Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 4,090,822 : : Positions : :1,441,166 1,067,577 153,923 847,817 618,017 352,730 31,177 1,220,967 24,445 37,703 236,293 : : : : Changes from: June 22, 2010 : : -145,889 -76,644 19,902 -61,843 -28,138 6,645 -8,433 -43,704 -14,517 12,325 -30,606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 26.1 3.8 20.7 15.1 8.6 0.8 29.8 0.6 0.9 5.8 : : : : Number of Traders in Each Category Total Traders: 215 : : 98 90 13 21 32 26 14 37 17 19 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 759,921 : : Positions : : 97,223 116,663 168,141 29,417 83,829 82,935 203,449 170,858 16,944 53,185 65,591 : : : : Changes from: June 22, 2010 : : 4,640 2,220 -2,725 -731 -5,580 -4,363 7,904 -51,199 6,076 -10,724 -7,828 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 15.4 22.1 3.9 11.0 10.9 26.8 22.5 2.2 7.0 8.6 : : : : Number of Traders in Each Category Total Traders: 266 : : 51 44 25 8 29 52 53 64 33 30 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 58,562 : : Positions : : 37,063 24,770 4,746 16,891 5,718 1,095 0 1,986 0 0 0 : : : : Changes from: June 22, 2010 : : 124 62 0 0 0 -16 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 42.3 8.1 28.8 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 29, 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 39,478 : : Positions : : 23,916 11,831 4,166 10,137 5,369 442 1,682 2,118 0 0 0 : : : : Changes from: June 22, 2010 : : 2,303 -204 -290 224 290 0 798 -457 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 30.0 10.6 25.7 13.6 1.1 4.3 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 68,098 : : Positions : : 37,960 39,580 16,290 10,146 5,494 0 0 0 0 0 0 : : : : Changes from: June 22, 2010 : : 760 760 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 58.1 23.9 14.9 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 29, 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 73,960 : : Positions : : 43,690 35,105 12,526 28,975 6,003 0 0 0 0 0 0 : : : : Changes from: June 22, 2010 : : -62 0 0 20 -12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 47.5 16.9 39.2 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 29, 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 83,755 : : Positions : : 51,310 52,882 12,635 10,610 3,117 1,336 456 6,902 0 0 0 : : : : Changes from: June 22, 2010 : : -77 235 72 0 0 -607 -738 397 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 63.1 15.1 12.7 3.7 1.6 0.5 8.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 17 4 4 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 78,745 : : Positions : : 63,610 32,251 3,750 17,712 853 1,325 9,268 2,053 0 0 0 : : : : Changes from: June 22, 2010 : : 129 -44 0 0 0 0 -127 432 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 41.0 4.8 22.5 1.1 1.7 11.8 2.6 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 29, 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 78,927 : : Positions : : 42,117 20,208 8,726 40,257 5,566 4,277 1,496 4,481 0 0 0 : : : : Changes from: June 22, 2010 : : 292 46 0 0 0 -5 0 -19 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 25.6 11.1 51.0 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 29, 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 36,922 : : Positions : : 25,986 30,968 3,734 1,454 1,840 0 0 0 0 0 0 : : : : Changes from: June 22, 2010 : : -372 -434 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 83.9 10.1 3.9 5.0 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 29, 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 75,362 : : Positions : : 50,184 55,642 23,622 16,662 244 0 0 0 0 0 0 : : : : Changes from: June 22, 2010 : : 5,064 2,960 0 1,736 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 73.8 31.3 22.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 164,462 : : Positions : : 95,231 99,923 37,275 32,888 15,260 5,643 6,259 4,735 0 0 0 : : : : Changes from: June 22, 2010 : : 846 640 439 1,283 -105 62 0 -225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 60.8 22.7 20.0 9.3 3.4 3.8 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 8 4 9 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 125,804 : : Positions : : 65,926 73,173 32,737 29,419 13,041 1,550 1,922 1,955 0 0 0 : : : : Changes from: June 22, 2010 : : 3,669 1,630 -1,309 0 49 0 730 -337 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 58.2 26.0 23.4 10.4 1.2 1.5 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 11 8 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 217,190 : : Positions : : 121,555 97,379 31,688 72,134 31,752 8,495 0 9,698 0 0 0 : : : : Changes from: June 22, 2010 : : 1,214 1,099 0 -1,284 1,070 -1,371 0 443 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 44.8 14.6 33.2 14.6 3.9 0.0 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 27 5 10 10 4 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 50,745 : : Positions : : 35,447 21,635 6,279 15,473 4,148 0 2,801 1,312 0 0 0 : : : : Changes from: June 22, 2010 : : 62 2,140 2,140 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 42.6 12.4 30.5 8.2 0.0 5.5 2.6 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 29, 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 2,631,096 : : Positions : : 786,707 513,377 64,587 905,385 336,723 574,432 59,865 505,335 125,790 87,235 209,196 : : : : Changes from: June 22, 2010 : : -26,211 -13,592 -12,723 -14,764 -14,485 937 -902 -123,743 3,556 -3,645 -4,332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 19.5 2.5 34.4 12.8 21.8 2.3 19.2 4.8 3.3 8.0 : : : : Number of Traders in Each Category Total Traders: 179 : : 81 73 9 21 26 25 13 34 12 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 947,960 : : Positions : : 164,522 266,095 340,693 187,586 181,366 62,589 83,069 53,904 57,877 87,988 83,455 : : : : Changes from: June 22, 2010 : : -4,683 -6,840 11,642 -1,462 -21,950 -29,936 -2,148 -20,890 -12,529 -25,253 -5,959 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 28.1 35.9 19.8 19.1 6.6 8.8 5.7 6.1 9.3 8.8 : : : : Number of Traders in Each Category Total Traders: 92 : : 26 23 11 9 17 9 16 19 16 5 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 22,285 : : Positions : : 19,617 13,647 130 6,778 1,486 0 28 55 35 0 70 : : : : Changes from: June 22, 2010 : : 305 -203 45 613 -273 0 0 1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 61.2 0.6 30.4 6.7 0.0 0.1 0.2 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 33 27 . 6 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 16,616 : : Positions : : 15,365 9,110 0 7,062 388 0 0 0 185 0 0 : : : : Changes from: June 22, 2010 : : 291 -135 0 465 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 54.8 0.0 42.5 2.3 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 0 8 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 29, 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 10,365 : : Positions : : 8,265 6,966 0 1,504 1,790 0 17 13 0 0 0 : : : : Changes from: June 22, 2010 : : 10 -30 0 0 10 0 10 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 67.2 0.0 14.5 17.3 0.0 0.2 0.1 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 29, 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 10,522 : : Positions : : 8,702 7,480 230 1,229 1,125 0 0 0 0 0 0 : : : : Changes from: June 22, 2010 : : 117 -8 0 160 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 71.1 2.2 11.7 10.7 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 July 2, 2010