NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 4,213,163: 1,591,089 1,185,575 109,863 782,178 669,469 321,358 50,048 1,214,785 19,115 32,829 263,996: 23,488 14,283
Old : 4,213,163: 1,591,089 1,185,575 109,863 782,178 669,469 321,358 50,048 1,214,785 19,115 32,829 263,996: 23,488 14,283
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -85,073: -59,165 -13,432 5,545 -40,511 -37,090 -38,728 -2,194 36,620 4,746 -28,624 5,988: -2,989 -5,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 28.1 2.6 18.6 15.9 7.6 1.2 28.8 0.5 0.8 6.3: 0.6 0.3
Old : 100.0: 37.8 28.1 2.6 18.6 15.9 7.6 1.2 28.8 0.5 0.8 6.3: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 219: 98 90 14 21 32 25 14 35 18 20 35:
Old : 219: 98 90 14 21 32 25 14 35 18 20 35:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 22.6 40.3 37.2 8.7 10.4 13.8 15.5
Old : 25.7 22.6 40.3 37.2 8.7 10.4 13.8 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 842,011: 101,955 116,001 177,129 16,990 78,144 78,858 221,640 226,539 18,007 49,473 79,565: 81,814 53,659
Old : 842,011: 101,955 116,001 177,129 16,990 78,144 78,858 221,640 226,539 18,007 49,473 79,565: 81,814 53,659
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 1,602: -7,948 -1,021 2,591 4,152 -7,829 2,769 -4,152 2,565 -2,399 -942 3,104: 8,749 5,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 13.8 21.0 2.0 9.3 9.4 26.3 26.9 2.1 5.9 9.4: 9.7 6.4
Old : 100.0: 12.1 13.8 21.0 2.0 9.3 9.4 26.3 26.9 2.1 5.9 9.4: 9.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 264: 53 42 22 10 27 48 56 61 29 30 52:
Old : 264: 53 42 22 10 27 48 56 61 29 30 52:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 30.9 29.4 44.2 12.6 20.8 18.3 26.6
Old : 17.6 30.9 29.4 44.2 12.6 20.8 18.3 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 57,629: 34,020 22,763 4,746 16,891 5,718 787 903 1,373 0 0 0: 10,985 9,981
Old : 57,629: 34,020 22,763 4,746 16,891 5,718 787 903 1,373 0 0 0: 10,985 9,981
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -3,354: -3,456 -2,434 360 -1,074 -368 -327 -14 -8 0 0 0: 445 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 39.5 8.2 29.3 9.9 1.4 1.6 2.4 0.0 0.0 0.0: 19.1 17.3
Old : 100.0: 59.0 39.5 8.2 29.3 9.9 1.4 1.6 2.4 0.0 0.0 0.0: 19.1 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 12 . 4 5 . . . 0 0 0:
Old : 24: 16 12 . 4 5 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 47.2 61.7 67.8 40.1 39.8 49.2 50.4
Old : 46.6 47.2 61.7 67.8 40.1 39.8 49.2 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 36,698: 21,367 11,235 3,609 9,075 4,066 194 756 2,783 0 0 0: 4,679 8,783
Old : 36,698: 21,367 11,235 3,609 9,075 4,066 194 756 2,783 0 0 0: 4,679 8,783
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -2,546: -1,850 -401 300 -2,089 -786 60 -242 -360 0 0 0: 90 1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 30.6 9.8 24.7 11.1 0.5 2.1 7.6 0.0 0.0 0.0: 12.8 23.9
Old : 100.0: 58.2 30.6 9.8 24.7 11.1 0.5 2.1 7.6 0.0 0.0 0.0: 12.8 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 . . . . . . 0 0 0:
Old : 20: 9 9 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 37.4 74.4 56.4 37.8 31.2 51.3 40.4
Old : 50.1 37.4 74.4 56.4 37.8 31.2 51.3 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 67,038: 37,200 38,940 15,930 10,146 5,494 0 0 0 0 0 0: 8,414 12,458
Old : 67,038: 37,200 38,940 15,930 10,146 5,494 0 0 0 0 0 0: 8,414 12,458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 3,444: -2,579 5,052 7,419 -390 -392 0 0 0 0 0 0: -1,004 -826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 58.1 23.8 15.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 18.6
