Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 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 4,173,887 : : Positions : :1,511,233 1,055,906 152,744 801,188 648,283 267,159 22,493 1,266,014 15,283 80,773 245,127 : : : : Changes from: July 6, 2010 : : 60,412 12,711 -3,826 -39,819 35,961 -50,598 941 7,223 -11,396 23,473 15,824 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 25.3 3.7 19.2 15.5 6.4 0.5 30.3 0.4 1.9 5.9 : : : : Number of Traders in Each Category Total Traders: 228 : : 105 93 15 20 33 27 14 37 12 27 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 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 800,607 : : Positions : : 106,050 119,005 169,086 32,748 97,387 83,983 213,827 174,461 25,812 51,935 69,723 : : : : Changes from: July 6, 2010 : : 5,518 -2,614 7,945 4,039 -5,013 -2,470 16,798 -3,274 8,678 -904 4,714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 14.9 21.1 4.1 12.2 10.5 26.7 21.8 3.2 6.5 8.7 : : : : Number of Traders in Each Category Total Traders: 265 : : 51 41 25 7 27 50 58 73 29 32 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 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 55,640 : : Positions : : 34,132 23,921 5,118 15,826 5,338 739 0 1,986 0 0 0 : : : : Changes from: July 6, 2010 : : 360 360 0 0 0 -4 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 43.0 9.2 28.4 9.6 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 13, 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 36,128 : : Positions : : 20,966 10,936 3,443 9,571 5,226 8 163 2,624 0 0 0 : : : : Changes from: July 6, 2010 : : 240 1,239 0 12 -12 0 -1,011 525 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 30.3 9.5 26.5 14.5 0.0 0.5 7.3 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 13, 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 65,308 : : Positions : : 37,252 36,183 14,301 10,989 5,225 0 0 0 0 0 0 : : : : Changes from: July 6, 2010 : : 1,976 845 -496 1,008 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 55.4 21.9 16.8 8.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 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: July 6, 2010 : : 0 0 0 0 0 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 13, 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 76,002 : : Positions : : 46,344 49,435 12,388 9,288 2,496 1,579 301 5,526 0 0 0 : : : : Changes from: July 6, 2010 : : -315 -917 0 0 0 -662 0 115 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 65.0 16.3 12.2 3.3 2.1 0.4 7.3 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 13, 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 74,556 : : Positions : : 61,934 28,736 3,195 16,658 853 736 11,384 1,396 0 0 0 : : : : Changes from: July 6, 2010 : : 399 -1,510 0 0 0 0 1,909 -196 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 38.5 4.3 22.3 1.1 1.0 15.3 1.9 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 13, 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 75,724 : : Positions : : 39,803 22,784 9,514 37,619 5,137 6,830 1,458 3,131 0 0 0 : : : : Changes from: July 6, 2010 : : 470 708 -200 0 61 434 0 6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 30.1 12.6 49.7 6.8 9.0 1.9 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 4 5 4 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 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 33,477 : : Positions : : 22,827 25,980 3,579 1,392 1,592 0 0 0 0 0 0 : : : : Changes from: July 6, 2010 : : -183 -1,830 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 77.6 10.7 4.2 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 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 66,279 : : Positions : : 42,667 51,333 22,382 12,322 244 0 0 0 0 0 0 : : : : Changes from: July 6, 2010 : : 1,298 992 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 77.4 33.8 18.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 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 154,690 : : Positions : : 89,430 90,204 34,954 33,382 15,824 4,864 6,519 4,194 0 0 0 : : : : Changes from: July 6, 2010 : : -546 -428 431 402 1,638 -126 0 -233 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 58.3 22.6 21.6 10.2 3.1 4.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 27 9 4 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 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 120,835 : : Positions : : 64,015 70,909 30,783 27,811 13,241 1,147 1,639 1,551 0 0 0 : : : : Changes from: July 6, 2010 : : 953 868 -940 -70 913 0 -385 -43 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 58.7 25.5 23.0 11.0 0.9 1.4 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 13, 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 205,026 : : Positions : : 113,850 92,511 30,994 67,664 29,697 7,189 0 9,172 0 0 0 : : : : Changes from: July 6, 2010 : : 797 618 0 -340 0 -1,363 0 1,124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 45.1 15.1 33.0 14.5 3.5 0.0 4.5 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 13, 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 46,972 : : Positions : : 32,606 19,746 5,919 14,722 4,000 0 2,635 1,220 0 0 0 : : : : Changes from: July 6, 2010 : : 0 0 0 -368 213 0 368 -61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 42.0 12.6 31.3 8.5 0.0 5.6 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 July 13, 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 2,651,308 : : Positions : : 806,688 510,915 59,967 895,072 342,710 556,219 59,953 517,203 124,060 95,449 213,993 : : : : Changes from: July 6, 2010 : : 17,922 -5,084 -2,939 -3,459 -1,011 -14,043 -597 9,004 295 10,529 6,831 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 19.3 2.3 33.8 12.9 21.0 2.3 19.5 4.7 3.6 8.1 : : : : Number of Traders in Each Category Total Traders: 186 : : 82 73 8 22 26 24 15 35 14 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 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 1,005,115 : : Positions : : 185,245 278,325 342,206 196,872 194,109 66,414 80,290 56,779 55,947 93,734 100,556 : : : : Changes from: July 6, 2010 : : 11,893 7,302 -3,768 -1,903 11,468 2,905 -3,727 3,173 -3,699 6,562 10,536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 27.7 34.0 19.6 19.3 6.6 8.0 5.6 5.6 9.3 10.0 : : : : Number of Traders in Each Category Total Traders: 98 : : 25 23 11 9 17 11 15 19 17 10 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 21,121 : : Positions : : 18,239 12,562 225 6,596 1,577 0 21 113 60 0 45 : : : : Changes from: July 6, 2010 : : 484 204 -25 104 92 -4 21 28 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 59.5 1.1 31.2 7.5 0.0 0.1 0.5 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 30 20 . 5 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 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 9,461 : : Positions : : 7,495 6,157 0 1,525 1,504 8 0 30 0 0 0 : : : : Changes from: July 6, 2010 : : 103 138 0 95 -45 8 -17 17 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 65.1 0.0 16.1 15.9 0.1 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 0 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 13, 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 9,783 : : Positions : : 8,285 6,776 156 1,350 867 0 0 0 0 0 0 : : : : Changes from: July 6, 2010 : : 120 40 -59 91 4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 69.3 1.6 13.8 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 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 16, 2010