Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : 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 4,082,626 : : Positions : :1,566,294 1,169,728 104,232 845,970 676,794 373,009 54,010 1,045,601 28,266 11,098 264,581 : : : : Changes from: April 27, 2010 : : -41,500 -79,439 15,294 -117,402 13,824 -136,672 4,088 52,524 -23,909 5,940 -10,985 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 28.7 2.6 20.7 16.6 9.1 1.3 25.6 0.7 0.3 6.5 : : : : Number of Traders in Each Category Total Traders: 213 : : 94 90 14 21 32 23 17 36 19 16 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : 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 861,875 : : Positions : : 99,217 104,823 193,637 11,842 84,114 82,360 263,766 225,317 22,672 44,641 75,577 : : : : Changes from: April 27, 2010 : : 5,854 2,363 18,887 827 -694 -10,976 22,210 10,822 6,349 -7,334 3,844 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 12.2 22.5 1.4 9.8 9.6 30.6 26.1 2.6 5.2 8.8 : : : : Number of Traders in Each Category Total Traders: 291 : : 57 45 23 10 26 50 68 70 34 31 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 60,267 : : Positions : : 34,959 25,101 4,386 17,661 6,390 1,166 771 1,411 0 0 0 : : : : Changes from: April 27, 2010 : : -1,242 -2,771 324 -893 -404 -1,631 771 -389 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 41.6 7.3 29.3 10.6 1.9 1.3 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365B Open Interest is 37,782 : : Positions : : 22,789 11,690 3,069 11,164 4,382 134 1,280 2,955 0 0 0 : : : : Changes from: April 27, 2010 : : -1,710 -1,299 586 -626 -834 -62 842 -438 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 30.9 8.1 29.5 11.6 0.4 3.4 7.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 61,611 : : Positions : : 35,115 32,330 8,999 10,598 5,701 0 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -2,285 -3,799 -1,773 -341 -93 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 52.5 14.6 17.2 9.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : 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 73,461 : : Positions : : 43,327 34,336 12,714 28,875 6,225 0 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -3,117 -1,102 -248 -1,852 -217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 46.7 17.3 39.3 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 85,353 : : Positions : : 53,074 51,185 13,076 16,732 3,900 2,197 3,316 5,138 0 0 0 : : : : Changes from: April 27, 2010 : : -2,291 -2,870 -421 -1,589 -447 148 454 -533 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 60.0 15.3 19.6 4.6 2.6 3.9 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 17 4 5 5 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 82,357 : : Positions : : 65,855 33,211 4,288 23,402 1,461 1,224 7,768 3,337 0 0 0 : : : : Changes from: April 27, 2010 : : -3,349 -962 -555 -2,050 0 -496 -1,198 -206 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 40.3 5.2 28.4 1.8 1.5 9.4 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 13 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 80,806 : : Positions : : 41,223 19,789 8,392 41,749 5,776 5,650 1,866 3,918 0 0 0 : : : : Changes from: April 27, 2010 : : -3,038 -833 217 -496 -299 636 -162 -308 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 24.5 10.4 51.7 7.1 7.0 2.3 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 76,083 : : Positions : : 48,961 55,159 24,822 17,446 244 0 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -5,239 -3,953 -1,240 -2,604 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 72.5 32.6 22.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : 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 159,842 : : Positions : : 90,329 101,985 38,135 29,611 15,992 4,820 3,420 4,293 0 0 0 : : : : Changes from: April 27, 2010 : : -5,697 -5,486 -2,361 -2,986 -989 -178 -110 -481 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 63.8 23.9 18.5 10.0 3.0 2.1 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 26 8 4 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : 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 126,030 : : Positions : : 63,214 70,976 37,728 33,872 10,462 1,850 2,214 1,706 0 0 0 : : : : Changes from: April 27, 2010 : : 878 -2,729 -2,015 -1,603 -648 -310 944 -554 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 56.3 29.9 26.9 8.3 1.5 1.8 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 11 8 4 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : 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 216,145 : : Positions : : 113,794 94,029 32,771 72,670 31,660 6,979 166 11,661 0 0 0 : : : : Changes from: April 27, 2010 : : -9,995 -3,165 -150 -4,593 -1,080 171 166 527 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 43.5 15.2 33.6 14.6 3.2 0.1 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : 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 2,819,406 : : Positions : : 802,376 509,249 70,802 914,898 373,319 577,767 59,832 637,661 128,082 105,403 202,932 : : : : Changes from: April 27, 2010 : : -49,358 -24,645 -5,708 -28,466 -12,011 19,389 17,331 -49,132 -7,782 -3,042 -2,681 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 18.1 2.5 32.5 13.2 20.5 2.1 22.6 4.5 3.7 7.2 : : : : Number of Traders in Each Category Total Traders: 176 : : 81 72 10 20 27 25 12 32 10 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : 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 965,261 : : Positions : : 184,315 287,809 345,423 150,261 158,374 80,845 79,597 80,789 33,476 126,749 77,889 : : : : Changes from: April 27, 2010 : : -14,676 -15,103 9,088 -15,516 -21,742 -30,318 -22,415 -9,483 -8,107 10,185 -21,476 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 29.8 35.8 15.6 16.4 8.4 8.2 8.4 3.5 13.1 8.1 : : : : Number of Traders in Each Category Total Traders: 92 : : 23 24 14 7 18 9 14 18 9 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 22,530 : : Positions : : 20,059 14,419 47 6,097 1,494 0 17 238 60 45 75 : : : : Changes from: April 27, 2010 : : 939 654 -50 280 -288 0 -15 81 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 64.0 0.2 27.1 6.6 0.0 0.1 1.1 0.3 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 27 . 7 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 17,256 : : Positions : : 16,123 9,380 0 7,341 345 0 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -570 -528 0 -217 -248 0 -30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 54.4 0.0 42.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 0 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : 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 10,884 : : Positions : : 8,777 7,219 0 1,718 1,717 0 3 70 0 0 0 : : : : Changes from: April 27, 2010 : : -913 -706 0 -300 -166 -57 3 37 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 66.3 0.0 15.8 15.8 0.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 14 0 6 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 4, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 10,180 : : Positions : : 7,763 7,481 323 1,407 1,037 0 0 0 740 0 0 : : : : Changes from: April 27, 2010 : : -124 -33 -169 71 162 0 0 0 310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 73.5 3.2 13.8 10.2 0.0 0.0 0.0 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 15 . 5 5 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 7, 2010