NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Disaggregated Commitments of Traders - Futures Only, June 8, 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 : 4,336,901: 1,644,446 1,258,004 107,007 839,543 655,548 329,342 35,066 1,263,041 59,771 19,072 241,769: 35,977 24,858 Old : 4,336,901: 1,644,446 1,258,004 107,007 839,543 655,548 329,342 35,066 1,263,041 59,771 19,072 241,769: 35,977 24,858 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 123,738: 53,357 72,429 -2,856 57,365 -13,921 7,984 -14,982 48,256 40,656 -13,757 -22,227: 12,489 10,575 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 29.0 2.5 19.4 15.1 7.6 0.8 29.1 1.4 0.4 5.6: 0.8 0.6 Old : 100.0: 37.9 29.0 2.5 19.4 15.1 7.6 0.8 29.1 1.4 0.4 5.6: 0.8 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 : 218: 99 93 11 22 31 26 12 35 22 16 35: Old : 218: 99 93 11 22 31 26 12 35 22 16 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 : 26.3 22.3 41.3 37.2 9.3 11.0 14.3 16.2 Old : 26.3 22.3 41.3 37.2 9.3 11.0 14.3 16.2 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 8, 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 : 828,729: 92,897 117,725 169,192 24,086 81,883 103,874 199,139 227,169 10,432 69,917 67,795: 75,487 41,015 Old : 828,729: 92,897 117,725 169,192 24,086 81,883 103,874 199,139 227,169 10,432 69,917 67,795: 75,487 41,015 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -13,282: -9,058 1,724 -7,937 7,096 3,739 25,016 -22,501 630 -7,575 20,444 -11,770: -6,327 -12,644 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 14.2 20.4 2.9 9.9 12.5 24.0 27.4 1.3 8.4 8.2: 9.1 4.9 Old : 100.0: 11.2 14.2 20.4 2.9 9.9 12.5 24.0 27.4 1.3 8.4 8.2: 9.1 4.9 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 : 266: 53 44 23 11 28 50 52 60 23 40 45: Old : 266: 53 44 23 11 28 50 52 60 23 40 45: 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 : 17.5 33.6 29.1 44.8 12.7 21.9 19.1 27.2 Old : 17.5 33.6 29.1 44.8 12.7 21.9 19.1 27.2 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 8, 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 : 58,066: 36,939 24,708 4,746 16,891 5,718 787 189 1,858 0 0 0: 8,018 8,702 Old : 58,066: 36,939 24,708 4,746 16,891 5,718 787 189 1,858 0 0 0: 8,018 8,702 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 437: 2,919 1,945 0 0 0 0 -714 485 0 0 0: -2,967 -1,279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.6 42.6 8.2 29.1 9.8 1.4 0.3 3.2 0.0 0.0 0.0: 13.8 15.0 Old : 100.0: 63.6 42.6 8.2 29.1 9.8 1.4 0.3 3.2 0.0 0.0 0.0: 13.8 15.0 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 : 25: 17 14 . 4 5 . . . 0 0 0: Old : 25: 17 14 . 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 : 45.5 46.9 63.3 67.2 37.8 39.5 49.7 49.7 Old : 45.5 46.9 63.3 67.2 37.8 39.5 49.7 49.7 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 8, 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 : 37,128: 21,429 11,603 3,609 9,137 4,066 194 756 2,783 0 0 0: 5,047 8,783 Old : 37,128: 21,429 11,603 3,609 9,137 4,066 194 756 2,783 0 0 0: 5,047 8,783 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 430: 62 368 0 62 0 0 0 0 0 0 0: 368 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.7 31.3 9.7 24.6 11.0 0.5 2.0 7.5 0.0 0.0 0.0: 13.6 23.7 Old : 100.0: 57.7 31.3 9.7 24.6 11.0 0.5 2.0 7.5 0.0 0.0 0.0: 13.6 23.7 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 : 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 : 49.5 37.1 73.6 55.9 37.4 31.0 50.7 40.9 Old : 49.5 37.1 73.6 55.9 37.4 31.0 50.7 40.9 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 8, 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: June 1, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : 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 8, 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 : 74,138: 43,876 35,105 12,526 28,955 6,015 0 0 0 0 0 0: 11,721 4,063 Old : 74,138: 43,876 35,105 12,526 28,955 6,015 0 0 0 0 0 0: 11,721 4,063 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -903: 369 769 -188 -1,380 -210 0 0 0 0 0 0: -874 -82 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 47.4 16.9 39.