Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 4,812,603 : : Positions : :1,725,676 921,935 218,347 1,234,284 682,494 272,557 67,031 1,455,729 58,698 68,195 367,264 : : : : Changes from: April 5, 2011 : : 71,570 24,240 38,679 -23,504 35,746 -21,971 18,609 52,493 -49,595 27,401 44,508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 19.2 4.5 25.6 14.2 5.7 1.4 30.2 1.2 1.4 7.6 : : : : Number of Traders in Each Category Total Traders: 221 : : 98 95 14 26 35 26 9 34 18 21 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 371,207 : : Positions : : 216,494 249,531 50,390 28,796 53,866 15,681 12,212 22,101 0 1,574 613 : : : : Changes from: April 5, 2011 : : 5,367 15,888 5,952 -513 -2,376 7,152 48 -1,299 0 671 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 67.2 13.6 7.8 14.5 4.2 3.3 6.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 29 7 7 10 7 4 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 176,054 : : Positions : : 147,103 97,496 2,753 58,740 12,275 2,918 1,122 4,010 1,170 0 90 : : : : Changes from: April 5, 2011 : : 4,395 1,869 -2,561 148 -1,119 -823 1,122 138 921 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 55.4 1.6 33.4 7.0 1.7 0.6 2.3 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 23 . 10 12 4 . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 308,179 : : Positions : : 205,975 90,139 34,595 156,391 40,760 10,903 4,112 10,396 0 0 0 : : : : Changes from: April 5, 2011 : : 2,667 2,461 -252 1,915 -1,795 1,368 -805 -1,009 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 29.2 11.2 50.7 13.2 3.5 1.3 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 19 4 10 13 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 735,038 : : Positions : : 491,360 267,444 89,913 265,839 102,915 391 44,052 45,022 0 3,664 972 : : : : Changes from: April 5, 2011 : : 5,836 9,982 2,607 -2,825 5,364 -106 -1,840 1,635 0 2,032 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 36.4 12.2 36.2 14.0 0.1 6.0 6.1 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 70 : : 36 28 7 15 21 . 7 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 194,093 : : Positions : : 139,161 108,191 31,133 64,551 5,094 8,459 3,493 2,249 0 0 0 : : : : Changes from: April 5, 2011 : : 5,517 -2,610 122 2,414 0 -1,459 3,493 -668 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 55.7 16.0 33.3 2.6 4.4 1.8 1.2 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- Options and Futures Combined Positions as of April 12, 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 338,623 : : Positions : : 238,842 164,436 45,406 69,587 19,383 14,168 62,509 10,964 0 0 0 : : : : Changes from: April 5, 2011 : : 20,387 14,405 7,602 1,112 -548 449 12,827 -7,779 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 48.6 13.4 20.5 5.7 4.2 18.5 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 22 6 12 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 198,666 : : Positions : : 150,803 77,047 2,755 71,731 21,985 8,811 12,249 7,945 0 527 459 : : : : Changes from: April 5, 2011 : : 15,483 10,299 1,012 831 341 934 3,902 -2,622 0 226 -152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 38.8 1.4 36.1 11.1 4.4 6.2 4.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 16 . 13 7 . . 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 1,014,930 : : Positions : : 69,505 123,333 224,405 37,675 117,643 140,314 235,430 257,456 24,311 106,141 91,958 : : : : Changes from: April 5, 2011 : : 6,752 -2,635 20 -7,824 12,453 -5,199 22,515 18,888 10,716 -6,927 3,556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 12.2 22.1 3.7 11.6 13.8 23.2 25.4 2.4 10.5 9.1 : : : : Number of Traders in Each Category Total Traders: 317 : : 46 44 20 13 28 57 69 89 45 48 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 50,083 : : Positions : : 23,257 25,478 10,566 16,486 4,781 0 0 0 0 0 0 : : : : Changes from: April 5, 2011 : : 430 430 0 480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 50.9 21.1 32.9 9.5 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- Options and Futures Combined Positions as of April 12, 