Disaggregated Commitments of Traders-All Futures Combined Positions as of May 11, 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 4,174,854 : : Positions : :1,629,252 1,229,526 109,753 854,086 670,336 347,459 47,022 1,087,869 44,541 7,319 260,480 : : : : Changes from: May 4, 2010 : : 62,958 59,798 5,521 8,116 -6,458 -25,550 -6,988 42,268 16,275 -3,779 -4,101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 29.5 2.6 20.5 16.1 8.3 1.1 26.1 1.1 0.2 6.2 : : : : Number of Traders in Each Category Total Traders: 216 : : 96 90 13 21 32 22 18 36 22 18 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 11, 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 868,994 : : Positions : : 107,785 119,586 188,457 14,411 92,096 84,143 237,000 220,049 16,113 54,911 79,068 : : : : Changes from: May 4, 2010 : : 8,568 14,763 -5,180 2,569 7,982 1,783 -26,766 -5,268 -6,559 10,270 3,491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 13.8 21.7 1.7 10.6 9.7 27.3 25.3 1.9 6.3 9.1 : : : : Number of Traders in Each Category Total Traders: 290 : : 60 49 22 12 28 54 57 68 29 37 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 11, 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 60,327 : : Positions : : 34,955 24,981 4,386 17,661 6,390 1,166 791 1,365 0 0 0 : : : : Changes from: May 4, 2010 : : -4 -120 0 0 0 0 20 -46 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 41.4 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 11, 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 37,906 : : Positions : : 22,789 11,814 3,069 11,164 4,382 134 1,156 3,079 0 0 0 : : : : Changes from: May 4, 2010 : : 0 124 0 0 0 0 -124 124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 31.2 8.1 29.5 11.6 0.4 3.0 8.1 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 11, 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 63,213 : : Positions : : 39,273 33,630 8,999 10,536 5,763 0 0 0 0 0 0 : : : : Changes from: May 4, 2010 : : 4,158 1,300 0 -62 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 53.2 14.2 16.7 9.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 11, 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 74,921 : : Positions : : 43,327 34,336 12,714 30,335 6,225 0 0 0 0 0 0 : : : : Changes from: May 4, 2010 : : 0 0 0 1,460 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 45.8 17.0 40.5 8.3 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 11, 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 85,938 : : Positions : : 53,262 51,533 13,076 16,732 3,900 2,459 3,416 5,244 0 0 0 : : : : Changes from: May 4, 2010 : : 188 348 0 0 0 262 100 106 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 60.0 15.2 19.5 4.5 2.9 4.0 6.1 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 11, 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 82,139 : : Positions : : 65,855 34,087 4,288 23,770 1,461 1,224 7,430 3,119 0 0 0 : : : : Changes from: May 4, 2010 : : 0 876 0 368 0 0 -338 -218 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 41.5 5.2 28.9 1.8 1.5 9.0 3.8 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 11, 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 80,682 : : Positions : : 40,675 19,789 8,392 41,749 5,776 6,028 1,866 3,756 0 0 0 : : : : Changes from: May 4, 2010 : : -548 0 0 0 0 378 0 -162 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 24.5 10.4 51.7 7.2 7.5 2.3 4.7 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 11, 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: May 4, 2010 : : 0 0 0 0 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 11, 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 162,845 : : Positions : : 92,782 104,348 38,471 29,671 15,932 5,154 3,420 4,353 0 0 0 : : : : Changes from: May 4, 2010 : : 2,453 2,363 336 60 -60 334 0 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 64.1 23.6 18.2 9.8 3.2 2.1 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 26 8 4 9 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 11, 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 131,023 : : Positions : : 63,518 75,788 39,114 30,123 13,607 1,850 2,907 1,768 0 0 0 : : : : Changes from: May 4, 2010 : : 304 4,812 1,386 -3,749 3,145 0 693 62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 57.8 29.9 23.0 10.4 1.4 2.2 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 11 9 . 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 11, 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 216,195 : : Positions : : 116,129 93,577 32,833 72,370 31,351 6,461 824 11,047 0 0 0 : : : : Changes from: May 4, 2010 : : 2,335 -452 62 -300 -309 -518 658 -614 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 43.3 15.2 33.5 14.5 3.0 0.4 5.1 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 11, 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 2,849,065 : : Positions : : 811,649 513,465 70,362 925,346 377,170 577,377 60,864 650,988 124,771 94,826 209,864 : : : : Changes from: May 4, 2010 : : 9,273 4,216 -440 10,448 3,851 -390 1,032 13,327 -3,311 -10,577 6,932 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 18.0 2.5 32.5 13.2 20.3 2.1 22.8 4.4 3.3 7.4 : : : : Number of Traders in Each Category Total Traders: 175 : : 81 71 10 20 27 23 12 32 12 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 11, 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 973,032 : : Positions : : 190,957 284,655 328,735 127,462 176,489 81,894 85,597 81,099 30,031 133,848 79,669 : : : : Changes from: May 4, 2010 : : 6,642 -3,154 -16,688 -22,799 18,115 1,049 6,000 310 -3,445 7,099 1,780 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 29.3 33.8 13.1 18.1 8.4 8.8 8.3 3.1 13.8 8.2 : : : : Number of Traders in Each Category Total Traders: 95 : : 23 24 14 7 18 10 16 19 11 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 11, 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 21,128 : : Positions : : 18,222 13,505 10 5,019 1,998 0 115 154 70 0 95 : : : : Changes from: May 4, 2010 : : -1,837 -914 -37 -1,078 504 0 98 -84 10 -45 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 63.9 0.0 23.8 9.5 0.0 0.5 0.7 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 25 . 7 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 11, 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 17,476 : : Positions : : 16,268 9,710 0 7,316 390 0 0 0 0 0 0 : : : : Changes from: May 4, 2010 : : 145 330 0 -25 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 55.6 0.0 41.9 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 0 8 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 11, 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 11,056 : : Positions : : 9,019 7,386 0 1,793 1,647 0 3 70 0 0 0 : : : : Changes from: May 4, 2010 : : 242 167 0 75 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 66.8 0.0 16.2 14.9 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 11, 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 10,579 : : Positions : : 8,067 7,840 298 1,337 1,137 0 0 0 740 0 0 : : : : Changes from: May 4, 2010 : : 304 359 -25 -70 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 74.1 2.8 12.6 10.7 0.0 0.0 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 15 . 5 5 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 14, 2010