Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 4,336,901 : : Positions : :1,644,446 1,258,004 107,007 839,543 655,548 329,342 35,066 1,263,041 59,771 19,072 241,769 : : : : Changes from: June 1, 2010 : : 53,357 72,429 -2,856 57,365 -13,921 7,984 -14,982 48,256 40,656 -13,757 -22,227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 29.0 2.5 19.4 15.1 7.6 0.8 29.1 1.4 0.4 5.6 : : : : Number of Traders in Each Category Total Traders: 218 : : 99 93 11 22 31 26 12 35 22 16 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 969,252 : : Positions : : 97,195 123,948 150,517 79,214 115,232 158,702 187,640 256,211 12,045 62,235 99,427 : : : : Changes from: June 1, 2010 : : -8,224 2,361 -6,711 1,697 6,363 16,683 -24,816 8,010 -7,892 20,157 -6,590 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 12.8 15.5 8.2 11.9 16.4 19.4 26.4 1.2 6.4 10.3 : : : : Number of Traders in Each Category Total Traders: 281 : : 56 49 22 12 28 56 51 68 25 46 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 58,066 : : Positions : : 36,939 24,708 4,746 16,891 5,718 787 189 1,858 0 0 0 : : : : Changes from: June 1, 2010 : : 2,919 1,945 0 0 0 0 -714 485 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 42.6 8.2 29.1 9.8 1.4 0.3 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 14 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 37,128 : : Positions : : 21,429 11,603 3,609 9,137 4,066 194 756 2,783 0 0 0 : : : : Changes from: June 1, 2010 : : 62 368 0 62 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 31.3 9.7 24.6 11.0 0.5 2.0 7.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 67,038 : : Positions : : 37,200 38,940 15,930 10,146 5,494 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 58.1 23.8 15.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 74,138 : : Positions : : 43,876 35,105 12,526 28,955 6,015 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 369 769 -188 -1,380 -210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 47.4 16.9 39.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 82,928 : : Positions : : 52,108 50,999 12,714 10,610 3,117 488 2,466 6,814 0 540 0 : : : : Changes from: June 1, 2010 : : -5,820 -3,620 -482 -6,122 -723 -1,270 -855 768 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 61.5 15.3 12.8 3.8 0.6 3.0 8.2 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 16 4 4 4 . . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 77,856 : : Positions : : 63,113 32,118 3,750 21,200 1,147 984 8,473 2,114 0 0 0 : : : : Changes from: June 1, 2010 : : -3,300 -1,552 -538 -2,570 -314 -240 -268 -821 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 41.3 4.8 27.2 1.5 1.3 10.9 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 77,807 : : Positions : : 41,528 18,908 8,726 40,257 5,566 4,853 2,100 4,221 0 0 0 : : : : Changes from: June 1, 2010 : : -720 -3,590 210 -1,492 -210 -809 234 -149 -720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 24.3 11.2 51.7 7.2 6.2 2.7 5.4 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- Options and Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,700,177 : : Positions : : 324,757 302,994 95,814 89,765 623,105 11,876 88,151 225,933 61,018 10,015 351,319 : : : : Changes from: June 1, 2010 : : 18,220 15,224 1,578 -105 16,072 -8,108 5,369 16,283 6,984 -1,559 22,828 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 17.8 5.6 5.3 36.6 0.7 5.2 13.3 3.6 0.6 20.7 : : : : Number of Traders in Each Category Total Traders: 136 : : 39 37 10 14 23 20 23 32 20 9 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 38,200 : : Positions : : 11,455 11,585 316 1,952 488 7,023 5,971 13,176 2,374 1,279 2,302 : : : : Changes from: June 1, 2010 : : 1,622 2,183 249 -80 276 -712 -830 1,321 -262 -431 394 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 30.3 0.8 5.1 1.3 18.4 15.6 34.5 6.2 3.3 6.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 9 . 4 . 5 9 10 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 70,666 : : Positions : : 45,120 52,682 23,622 14,926 244 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : -31 -31 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 74.6 33.4 21.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 175,691 : : Positions : : 109,927 111,344 36,743 32,033 14,965 4,099 8,107 4,069 0 0 0 : : : : Changes from: June 1, 2010 : : -1,396 -1,454 340 856 233 458 0 177 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 63.4 20.9 18.2 8.5 2.3 4.6 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 28 7 5 9 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 125,370 : : Positions : : 62,953 72,900 35,081 29,419 12,618 1,550 1,761 1,932 0 0 0 : : : : Changes from: June 1, 2010 : : 191 -749 -498 726 -419 0 -181 -60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 58.1 28.0 23.5 10.1 1.2 1.4 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 12 8 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 219,440 : : Positions : : 124,327 97,475 30,832 73,418 30,682 5,910 360 9,609 0 0 0 : : : : Changes from: June 1, 2010 : : 3,716 1,416 0 2,647 -642 210 0 -629 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 44.4 14.1 33.5 14.0 2.7 0.2 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 26 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 2,819,384 : : Positions : : 811,924 514,028 84,135 922,274 360,103 563,460 63,282 639,026 112,584 83,520 221,751 : : : : Changes from: June 1, 2010 : : 9,213 10,695 5,137 16,004 9,143 343 -1,712 -741 5,619 -6,480 1,096 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 18.2 3.0 32.7 12.8 20.0 2.2 22.7 4.0 3.0 7.9 : : : : Number of Traders in Each Category Total Traders: 179 : : 79 72 10 20 27 24 15 35 13 13 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 945,664 : : Positions : : 161,262 262,144 323,935 142,211 184,782 77,463 91,993 68,991 55,188 120,643 70,811 : : : : Changes from: June 1, 2010 : : -6,140 5,213 16,631 10,498 -3,999 10,133 16,456 -10,716 14,302 2,859 2,020 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 27.7 34.3 15.0 19.5 8.2 9.7 7.3 5.8 12.8 7.5 : : : : Number of Traders in Each Category Total Traders: 96 : : 26 24 14 7 18 10 15 20 16 7 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 19,747 : : Positions : : 16,929 12,482 40 5,282 1,683 0 28 127 95 0 70 : : : : Changes from: June 1, 2010 : : -1,962 -1,202 40 -298 -56 0 -28 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 63.2 0.2 26.7 8.5 0.0 0.1 0.6 0.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 27 . 7 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 16,574 : : Positions : : 15,158 9,307 0 6,694 493 0 0 0 275 0 0 : : : : Changes from: June 1, 2010 : : 55 60 0 -5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 56.2 0.0 40.4 3.0 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 0 8 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 10,232 : : Positions : : 8,312 6,883 0 1,704 1,585 0 7 23 0 0 0 : : : : Changes from: June 1, 2010 : : 158 123 0 30 30 -8 7 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 67.3 0.0 16.7 15.5 0.0 0.1 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 0 6 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 10,330 : : Positions : : 8,550 7,383 200 1,089 1,235 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 405 360 0 77 13 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 71.5 1.9 10.5 12.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 . 5 6 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 11, 2010