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 1,712,078 : : Positions : : 193,636 180,528 77,106 83,998 805,773 28,716 76,988 193,859 50,012 9,368 355,553 : : : : Changes from: April 5, 2011 : : 4,017 966 4,592 12,347 2,986 2,862 -2,659 11,484 2,731 1,758 2,591 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 10.5 4.5 4.9 47.1 1.7 4.5 11.3 2.9 0.5 20.8 : : : : Number of Traders in Each Category Total Traders: 145 : : 37 36 10 16 24 17 26 36 23 13 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 29,336 : : Positions : : 2,164 3,683 1,026 1,707 6,186 6,332 5,727 10,861 1,698 195 720 : : : : Changes from: April 5, 2011 : : 49 111 -526 143 523 -396 -1,200 456 -33 -37 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 12.6 3.5 5.8 21.1 21.6 19.5 37.0 5.8 0.7 2.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 8 9 . 4 5 7 7 11 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 92,335 : : Positions : : 48,782 42,495 25,857 26,076 8,356 606 8,610 2,222 0 0 0 : : : : Changes from: April 5, 2011 : : 0 620 895 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 46.0 28.0 28.2 9.0 0.7 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- Options and Futures Combined Positions as of April 12, 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 76,291 : : Positions : : 42,147 31,624 13,540 26,992 8,526 900 0 1,350 0 0 0 : : : : Changes from: April 5, 2011 : : -37 0 90 53 0 -38 0 44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 41.5 17.7 35.4 11.2 1.2 0.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 8 5 4 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 139,755 : : Positions : : 73,496 58,110 21,742 51,709 19,326 7,152 0 3,450 0 0 0 : : : : Changes from: April 5, 2011 : : 2,250 436 -453 0 175 -3,072 0 773 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 41.6 15.6 37.0 13.8 5.1 0.0 2.5 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 April 12, 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 2,627,289 : : Positions : : 720,284 393,881 93,901 929,107 426,731 444,168 35,281 506,028 180,239 82,072 226,747 : : : : Changes from: April 5, 2011 : : 6,319 10,196 -10,147 -3,146 21,873 13,192 -4,133 1,968 -3,387 3,699 -4,706 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 15.0 3.6 35.4 16.2 16.9 1.3 19.3 6.9 3.1 8.6 : : : : Number of Traders in Each Category Total Traders: 169 : : 73 57 12 18 26 27 10 30 18 10 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 1,005,477 : : Positions : : 159,463 152,600 209,792 307,748 280,720 92,252 41,551 77,962 79,946 39,297 101,351 : : : : Changes from: April 5, 2011 : : 2,677 -228 29,204 27,061 -22,195 70 -2,500 1,562 89 7,776 2,017 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 15.2 20.9 30.6 27.9 9.2 4.1 7.8 8.0 3.9 10.1 : : : : Number of Traders in Each Category Total Traders: 95 : : 22 14 11 11 17 16 8 17 11 16 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 23,472 : : Positions : : 22,197 13,312 180 8,999 582 64 70 34 210 0 0 : : : : Changes from: April 5, 2011 : : 1,013 431 0 590 -46 -10 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 56.7 0.8 38.3 2.5 0.3 0.3 0.1 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 25 . 7 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 16,167 : : Positions : : 14,162 7,219 105 8,009 480 366 0 0 465 0 0 : : : : Changes from: April 5, 2011 : : 390 190 -20 215 60 -271 0 -70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 44.7 0.6 49.5 3.0 2.3 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . 5 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 8,121 : : Positions : : 5,910 4,393 1,155 2,431 528 0 90 60 0 0 0 : : : : Changes from: April 5, 2011 : : 229 422 280 -18 59 0 30 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 54.1 14.2 29.9 6.5 0.0 1.1 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 11,921 : : Positions : : 10,101 6,049 610 4,964 585 0 0 0 55 0 0 : : : : Changes from: April 5, 2011 : : 960 -125 0 1,140 60 0 0 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 50.7 5.1 41.6 4.9 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 15, 2011