,463 8,395 465 -2,701 2,719 -188 249 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 35.6 11.3 37.2 13.5 0.7 4.3 7.1 0.1 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 35 29 8 14 20 . 4 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 180,400 : : Positions : : 132,521 115,540 23,547 46,328 4,961 9,662 823 1,693 0 0 0 : : : : Changes from: March 8, 2011 : : 8,106 987 1,100 -916 -124 -6,965 823 963 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 64.0 13.1 25.7 2.8 5.4 0.5 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 17 5 . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 323,212 : : Positions : : 229,425 148,655 32,970 67,338 22,824 17,804 63,603 7,628 0 0 0 : : : : Changes from: March 8, 2011 : : 2,844 -4,328 -3,206 -978 370 -336 3,816 1,346 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 46.0 10.2 20.8 7.1 5.5 19.7 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 20 6 11 11 4 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 185,788 : : Positions : : 138,242 60,855 4,509 61,492 24,314 2,446 26,367 7,826 0 628 397 : : : : Changes from: March 8, 2011 : : 4,229 3,283 -2,260 1,254 1,460 64 -1,022 690 -29 628 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 32.8 2.4 33.1 13.1 1.3 14.2 4.2 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 15 . 12 7 . 4 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 988,165 : : Positions : : 65,020 100,816 238,915 26,913 128,143 136,893 278,369 214,529 24,115 96,331 93,594 : : : : Changes from: March 8, 2011 : : -4,619 1,625 -4,253 -62 -5,583 1,090 -16,060 -19,272 -4,166 9,426 968 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 10.2 24.2 2.7 13.0 13.9 28.2 21.7 2.4 9.7 9.5 : : : : Number of Traders in Each Category Total Traders: 303 : : 41 43 21 14 31 58 74 76 39 42 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 52,275 : : Positions : : 25,959 26,780 10,866 17,140 4,641 0 0 0 0 0 0 : : : : Changes from: March 8, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 51.2 20.8 32.8 8.9 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- Options and Futures Combined Positions as of March 15, 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 44,098 : : Positions : : 22,475 29,885 10,786 642 590 2,938 2,626 2,174 0 0 0 : : : : Changes from: March 8, 2011 : : 326 120 0 0 0 0 104 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 67.8 24.5 1.5 1.3 6.7 6.0 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 1,757,335 : : Positions : : 204,257 192,445 69,388 65,328 820,900 23,118 81,064 204,066 52,744 11,764 374,051 : : : : Changes from: March 8, 2011 : : 158 1,834 -2,262 -3,412 11,081 122 4,874 -791 4,594 -287 1,607 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 11.0 3.9 3.7 46.7 1.3 4.6 11.6 3.0 0.7 21.3 : : : : Number of Traders in Each Category Total Traders: 147 : : 37 36 13 14 25 17 27 35 25 12 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 24,285 : : Positions : : 2,038 3,383 919 1,778 4,839 7,531 7,275 6,222 1,669 0 542 : : : : Changes from: March 8, 2011 : : -200 480 -45 -201 1,552 978 588 1,333 286 0 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 13.9 3.8 7.3 19.9 31.0 30.0 25.6 6.9 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 8 8 . 4 5 6 9 12 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 95,124 : : Positions : : 50,757 44,455 26,462 27,463 8,066 0 8,328 2,396 0 0 0 : : : : Changes from: March 8, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 46.7 27.8 28.9 8.5 0.0 8.8 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 11 5 5 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 144,652 : : Positions : : 73,395 59,264 23,893 54,675 19,659 10,344 0 2,924 0 0 0 : : : : Changes from: March 8, 2011 : : 300 -160 0 0 0 -496 0 328 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 41.0 16.5 37.8 13.6 7.2 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 13 5 7 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 2,525,061 : : Positions : : 714,331 352,705 106,404 876,699 417,162 363,082 28,344 512,038 143,950 71,491 243,336 : : : : Changes from: March 8, 2011 : : -8,255 -11,050 -2,488 -3,391 12,577 -8,475 1,915 -17,938 2,031 -4,600 -1,111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 14.0 4.2 34.7 16.5 14.4 1.1 20.3 5.7 2.8 9.6 : : : : Number of Traders in Each Category Total Traders: 170 : : 72 57 10 19 26 23 12 35 16 12 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 1,017,295 : : Positions : : 158,074 158,532 169,191 272,109 293,635 96,266 55,437 91,884 94,722 32,698 109,541 : : : : Changes from: March 8, 2011 : : 260 2,342 -9,439 -8,615 11,917 -1,371 1,637 3,916 11,531 6,029 -1,206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 15.6 16.6 26.7 28.9 9.5 5.4 9.0 9.3 3.2 10.8 : : : : Number of Traders in Each Category Total Traders: 100 : : 21 16 10 12 18 18 9 19 15 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 22,488 : : Positions : : 20,845 13,377 210 7,829 695 84 140 36 295 0 0 : : : : Changes from: March 8, 2011 : : 270 225 15 -150 -15 -45 0 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 59.5 0.9 34.8 3.1 0.4 0.6 0.2 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 24 . 6 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 16,459 : : Positions : : 14,698 7,983 25 7,590 397 366 20 30 585 0 0 : : : : Changes from: March 8, 2011 : : 0 120 0 0 0 0 -60 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 48.5 0.2 46.1 2.4 2.2 0.1 0.2 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . 5 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 7,451 : : Positions : : 5,475 3,893 443 2,103 739 10 0 135 0 0 0 : : : : Changes from: March 8, 2011 : : -55 25 0 25 -43 10 -5 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 52.2 5.9 28.2 9.9 0.1 0.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . 6 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 10,886 : : Positions : : 8,893 6,633 595 3,019 633 0 0 0 75 0 0 : : : : Changes from: March 8, 2011 : : -78 42 0 -75 180 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 60.9 5.5 27.7 5.8 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . 4 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 18, 2011