Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 4,330,899 : : Positions : :1,532,968 1,125,182 144,282 891,712 643,889 354,346 35,515 1,304,547 42,104 32,914 274,565 : : : : Changes from: June 8, 2010 : : -111,478 -132,822 37,275 52,169 -11,659 25,004 449 41,506 -17,667 13,842 32,796 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 26.0 3.3 20.6 14.9 8.2 0.8 30.1 1.0 0.8 6.3 : : : : Number of Traders in Each Category Total Traders: 216 : : 97 92 13 21 32 26 13 37 13 22 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 832,563 : : Positions : : 91,707 117,001 169,193 31,861 86,888 101,234 197,458 217,845 11,057 65,108 77,785 : : : : Changes from: June 8, 2010 : : -1,190 -724 1 7,775 5,005 -2,640 -1,681 -9,324 625 -4,809 9,990 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 14.1 20.3 3.8 10.4 12.2 23.7 26.2 1.3 7.8 9.3 : : : : Number of Traders in Each Category Total Traders: 275 : : 53 43 22 10 27 57 52 61 23 38 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 58,280 : : Positions : : 36,939 24,708 4,746 16,891 5,718 812 0 2,047 0 0 0 : : : : Changes from: June 8, 2010 : : 0 0 0 0 0 25 -189 189 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 42.4 8.1 29.0 9.8 1.4 0.0 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 14 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 37,776 : : Positions : : 21,429 11,851 4,456 9,913 5,079 442 756 2,783 0 0 0 : : : : Changes from: June 8, 2010 : : 0 248 847 776 1,013 248 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 31.4 11.8 26.2 13.4 1.2 2.0 7.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 4 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 67,522 : : Positions : : 37,200 39,424 16,290 10,146 5,494 0 0 0 0 0 0 : : : : Changes from: June 8, 2010 : : 0 484 360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 58.4 24.1 15.0 8.1 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 June 15, 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 74,138 : : Positions : : 43,876 35,105 12,526 28,955 6,015 0 0 0 0 0 0 : : : : Changes from: June 8, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 47.4 16.9 39.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 84,558 : : Positions : : 53,707 52,654 12,563 10,610 3,117 900 2,673 6,374 0 0 0 : : : : Changes from: June 8, 2010 : : 1,599 1,655 -151 0 0 412 207 -440 0 -540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 62.3 14.9 12.5 3.7 1.1 3.2 7.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 17 4 4 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 78,275 : : Positions : : 64,306 32,053 3,750 17,712 853 984 10,124 1,420 0 0 0 : : : : Changes from: June 8, 2010 : : 1,193 -65 0 -3,488 -294 0 1,651 -694 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 40.9 4.8 22.6 1.1 1.3 12.9 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 78,365 : : Positions : : 40,950 20,128 8,726 40,257 5,566 5,101 1,496 4,163 0 0 0 : : : : Changes from: June 8, 2010 : : -578 1,220 0 0 0 248 -604 -58 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 25.7 11.1 51.4 7.1 6.5 1.9 5.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 13 . 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #023A85 Open Interest is 37,205 : : Positions : : 26,234 31,402 3,858 1,454 1,840 0 0 0 0 0 0 : : : : Changes from: June 8, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 84.4 10.4 3.9 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 70,666 : : Positions : : 45,120 52,682 23,622 14,926 244 0 0 0 0 0 0 : : : : Changes from: June 8, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 74.6 33.4 21.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 162,883 : : Positions : : 94,561 98,673 36,898 31,303 15,365 3,661 5,861 6,448 0 0 0 : : : : Changes from: June 8, 2010 : : -661 2,034 155 -730 400 -438 -2,246 2,379 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 60.6 22.7 19.2 9.4 2.2 3.6 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 7 5 9 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 123,250 : : Positions : : 61,187 70,978 35,329 29,419 12,618 1,550 1,335 1,932 0 0 0 : : : : Changes from: June 8, 2010 : : -248 -350 248 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 57.6 28.7 23.9 10.2 1.3 1.1 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 8 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 214,724 : : Positions : : 119,735 95,535 31,260 73,418 30,682 9,489 360 9,108 0 0 0 : : : : Changes from: June 8, 2010 : : -4,592 -740 428 0 0 3,579 0 -501 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 44.5 14.6 34.2 14.3 4.4 0.2 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 25 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 2,802,822 : : Positions : : 807,475 524,144 84,064 918,825 343,765 574,130 58,420 622,075 118,763 94,937 224,185 : : : : Changes from: June 8, 2010 : : -4,449 10,116 -71 -3,449 -16,338 10,670 -4,862 -16,951 6,179 11,417 2,434 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 18.7 3.0 32.8 12.3 20.5 2.1 22.2 4.2 3.4 8.0 : : : : Number of Traders in Each Category Total Traders: 181 : : 80 74 10 20 27 25 15 33 14 12 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 981,498 : : Positions : : 163,511 266,010 331,893 147,857 200,583 75,150 93,345 66,577 57,263 120,152 82,696 : : : : Changes from: June 8, 2010 : : 2,249 3,866 7,958 5,646 15,801 -2,313 1,352 -2,414 2,075 -491 11,885 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 27.1 33.8 15.1 20.4 7.7 9.5 6.8 5.8 12.2 8.4 : : : : Number of Traders in Each Category Total Traders: 96 : : 27 24 12 9 18 9 16 19 15 8 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 20,996 : : Positions : : 18,204 12,990 40 5,944 1,793 0 28 46 35 0 70 : : : : Changes from: June 8, 2010 : : 1,275 508 0 662 110 0 0 -81 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 61.9 0.2 28.3 8.5 0.0 0.1 0.2 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 26 . 7 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 16,229 : : Positions : : 14,713 9,112 0 6,469 568 0 0 0 275 0 0 : : : : Changes from: June 8, 2010 : : -445 -195 0 -225 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 56.1 0.0 39.9 3.5 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 0 8 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 10,318 : : Positions : : 8,338 6,924 0 1,689 1,645 0 7 23 0 0 0 : : : : Changes from: June 8, 2010 : : 26 41 0 -15 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 67.1 0.0 16.4 15.9 0.0 0.1 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 0 6 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 15, 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 10,335 : : Positions : : 8,520 7,393 200 1,069 1,255 0 0 0 0 0 0 : : : : Changes from: June 8, 2010 : : -30 10 0 -20 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 71.5 1.9 10.3 12.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 . 5 6 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 18, 2010