Old : 100.0: 55.5 58.1 23.8 15.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . 4 4 0 0 0 0 0 0:
Old : 25: 13 15 . 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 47.6 61.1 62.0 35.1 42.6 49.4 52.8
Old : 41.0 47.6 61.1 62.0 35.1 42.6 49.4 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 75,041: 43,507 34,336 12,714 30,335 6,225 0 0 0 0 0 0: 12,595 4,145
Old : 75,041: 43,507 34,336 12,714 30,335 6,225 0 0 0 0 0 0: 12,595 4,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 120: 180 0 0 0 0 0 0 0 0 0 0: -60 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 45.8 16.9 40.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 16.8 5.5
Old : 100.0: 58.0 45.8 16.9 40.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 16.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 13 . 5 4 0 0 0 0 0 0:
Old : 23: 14 13 . 5 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 53.7 63.8 74.3 40.4 49.3 53.9 64.6
Old : 46.0 53.7 63.8 74.3 40.4 49.3 53.9 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 90,001: 57,928 54,619 13,196 16,732 3,840 1,758 3,321 6,046 0 540 0: 7,233 4,903
Old : 90,001: 57,928 54,619 13,196 16,732 3,840 1,758 3,321 6,046 0 540 0: 7,233 4,903
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -93: 184 -93 0 0 0 -93 0 0 0 0 0: -184 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 60.7 14.7 18.6 4.3 2.0 3.7 6.7 0.0 0.6 0.0: 8.0 5.4
Old : 100.0: 64.4 60.7 14.7 18.6 4.3 2.0 3.7 6.7 0.0 0.6 0.0: 8.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 15 18 4 5 5 . . 4 0 . 0:
Old : 36: 15 18 4 5 5 . . 4 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 41.0 65.5 59.7 41.9 38.8 58.4 54.6
Old : 44.9 41.0 65.5 59.7 41.9 38.8 58.4 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 82,969: 66,413 33,670 4,288 23,770 1,461 1,224 8,741 2,935 0 0 0: 6,648 12,392
Old : 82,969: 66,413 33,670 4,288 23,770 1,461 1,224 8,741 2,935 0 0 0: 6,648 12,392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 799: 830 -171 0 0 0 0 1,001 -31 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 40.6 5.2 28.6 1.8 1.5 10.5 3.5 0.0 0.0 0.0: 8.0 14.9
Old : 100.0: 80.0 40.6 5.2 28.6 1.8 1.5 10.5 3.5 0.0 0.0 0.0: 8.0 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 10 13 . 6 . . . . 0 0 0:
Old : 26: 10 13 . 6 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 40.8 80.0 60.4 57.2 39.0 71.5 55.5
Old : 60.1 40.8 80.0 60.4 57.2 39.0 71.5 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 82,102: 42,248 22,498 8,516 41,749 5,776 5,662 1,866 4,370 720 0 0: 14,810 5,843
Old : 82,102: 42,248 22,498 8,516 41,749 5,776 5,662 1,866 4,370 720 0 0: 14,810 5,843
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 155: 614 1,487 0 0 0 91 0 64 0 0 0: -614 -1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 27.4 10.4 50.9 7.0 6.9 2.3 5.3 0.9 0.0 0.0: 18.0 7.1
Old : 100.0: 51.5 27.4 10.4 50.9 7.0 6.9 2.3 5.3 0.9 0.0 0.0: 18.0 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 15 . 6 4 . . . . 0 0:
Old : 31: 15 15 . 6 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 46.5 59.5 65.3 29.5 46.2 47.5 62.8
Old : 34.2 46.5 59.5 65.3 29.5 46.2 47.5 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 70,697: 45,151 52,713 23,622 14,926 244 0 0 0 0 0 0: 1,680 2,814
Old : 70,697: 45,151 52,713 23,622 14,926 244 0 0 0 0 0 0: 1,680 2,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -8,086: -5,790 -3,466 -1,200 -4,200 0 -720 0 0 0 0 0: -376 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 74.6 33.4 21.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 4.0
