Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 4,260,070 : : Positions : :1,530,791 1,047,273 156,873 847,220 646,947 238,787 22,259 1,320,282 16,652 40,742 278,706 : : : : Changes from: July 13, 2010 : : 19,558 -8,633 4,129 46,032 -1,336 -28,372 -234 54,268 1,369 -40,031 33,579 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 24.6 3.7 19.9 15.2 5.6 0.5 31.0 0.4 1.0 6.5 : : : : Number of Traders in Each Category Total Traders: 228 : : 107 96 16 20 34 25 15 36 16 21 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 785,515 : : Positions : : 103,347 118,747 174,034 34,933 71,921 79,881 200,923 193,445 20,094 55,032 70,697 : : : : Changes from: July 13, 2010 : : -2,703 -258 4,948 2,185 -25,466 -4,102 -12,904 18,984 -5,718 3,097 974 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 15.1 22.2 4.4 9.2 10.2 25.6 24.6 2.6 7.0 9.0 : : : : Number of Traders in Each Category Total Traders: 274 : : 53 43 23 9 26 53 59 79 29 31 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 55,875 : : Positions : : 35,560 25,703 5,118 15,826 5,338 715 0 1,986 0 0 0 : : : : Changes from: July 13, 2010 : : 1,428 1,782 0 0 0 -24 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 46.0 9.2 28.3 9.6 1.3 0.0 3.6 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 July 20, 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 37,012 : : Positions : : 20,825 11,519 3,601 9,425 5,548 677 0 2,483 0 0 0 : : : : Changes from: July 13, 2010 : : -141 583 158 -146 322 669 -163 -141 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 31.1 9.7 25.5 15.0 1.8 0.0 6.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 65,382 : : Positions : : 37,326 36,125 14,301 10,873 5,225 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : 74 -58 0 -116 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 55.3 21.9 16.6 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 20, 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 69,787 : : Positions : : 38,548 32,933 16,114 27,549 5,937 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : -2,451 -212 1,965 0 151 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 47.2 23.1 39.5 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 76,485 : : Positions : : 46,446 49,917 12,388 9,408 2,496 1,835 177 5,675 0 0 0 : : : : Changes from: July 13, 2010 : : 102 482 0 120 0 256 -124 149 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 65.3 16.2 12.3 3.3 2.4 0.2 7.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 . 5 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 74,419 : : Positions : : 62,946 30,717 3,195 13,854 853 736 10,774 1,679 0 0 0 : : : : Changes from: July 13, 2010 : : 1,012 1,981 0 -2,804 0 0 -610 283 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 41.3 4.3 18.6 1.1 1.0 14.5 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 75,119 : : Positions : : 39,311 22,446 9,728 37,619 4,923 6,984 1,458 2,864 0 0 0 : : : : Changes from: July 13, 2010 : : -492 -338 214 0 -214 154 0 -267 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 29.9 13.0 50.1 6.6 9.3 1.9 3.8 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 20, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #023A37 Open Interest is 30,016 : : Positions : : 16,384 21,444 8,220 1,802 552 2,758 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 71.4 27.4 6.0 1.8 9.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 32,621 : : Positions : : 21,971 23,900 3,579 2,616 1,592 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : -856 -2,080 0 1,224 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 73.3 11.0 8.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 66,527 : : Positions : : 42,915 51,581 22,382 12,322 244 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : 248 248 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 77.5 33.6 18.5 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 154,128 : : Positions : : 84,368 89,557 39,711 33,382 15,542 4,888 6,609 4,104 0 0 0 : : : : Changes from: July 13, 2010 : : -5,062 -647 4,757 0 -282 24 90 -90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 58.1 25.8 21.7 10.1 3.2 4.3 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 25 9 4 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 121,267 : : Positions : : 65,436 70,166 29,779 27,075 14,024 1,147 3,535 783 0 0 0 : : : : Changes from: July 13, 2010 : : 1,421 -743 -1,004 -736 783 0 1,896 -768 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 57.9 24.6 22.3 11.6 0.9 2.9 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 8 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 204,086 : : Positions : : 112,614 88,001 30,386 69,431 29,694 5,401 0 10,140 0 0 0 : : : : Changes from: July 13, 2010 : : -1,236 -4,510 -608 1,767 -3 -1,788 0 968 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 43.1 14.9 34.0 14.5 2.6 0.0 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 25 5 10 10 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 47,062 : : Positions : : 32,696 19,836 5,919 14,722 4,000 0 2,635 1,220 0 0 0 : : : : Changes from: July 13, 2010 : : 90 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 42.1 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 20, 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 2,710,043 : : Positions : : 818,368 491,471 59,933 886,775 369,885 541,465 67,588 552,638 118,493 102,891 218,917 : : : : Changes from: July 13, 2010 : : 11,680 -19,444 -34 -8,297 27,175 -14,754 7,635 35,435 -5,567 7,442 4,924 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 18.1 2.2 32.7 13.6 20.0 2.5 20.4 4.4 3.8 8.1 : : : : Number of Traders in Each Category Total Traders: 186 : : 82 72 8 22 27 24 15 35 11 16 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 1,024,080 : : Positions : : 185,947 269,670 307,523 195,407 221,065 78,841 92,824 56,559 76,429 90,258 95,145 : : : : Changes from: July 13, 2010 : : 702 -8,655 -34,683 -1,465 26,956 12,427 12,534 -220 20,482 -3,476 -5,411 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 26.3 30.0 19.1 21.6 7.7 9.1 5.5 7.5 8.8 9.3 : : : : Number of Traders in Each Category Total Traders: 98 : : 24 23 12 8 18 10 17 22 18 8 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 21,247 : : Positions : : 18,261 12,677 225 6,548 1,672 34 0 135 60 0 45 : : : : Changes from: July 13, 2010 : : 22 115 0 -48 95 34 -21 22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 59.7 1.1 30.8 7.9 0.2 0.0 0.6 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 20, 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 9,568 : : Positions : : 7,527 6,214 0 1,525 1,504 33 0 80 0 0 0 : : : : Changes from: July 13, 2010 : : 32 57 0 0 0 25 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 64.9 0.0 15.9 15.7 0.3 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 0 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 20, 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 9,788 : : Positions : : 8,345 7,118 388 1,485 765 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : 60 342 232 135 -102 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 72.7 4.0 15.2 7.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . 4 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 23, 2010