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 15.8 5.5 Old : 100.0: 59.2 47.4 16.9 39.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 15.8 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 : 22: 13 12 . 5 4 0 0 0 0 0 0: Old : 22: 13 12 . 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 : 45.4 51.5 64.1 75.9 40.7 47.3 56.1 65.3 Old : 45.4 51.5 64.1 75.9 40.7 47.3 56.1 65.3 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 8, 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 : 82,928: 52,108 50,999 12,714 10,610 3,117 488 2,466 6,814 0 540 0: 7,687 8,382 Old : 82,928: 52,108 50,999 12,714 10,610 3,117 488 2,466 6,814 0 540 0: 7,687 8,382 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -7,073: -5,820 -3,620 -482 -6,122 -723 -1,270 -855 768 0 0 0: 454 3,479 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.8 61.5 15.3 12.8 3.8 0.6 3.0 8.2 0.0 0.7 0.0: 9.3 10.1 Old : 100.0: 62.8 61.5 15.3 12.8 3.8 0.6 3.0 8.2 0.0 0.7 0.0: 9.3 10.1 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 : 32: 14 16 4 4 4 . . 4 0 . 0: Old : 32: 14 16 4 4 4 . . 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 : 45.9 42.2 65.5 60.6 43.8 40.0 59.6 53.2 Old : 45.9 42.2 65.5 60.6 43.8 40.0 59.6 53.2 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 8, 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 : 77,856: 63,113 32,118 3,750 21,200 1,147 984 8,473 2,114 0 0 0: 6,748 12,804 Old : 77,856: 63,113 32,118 3,750 21,200 1,147 984 8,473 2,114 0 0 0: 6,748 12,804 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -5,113: -3,300 -1,552 -538 -2,570 -314 -240 -268 -821 0 0 0: 100 412 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 41.3 4.8 27.2 1.5 1.3 10.9 2.7 0.0 0.0 0.0: 8.7 16.4 Old : 100.0: 81.1 41.3 4.8 27.2 1.5 1.3 10.9 2.7 0.0 0.0 0.0: 8.7 16.4 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 : 25: 10 13 . 5 . . . . 0 0 0: Old : 25: 10 13 . 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 : 61.0 41.0 80.2 60.0 57.6 40.0 70.4 55.4 Old : 61.0 41.0 80.2 60.0 57.6 40.0 70.4 55.4 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 8, 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 : 77,807: 41,528 18,908 8,726 40,257 5,566 4,853 2,100 4,221 0 0 0: 12,913 6,755 Old : 77,807: 41,528 18,908 8,726 40,257 5,566 4,853 2,100 4,221 0 0 0: 12,913 6,755 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -4,295: -720 -3,590 210 -1,492 -210 -809 234 -149 -720 0 0: -1,897 912 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 24.3 11.2 51.7 7.2 6.2 2.7 5.4 0.0 0.0 0.0: 16.6 8.7 Old : 100.0: 53.4 24.3 11.2 51.7 7.2 6.2 2.7 5.4 0.0 0.0 0.0: 16.6 8.7 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 : 29: 12 13 . 6 4 . . . 0 0 0: Old : 29: 12 13 . 6 4 . . . 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 : 35.7 47.4 60.3 65.7 31.3 47.1 48.3 62.8 Old : 35.7 47.4 60.3 65.7 31.3 47.1 48.3 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 8, 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 : 70,666: 45,120 52,682 23,622 14,926 244 0 0 0 0 0 0: 1,680 2,814 Old : 70,666: 45,120 52,682 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: June 1, 2010 : : -31: -31 -31 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.8 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: 63.8 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 12 . 