Old : 100.0: 63.9 74.6 33.4 21.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 . 5 . 0 0 0 0 0 0:
Old : 23: 13 11 . 5 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 54.5 85.5 78.5 58.2 50.9 69.4 65.3
Old : 69.3 54.5 85.5 78.5 58.2 50.9 69.4 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 159,544: 94,924 96,399 36,403 31,177 14,732 3,641 8,107 3,892 0 0 0: 5,952 5,237
Old : 159,544: 94,924 96,399 36,403 31,177 14,732 3,641 8,107 3,892 0 0 0: 5,952 5,237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -11,199: -6,488 -7,455 -1,212 -384 -1,838 -899 -833 -591 0 0 0: -171 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 60.4 22.8 19.5 9.2 2.3 5.1 2.4 0.0 0.0 0.0: 3.7 3.3
Old : 100.0: 59.5 60.4 22.8 19.5 9.2 2.3 5.1 2.4 0.0 0.0 0.0: 3.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 25 27 7 5 9 . . . 0 0 0:
Old : 45: 25 27 7 5 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 41.5 52.4 60.5 29.7 39.9 43.1 51.4
Old : 33.8 41.5 52.4 60.5 29.7 39.9 43.1 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 123,323: 60,895 71,894 35,579 28,693 13,037 1,550 1,275 1,992 0 0 0: 10,270 6,432
Old : 123,323: 60,895 71,894 35,579 28,693 13,037 1,550 1,275 1,992 0 0 0: 10,270 6,432
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -6,039: -2,378 -3,607 -1,719 -1,430 -480 -300 94 -222 0 0 0: -940 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 58.3 28.9 23.3 10.6 1.3 1.0 1.6 0.0 0.0 0.0: 8.3 5.2
Old : 100.0: 49.4 58.3 28.9 23.3 10.6 1.3 1.0 1.6 0.0 0.0 0.0: 8.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 11 9 . 9 . . . 0 0 0:
Old : 31: 13 11 9 . 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 50.1 66.4 75.4 43.2 49.7 53.3 70.2
Old : 52.3 50.1 66.4 75.4 43.2 49.7 53.3 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 213,057: 120,611 94,859 30,832 70,771 31,324 5,700 360 10,238 0 0 0: 14,352 5,505
Old : 213,057: 120,611 94,859 30,832 70,771 31,324 5,700 360 10,238 0 0 0: 14,352 5,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -11,605: -7,918 -4,022 366 -4,443 -1,841 -162 -120 -895 0 0 0: -1,155 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 44.5 14.5 33.2 14.7 2.7 0.2 4.8 0.0 0.0 0.0: 6.7 2.6
Old : 100.0: 56.6 44.5 14.5 33.2 14.7 2.7 0.2 4.8 0.0 0.0 0.0: 6.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 23 5 10 10 . . . 0 0 0:
Old : 44: 24 23 5 10 10 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 29.9 52.6 51.2 24.4 24.9 36.3 41.0
Old : 33.3 29.9 52.6 51.2 24.4 24.9 36.3 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 2,796,985: 802,711 503,333 78,998 906,270 350,960 563,117 64,994 639,767 106,965 90,000 220,655: 33,812 21,006
Old : 2,796,985: 802,711 503,333 78,998 906,270 350,960 563,117 64,994 639,767 106,965 90,000 220,655: 33,812 21,006
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -71,803: -41,022 -27,278 8,008 -40,339 -681 -7,162 3,063 -15,256 -16,133 14,890 -8,941: 9,384 2,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 18.0 2.8 32.4 12.5 20.1 2.3 22.9 3.8 3.2 7.9: 1.2 0.8
Old : 100.0: 28.7 18.0 2.8 32.4 12.5 20.1 2.3 22.9 3.8 3.2 7.9: 1.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 177: 78 71 10 20 27 25 14 34 11 13 24:
Old : 177: 78 71 10 20 27 25 14 34 11 13 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 32.7 45.3 45.0 19.5 22.2 25.5 29.9
Old : 34.9 32.7 45.3 45.0 19.5 22.2 25.5 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 924,497: 167,402 256,931 307,304 131,713 188,781 67,330 75,537 79,707 40,886 117,784 68,791: 4,296 5,253
