Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 4,260,325 : : Positions : :1,617,958 1,200,961 107,379 873,132 698,721 354,557 50,408 1,145,718 51,585 15,534 260,787 : : : : Changes from: May 11, 2010 : : -11,294 -28,565 -2,374 19,046 28,385 7,098 3,386 57,849 7,044 8,215 307 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 28.2 2.5 20.5 16.4 8.3 1.2 26.9 1.2 0.4 6.1 : : : : Number of Traders in Each Category Total Traders: 221 : : 100 91 13 21 32 25 15 36 24 18 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 874,072 : : Positions : : 109,133 124,546 184,725 14,738 83,505 89,819 226,453 240,855 11,914 59,475 79,327 : : : : Changes from: May 11, 2010 : : 1,348 4,960 -3,732 327 -8,591 5,676 -10,547 20,806 -4,199 4,564 259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 14.2 21.1 1.7 9.6 10.3 25.9 27.6 1.4 6.8 9.1 : : : : Number of Traders in Each Category Total Traders: 281 : : 56 44 23 11 28 52 56 64 30 36 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 60,433 : : Positions : : 34,765 25,073 4,386 17,661 6,390 1,166 811 1,365 0 0 0 : : : : Changes from: May 11, 2010 : : -190 92 0 0 0 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 41.5 7.3 29.2 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 18, 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 38,968 : : Positions : : 23,217 11,756 3,069 11,164 4,872 134 1,122 3,051 0 0 0 : : : : Changes from: May 11, 2010 : : 428 -58 0 0 490 0 -34 -28 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 30.2 7.9 28.6 12.5 0.3 2.9 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 18, 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 63,088 : : Positions : : 39,273 33,382 8,751 10,536 5,886 0 0 0 0 0 0 : : : : Changes from: May 11, 2010 : : 0 -248 -248 0 123 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 52.9 13.9 16.7 9.3 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 18, 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 11, 2010 : : 0 0 0 0 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 18, 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 88,236 : : Positions : : 55,974 52,979 13,196 16,732 3,840 2,529 4,574 4,754 0 0 0 : : : : Changes from: May 11, 2010 : : 2,712 1,446 120 0 -60 70 1,158 -490 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 60.0 15.0 19.0 4.4 2.9 5.2 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 17 4 5 5 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 82,112 : : Positions : : 66,005 34,057 4,288 23,770 1,461 1,224 7,916 2,636 0 0 0 : : : : Changes from: May 11, 2010 : : 150 -30 0 0 0 0 486 -483 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 41.5 5.2 28.9 1.8 1.5 9.6 3.2 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 18, 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 81,649 : : Positions : : 41,488 21,164 8,392 41,749 5,776 6,290 1,866 3,772 600 0 0 : : : : Changes from: May 11, 2010 : : 813 1,375 0 0 0 262 0 16 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 25.9 10.3 51.1 7.1 7.7 2.3 4.6 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . 6 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 11, 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 18, 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 163,523 : : Positions : : 92,782 104,226 38,471 29,671 16,332 5,032 3,420 4,753 0 0 0 : : : : Changes from: May 11, 2010 : : 0 -122 0 0 400 -122 0 400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 63.7 23.5 18.1 10.0 3.1 2.1 2.9 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 18, 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 130,327 : : Positions : : 63,634 75,688 38,592 30,123 13,517 1,850 2,649 1,524 0 0 0 : : : : Changes from: May 11, 2010 : : 116 -100 -522 0 -90 0 -258 -244 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 58.1 29.6 23.1 10.4 1.4 2.0 1.2 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 18, 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 220,779 : : Positions : : 124,932 98,500 31,338 73,796 32,245 6,073 608 10,358 0 0 0 : : : : Changes from: May 11, 2010 : : 8,803 4,923 -1,495 1,426 894 -388 -216 -689 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 44.6 14.2 33.4 14.6 2.8 0.3 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 23 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 2,876,554 : : Positions : : 822,391 523,476 69,575 957,917 353,541 596,360 60,397 656,386 124,684 82,408 225,162 : : : : Changes from: May 11, 2010 : : 10,742 10,011 -787 32,571 -23,629 18,983 -467 5,398 -87 -12,418 15,298 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 18.2 2.4 33.3 12.3 20.7 2.1 22.8 4.3 2.9 7.8 : : : : Number of Traders in Each Category Total Traders: 179 : : 83 74 9 21 27 23 12 32 14 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 1,012,644 : : Positions : : 191,644 291,960 316,673 134,013 197,214 100,430 87,187 82,824 32,946 127,395 88,826 : : : : Changes from: May 11, 2010 : : 687 7,305 -12,062 6,551 20,725 18,536 1,590 1,725 2,915 -6,453 9,157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 28.8 31.3 13.2 19.5 9.9 8.6 8.2 3.3 12.6 8.8 : : : : Number of Traders in Each Category Total Traders: 98 : : 25 24 15 7 19 12 15 21 10 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 21,250 : : Positions : : 18,458 13,556 10 5,204 1,949 0 50 154 70 0 95 : : : : Changes from: May 11, 2010 : : 236 51 0 185 -49 0 -65 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 63.8 0.0 24.5 9.2 0.0 0.2 0.7 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 25 . 7 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 17,622 : : Positions : : 16,368 9,800 0 7,301 436 20 0 25 0 0 0 : : : : Changes from: May 11, 2010 : : 100 90 0 -15 46 20 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 55.6 0.0 41.4 2.5 0.1 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 0 8 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 11,041 : : Positions : : 9,004 7,453 0 1,773 1,647 0 3 70 0 0 0 : : : : Changes from: May 11, 2010 : : -15 67 0 -20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 67.5 0.0 16.1 14.9 0.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 0 6 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 10,544 : : Positions : : 8,792 7,845 333 1,352 1,072 0 0 0 0 0 0 : : : : Changes from: May 11, 2010 : : 725 5 35 15 -65 0 0 0 -740 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 74.4 3.2 12.8 10.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 16 . 5 5 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 27, 2010