5 . 0 0 0 0 0 0: Old : 23: 13 12 . 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 : 69.4 54.5 85.5 78.2 58.3 50.9 69.1 65.0 Old : 69.4 54.5 85.5 78.2 58.3 50.9 69.1 65.0 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 8, 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 : 160,986: 95,222 96,639 36,743 32,033 14,965 4,099 8,107 4,069 0 0 0: 5,888 5,173 Old : 160,986: 95,222 96,639 36,743 32,033 14,965 4,099 8,107 4,069 0 0 0: 5,888 5,173 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 1,442: 298 240 340 856 233 458 0 177 0 0 0: -64 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 60.0 22.8 19.9 9.3 2.5 5.0 2.5 0.0 0.0 0.0: 3.7 3.2 Old : 100.0: 59.1 60.0 22.8 19.9 9.3 2.5 5.0 2.5 0.0 0.0 0.0: 3.7 3.2 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 : 46: 25 27 7 5 9 4 . 4 0 0 0: Old : 46: 25 27 7 5 9 4 . 4 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 : 33.5 41.2 51.9 60.3 29.4 39.6 42.9 51.0 Old : 33.5 41.2 51.9 60.3 29.4 39.6 42.9 51.0 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 8, 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 : 123,372: 61,435 71,328 35,081 29,419 12,618 1,550 1,335 1,932 0 0 0: 10,756 6,740 Old : 123,372: 61,435 71,328 35,081 29,419 12,618 1,550 1,335 1,932 0 0 0: 10,756 6,740 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 49: 540 -566 -498 726 -419 0 60 -60 0 0 0: 486 308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.8 57.8 28.4 23.8 10.2 1.3 1.1 1.6 0.0 0.0 0.0: 8.7 5.5 Old : 100.0: 49.8 57.8 28.4 23.8 10.2 1.3 1.1 1.6 0.0 0.0 0.0: 8.7 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 : 31: 14 11 8 4 9 . . . 0 0 0: Old : 31: 14 11 8 4 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 : 52.8 50.1 66.7 74.9 43.3 49.7 53.5 69.6 Old : 52.8 50.1 66.7 74.9 43.3 49.7 53.5 69.6 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 8, 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 : 215,841: 124,327 96,275 30,832 73,418 30,682 5,910 360 9,609 0 0 0: 14,481 5,497 Old : 215,841: 124,327 96,275 30,832 73,418 30,682 5,910 360 9,609 0 0 0: 14,481 5,497 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 2,784: 3,716 1,416 0 2,647 -642 210 0 -629 0 0 0: 129 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 44.6 14.3 34.0 14.2 2.7 0.2 4.5 0.0 0.0 0.0: 6.7 2.5 Old : 100.0: 57.6 44.6 14.3 34.0 14.2 2.7 0.2 4.5 0.0 0.0 0.0: 6.7 2.5 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 : 46: 25 25 5 10 10 . . . 0 0 0: Old : 46: 25 25 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 : 34.4 29.3 53.1 50.4 25.8 24.5 37.2 40.7 Old : 34.4 29.3 53.1 50.4 25.8 24.5 37.2 40.7 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 8, 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 : 2,819,384: 811,924 514,028 84,135 922,274 360,103 563,460 63,282 639,026 112,584 83,520 221,751: 26,401 15,400 Old : 2,819,384: 811,924 514,028 84,135 922,274 360,103 563,460 63,282 639,026 112,584 83,520 221,751: 26,401 15,400 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 22,399: 9,213 10,695 5,137 16,004 9,143 343 -1,712 -741 5,619 -6,480 1,096: -7,411 -5,606 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 18.2 3.0 32.7 12.8 20.0 2.2 22.7 4.0 3.0 7.9: 0.9 0.5 Old : 100.0: 28.8 18.2 3.0 32.7 12.8 20.0 2.2 22.7 4.0 3.0 7.9: 0.9 0.5 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 : 179: 79 72 10 20 27 24 15 35 13 13 23: Old : 179: 79 72 10 20 27 24 15 35 13 13 23: 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 : 35.0 32.7 45.5 45.2 19.7 22.6 25.7 30.2 Old : 35.0 32.7 45.5 45.2 19.7 22.6 25.7 30.2 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 8, 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 : 945,664: 161,262 262,144 323,935 142,211 184,782 77,463 91,993 68,991 55,188 120,643 70,811: 3,232 4,089 Old : 945,664: 161,262 262,144 323,935 142,211 184,782 77,463 91,993 68,991 55,188 120,643 70,811: 3,232 4,089 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 21,167: -6,140 5,213 16,631 10,498 -3,999 10,133 16,456 -10,716 14,302 2,859 2,020: -1,064 -1,164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 27.7 34.3 15.0 19.5 8.2 9.7 7.3 5.8 12.8 7.5: 0.3 0.4 Old : 100.0: 17.1 27.7 34.3 15.0 19.5 8.2 9.7 7.3 5.8 12.8 7.5: 0.3 0.4 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 : 96: 26 24 14 7 18 10 15 20 16 7 21: Old : 96: 26 24 14 7 18 10 15 20 16 7 21: 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 : 34.1 42.0 48.5 59.4 24.3 36.8 36.2 44.3 Old : 34.1 42.0 48.5 59.4 24.3 36.8 36.2 44.3 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 8, 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 : 19,747: 16,929 12,482 40 5,282 1,683 0 28 127 95 0 70: 803 75 Old : 19,747: 16,929 12,482 40 5,282 1,683 0 28 127 95 0 70: 803 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -1,824: -1,962 -1,202 40 -298 -56 0 -28 0 25 0 -25: 154 -215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 63.2 0.2 26.7 8.5 0.0 0.1 0.6 0.5 0.0 0.4: 4.1 0.4 Old : 100.0: 85.7 63.2 0.2 26.7 8.5 0.0 0.1 0.6 0.5 0.0 0.4: 4.1 0.4 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 : 44: 31 27 . 7 5 0 . . . 0 .: Old : 44: 31 27 . 7 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 : 39.7 44.3 59.3 66.2 33.8 41.0 46.6 50.4 Old : 39.7 44.3 59.3 66.2 33.8 41.0 46.6 50.4 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 8, 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 : 16,574: 15,158 9,307 0 6,694 493 0 0 0 275 0 0: 648 80 Old : 16,574: 15,158 9,307 0 6,694 493 0 0 0 275 0 0: 648 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 15: 55 60 0 -5 0 0 0 0 0 0 0: -40 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 56.2 0.0 40.4 3.0 0.0 0.0 0.0 1.7 0.0 0.0: 3.9 0.5 Old : 100.0: 91.5 56.2 0.0 40.4 3.0 0.0 0.0 0.0 1.7 0.0 0.0: 3.9 0.5 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 : 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 59.8 89.8 80.8 48.4 54.6 65.4 66.7 Old : 64.5 59.8 89.8 80.8 48.4 54.6 65.4 66.7 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 8, 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 : 10,232: 8,312 6,883 0 1,704 1,585 0 7 23 0 0 0: 312 30 Old : 10,232: 8,312 6,883 0 1,704 1,585 0 7 23 0 0 0: 312 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 160: 158 123 0 30 30 -8 7 -30 0 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 67.3 0.0 16.7 15.5 0.0 0.1 0.2 0.0 0.0 0.0: 3.0 0.3 Old : 100.0: 81.2 67.3 0.0 16.7 15.5 0.0 0.1 0.2 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 : 75.9 47.5 87.9 72.4 70.2 43.3 72.6 61.9 Old : 75.9 47.5 87.9 72.4 70.2 43.3 72.6 61.9 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 8, 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 : 10,330: 8,550 7,383 200 1,089 1,235 0 0 0 0 0 0: 345 623 Old : 10,330: 8,550 7,383 200 1,089 1,235 0 0 0 0 0 0: 345 623 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 448: 405 360 0 77 13 0 0 0 0 0 0: 30 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 71.5 1.9 10.5 12.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 6.0 Old : 100.0: 82.8 71.5 1.9 10.5 12.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 6.0 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 : 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 : 47.0 51.8 67.8 73.2 36.8 43.0 51.5 52.4 Old : 47.0 51.8 67.8 73.2 36.8 43.0 51.5 52.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2010