Old : 924,497: 167,402 256,931 307,304 131,713 188,781 67,330 75,537 79,707 40,886 117,784 68,791: 4,296 5,253
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -104,203: -29,402 -23,709 2,496 -1,897 -22,405 -18,023 -7,931 -13,643 -6,000 -16,887 -19,380: 2,154 1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 27.8 33.2 14.2 20.4 7.3 8.2 8.6 4.4 12.7 7.4: 0.5 0.6
Old : 100.0: 18.1 27.8 33.2 14.2 20.4 7.3 8.2 8.6 4.4 12.7 7.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 93: 25 24 14 7 18 11 14 20 11 9 18:
Old : 93: 25 24 14 7 18 11 14 20 11 9 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 41.6 49.6 59.6 25.6 35.7 36.4 43.1
Old : 34.2 41.6 49.6 59.6 25.6 35.7 36.4 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 21,571: 18,891 13,684 0 5,580 1,739 0 56 127 70 0 95: 649 290
Old : 21,571: 18,891 13,684 0 5,580 1,739 0 56 127 70 0 95: 649 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 364: 521 251 0 325 -220 0 -10 -27 0 0 0: 90 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 63.4 0.0 25.9 8.1 0.0 0.3 0.6 0.3 0.0 0.4: 3.0 1.3
Old : 100.0: 87.6 63.4 0.0 25.9 8.1 0.0 0.3 0.6 0.3 0.0 0.4: 3.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 30 26 0 8 5 0 . . . 0 .:
Old : 43: 30 26 0 8 5 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 40.4 59.7 64.2 33.4 39.0 48.3 50.3
Old : 40.5 40.4 59.7 64.2 33.4 39.0 48.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 16,559: 15,103 9,247 0 6,699 493 0 0 0 275 0 0: 688 120
Old : 16,559: 15,103 9,247 0 6,699 493 0 0 0 275 0 0: 688 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -1,225: -1,365 -628 0 -667 50 0 0 0 275 0 0: -185 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 55.8 0.0 40.5 3.0 0.0 0.0 0.0 1.7 0.0 0.0: 4.2 0.7
Old : 100.0: 91.2 55.8 0.0 40.5 3.0 0.0 0.0 0.0 1.7 0.0 0.0: 4.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 12 0 8 4 0 0 0 . 0 0:
Old : 24: 11 12 0 8 4 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 59.9 89.7 80.9 48.0 54.7 65.3 66.4
Old : 64.5 59.9 89.7 80.9 48.0 54.7 65.3 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 10,072: 8,154 6,760 0 1,674 1,555 8 0 53 0 0 0: 302 30
Old : 10,072: 8,154 6,760 0 1,674 1,555 8 0 53 0 0 0: 302 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -1,264: -1,115 -878 0 -219 -122 8 -3 -17 0 0 0: -18 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 67.1 0.0 16.6 15.4 0.1 0.0 0.5 0.0 0.0 0.0: 3.0 0.3
Old : 100.0: 81.0 67.1 0.0 16.6 15.4 0.1 0.0 0.5 0.0 0.0 0.0: 3.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 15 0 6 4 . 0 . 0 0 0:
Old : 27: 12 15 0 6 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 47.3 87.7 72.2 70.1 43.2 72.4 60.3
Old : 75.5 47.3 87.7 72.2 70.1 43.2 72.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, June 1, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,882: 8,145 7,023 200 1,012 1,222 0 0 0 0 0 0: 315 625
Old : 9,882: 8,145 7,023 200 1,012 1,222 0 0 0 0 0 0: 315 625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -724: -732 -942 20 -147 20 0 0 0 0 0 0: -32 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 71.1 2.0 10.2 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 6.3
Old : 100.0: 82.4 71.1 2.0 10.2 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 14 . 5 6 0 0 0 0 0 0:
Old : 30: 20 14 . 5 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 48.2 67.6 70.9 37.0 39.1 50.9 49.3
Old : 47.9 48.2 67.6 70.9 37.0 39.1 50.9 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 4, 2010