Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 4,329,698 : : Positions : :1,587,055 1,144,221 134,021 909,660 646,155 346,085 39,610 1,264,671 38,962 25,378 266,899 : : : : Changes from: June 15, 2010 : : 54,087 19,039 -10,261 17,948 2,266 -8,261 4,095 -39,876 -3,142 -7,536 -7,666 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 26.4 3.1 21.0 14.9 8.0 0.9 29.2 0.9 0.6 6.2 : : : : Number of Traders in Each Category Total Traders: 219 : : 99 92 13 20 32 27 13 36 22 18 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 825,786 : : Positions : : 92,583 114,443 170,866 30,148 89,409 87,298 195,545 222,057 10,868 63,909 73,419 : : : : Changes from: June 15, 2010 : : 876 -2,558 1,673 -1,713 2,521 -13,936 -1,913 4,212 -189 -1,199 -4,366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 13.9 20.7 3.7 10.8 10.6 23.7 26.9 1.3 7.7 8.9 : : : : Number of Traders in Each Category Total Traders: 266 : : 51 41 24 9 28 62 46 69 23 39 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 58,518 : : Positions : : 36,939 24,708 4,746 16,891 5,718 1,111 0 1,986 0 0 0 : : : : Changes from: June 15, 2010 : : 0 0 0 0 0 299 0 -61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 42.2 8.1 28.9 9.8 1.9 0.0 3.4 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 22, 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 37,787 : : Positions : : 21,613 12,035 4,456 9,913 5,079 442 884 2,575 0 0 0 : : : : Changes from: June 15, 2010 : : 184 184 0 0 0 0 128 -208 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 31.8 11.8 26.2 13.4 1.2 2.3 6.8 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 22, 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 67,338 : : Positions : : 37,200 38,820 16,290 10,146 5,494 0 0 0 0 0 0 : : : : Changes from: June 15, 2010 : : 0 -604 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 57.6 24.2 15.1 8.2 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 22, 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 74,014 : : Positions : : 43,752 35,105 12,526 28,955 6,015 0 0 0 0 0 0 : : : : Changes from: June 15, 2010 : : -124 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 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 22, 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 83,789 : : Positions : : 51,387 52,647 12,563 10,610 3,117 1,943 1,194 6,505 0 0 0 : : : : Changes from: June 15, 2010 : : -2,320 -7 0 0 0 1,043 -1,479 131 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 62.8 15.0 12.7 3.7 2.3 1.4 7.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 4 4 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 78,112 : : Positions : : 63,481 32,295 3,750 17,712 853 1,325 9,395 1,621 0 0 0 : : : : Changes from: June 15, 2010 : : -825 242 0 0 0 341 -729 201 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 41.3 4.8 22.7 1.1 1.7 12.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 78,798 : : Positions : : 41,825 20,162 8,726 40,257 5,566 4,282 1,496 4,500 0 0 0 : : : : Changes from: June 15, 2010 : : 875 34 0 0 0 -819 0 337 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 25.6 11.1 51.1 7.1 5.4 1.9 5.7 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 22, 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 : : 26,358 31,402 3,734 1,454 1,840 0 0 0 0 0 0 : : : : Changes from: June 15, 2010 : : 124 0 -124 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 84.4 10.0 3.9 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 15, 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 22, 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 162,953 : : Positions : : 94,385 99,283 36,836 31,605 15,365 5,581 6,259 4,960 0 0 0 : : : : Changes from: June 15, 2010 : : -176 610 -62 302 0 1,920 398 -1,488 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 60.9 22.6 19.4 9.4 3.4 3.8 3.0 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 22, 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 123,732 : : Positions : : 62,257 71,543 34,046 29,419 12,992 1,550 1,192 2,292 0 0 0 : : : : Changes from: June 15, 2010 : : 1,070 565 -1,283 0 374 0 -143 360 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 57.8 27.5 23.8 10.5 1.3 1.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 12 8 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 216,389 : : Positions : : 120,341 96,280 31,688 73,418 30,682 9,866 0 9,255 0 0 0 : : : : Changes from: June 15, 2010 : : 606 745 428 0 0 377 -360 147 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 44.5 14.6 33.9 14.2 4.6 0.0 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 25 5 10 10 4 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035656 Open Interest is 48,543 : : Positions : : 35,385 19,495 4,139 15,473 4,148 0 2,801 1,312 0 0 0 : : : : Changes from: June 15, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 40.2 8.5 31.9 8.5 0.0 5.8 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 2,806,810 : : Positions : : 812,918 526,969 77,310 920,149 351,208 573,495 60,767 629,078 122,234 90,880 213,528 : : : : Changes from: June 15, 2010 : : 5,443 2,825 -6,754 1,324 7,443 -635 2,347 7,003 3,471 -4,057 -10,657 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 18.8 2.8 32.8 12.5 20.4 2.2 22.4 4.4 3.2 7.6 : : : : Number of Traders in Each Category Total Traders: 185 : : 83 74 10 21 28 26 14 34 15 12 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 1,032,092 : : Positions : : 169,205 272,935 329,051 189,048 203,316 92,525 85,217 74,794 70,406 113,241 89,414 : : : : Changes from: June 15, 2010 : : 5,694 6,925 -2,842 41,191 2,733 17,375 -8,128 8,217 13,143 -6,911 6,718 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 26.4 31.9 18.3 19.7 9.0 8.3 7.2 6.8 11.0 8.7 : : : : Number of Traders in Each Category Total Traders: 97 : : 26 24 11 10 18 8 17 19 18 7 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 22,147 : : Positions : : 19,312 13,850 85 6,165 1,759 0 28 54 35 0 70 : : : : Changes from: June 15, 2010 : : 1,108 860 45 221 -34 0 0 8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 62.5 0.4 27.8 7.9 0.0 0.1 0.2 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 34 27 . 6 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 16,385 : : Positions : : 15,074 9,245 0 6,597 463 0 0 0 185 0 0 : : : : Changes from: June 15, 2010 : : 361 133 0 128 -105 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 56.4 0.0 40.3 2.8 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 0 8 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 22, 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 10,370 : : Positions : : 8,255 6,996 0 1,504 1,780 0 7 23 0 0 0 : : : : Changes from: June 15, 2010 : : -83 72 0 -185 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 67.5 0.0 14.5 17.2 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 22, 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 10,370 : : Positions : : 8,585 7,488 230 1,069 1,195 0 0 0 0 0 0 : : : : Changes from: June 15, 2010 : : 65 95 30 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 72.2 2.2 10.3 11.5 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 25, 2010