Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 4,096,022 : : Positions : :1,450,821 1,043,195 156,570 841,007 612,322 317,757 21,552 1,258,791 26,679 57,300 229,303 : : : : Changes from: June 29, 2010 : : 9,655 -24,382 2,647 -6,810 -5,695 -34,973 -9,625 37,824 2,234 19,597 -6,990 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 25.5 3.8 20.5 14.9 7.8 0.5 30.7 0.7 1.4 5.6 : : : : Number of Traders in Each Category Total Traders: 220 : : 101 92 14 20 32 26 15 38 18 18 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 783,430 : : Positions : : 100,532 121,619 161,141 28,709 102,400 86,453 197,029 177,735 17,134 52,839 65,009 : : : : Changes from: June 29, 2010 : : 3,309 4,956 -7,000 -708 18,571 3,518 -6,420 6,877 190 -346 -582 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 15.5 20.6 3.7 13.1 11.0 25.1 22.7 2.2 6.7 8.3 : : : : Number of Traders in Each Category Total Traders: 252 : : 51 43 24 8 28 53 45 68 25 31 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 55,280 : : Positions : : 33,772 23,561 5,118 15,826 5,338 743 0 1,986 0 0 0 : : : : Changes from: June 29, 2010 : : -3,291 -1,209 372 -1,065 -380 -352 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 42.6 9.3 28.6 9.7 1.3 0.0 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 35,375 : : Positions : : 20,726 9,697 3,443 9,559 5,238 8 1,174 2,099 0 0 0 : : : : Changes from: June 29, 2010 : : -3,190 -2,134 -723 -578 -131 -434 -508 -19 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 27.4 9.7 27.0 14.8 0.0 3.3 5.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 62,864 : : Positions : : 35,276 35,338 14,797 9,981 5,225 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -2,684 -4,242 -1,493 -165 -269 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 56.2 23.5 15.9 8.3 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 July 6, 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 69,960 : : Positions : : 40,999 33,145 14,149 27,549 5,786 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -2,691 -1,960 1,623 -1,426 -217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 47.4 20.2 39.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 76,826 : : Positions : : 46,659 50,352 12,388 9,288 2,496 2,241 301 5,411 0 0 0 : : : : Changes from: June 29, 2010 : : -4,651 -2,530 -247 -1,322 -621 905 -155 -1,491 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 65.5 16.1 12.1 3.2 2.9 0.4 7.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 17 . 5 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 74,353 : : Positions : : 61,535 30,246 3,195 16,658 853 736 9,475 1,592 0 0 0 : : : : Changes from: June 29, 2010 : : -2,075 -2,005 -555 -1,054 0 -589 207 -461 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 40.7 4.3 22.4 1.1 1.0 12.7 2.1 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 July 6, 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 74,953 : : Positions : : 39,333 22,076 9,714 37,619 5,076 6,396 1,458 3,125 0 0 0 : : : : Changes from: June 29, 2010 : : -2,784 1,868 988 -2,638 -490 2,119 -38 -1,356 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 29.5 13.0 50.2 6.8 8.5 1.9 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 4 5 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 33,171 : : Positions : : 23,010 27,810 3,579 1,392 1,592 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -2,976 -3,158 -155 -62 -248 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 83.8 10.8 4.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 65,287 : : Positions : : 41,369 50,341 22,382 12,322 244 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -8,815 -5,301 -1,240 -4,340 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 77.1 34.3 18.9 0.4 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 July 6, 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 153,371 : : Positions : : 89,976 90,632 34,523 32,980 14,186 4,990 6,519 4,427 0 0 0 : : : : Changes from: June 29, 2010 : : -5,255 -9,291 -2,752 92 -1,074 -653 260 -308 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 59.1 22.5 21.5 9.2 3.3 4.3 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 July 6, 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 119,552 : : Positions : : 63,062 70,041 31,723 27,881 12,328 1,147 2,024 1,594 0 0 0 : : : : Changes from: June 29, 2010 : : -2,864 -3,132 -1,014 -1,538 -713 -403 102 -361 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 58.6 26.5 23.3 10.3 1.0 1.7 1.3 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 July 6, 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 204,232 : : Positions : : 113,053 91,893 30,994 68,004 29,697 8,552 0 8,048 0 0 0 : : : : Changes from: June 29, 2010 : : -8,502 -5,486 -694 -4,130 -2,055 57 0 -1,650 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 45.0 15.2 33.3 14.5 4.2 0.0 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 27 5 10 10 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 46,820 : : Positions : : 32,606 19,746 5,919 15,090 3,787 0 2,267 1,281 0 0 0 : : : : Changes from: June 29, 2010 : : -2,841 -1,889 -360 -383 -361 0 -534 -31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 42.2 12.6 32.2 8.1 0.0 4.8 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 July 6, 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 2,634,367 : : Positions : : 788,766 515,999 62,906 898,531 343,721 570,262 60,550 508,199 123,765 84,920 207,162 : : : : Changes from: June 29, 2010 : : 2,059 2,622 -1,681 -6,854 6,998 -4,170 685 2,864 -2,025 -2,315 -2,034 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 19.6 2.4 34.1 13.0 21.6 2.3 19.3 4.7 3.2 7.9 : : : : Number of Traders in Each Category Total Traders: 182 : : 81 73 9 21 26 25 14 34 13 12 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 971,152 : : Positions : : 173,352 271,023 345,974 198,775 182,641 63,509 84,017 53,606 59,646 87,172 90,020 : : : : Changes from: June 29, 2010 : : 8,830 4,928 5,281 11,189 1,275 920 948 -298 1,769 -816 6,565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 27.9 35.6 20.5 18.8 6.5 8.7 5.5 6.1 9.0 9.3 : : : : Number of Traders in Each Category Total Traders: 95 : : 26 23 11 9 17 10 16 19 17 6 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 20,551 : : Positions : : 17,755 12,358 250 6,492 1,485 4 0 85 60 0 45 : : : : Changes from: June 29, 2010 : : -1,862 -1,289 120 -286 -1 4 -28 30 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 60.1 1.2 31.6 7.2 0.0 0.0 0.4 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 20 . 6 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 9,243 : : Positions : : 7,392 6,019 0 1,430 1,549 0 17 13 0 0 0 : : : : Changes from: June 29, 2010 : : -873 -947 0 -74 -241 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 65.1 0.0 15.5 16.8 0.0 0.2 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 0 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 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 9,698 : : Positions : : 8,165 6,736 215 1,259 863 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -537 -744 -15 30 -262 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 69.5 2.2 13.0 8.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . 4 4 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 9, 2010