Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 4,839,136 : : Positions : :1,686,218 924,354 272,253 1,391,364 627,851 401,936 37,904 1,426,541 59,520 80,662 333,475 : : : : Changes from: May 3, 2011 : : 31,950 -19,330 35,012 -13,178 -39,214 32,591 -12,722 -56,082 -105,305 41,800 26,653 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 19.1 5.6 28.8 13.0 8.3 0.8 29.5 1.2 1.7 6.9 : : : : Number of Traders in Each Category Total Traders: 226 : : 103 99 13 27 35 30 6 35 13 25 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 379,537 : : Positions : : 235,547 244,337 42,085 32,757 54,552 9,533 20,432 22,941 462 0 1,576 : : : : Changes from: May 3, 2011 : : 3,082 -3,291 2,058 3,681 1,517 -1,883 4,489 -8,413 462 -772 745 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 64.4 11.1 8.6 14.4 2.5 5.4 6.0 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 29 6 7 10 5 . 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 181,675 : : Positions : : 155,949 96,914 1,743 60,331 11,352 3,139 5,239 4,925 618 0 31 : : : : Changes from: May 3, 2011 : : 5,139 4,143 0 -4 104 -379 -1,269 670 -521 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 53.3 1.0 33.2 6.2 1.7 2.9 2.7 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 25 . 11 11 4 . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 311,734 : : Positions : : 204,353 88,511 36,980 153,955 42,135 5,138 3,472 16,523 0 299 462 : : : : Changes from: May 3, 2011 : : -1,683 -1,014 2,294 1,192 904 40 -8 586 -153 299 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 28.4 11.9 49.4 13.5 1.6 1.1 5.3 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 19 5 9 13 . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 689,321 : : Positions : : 475,909 265,975 83,330 255,744 100,825 0 36,815 22,019 961 3,921 609 : : : : Changes from: May 3, 2011 : : 5,877 3,264 484 -6,183 1,898 0 10,096 -6,317 151 -200 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 38.6 12.1 37.1 14.6 0.0 5.3 3.2 0.1 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 33 29 7 15 21 0 7 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 190,003 : : Positions : : 135,861 108,852 31,772 60,680 4,347 8,369 3,228 2,256 0 0 0 : : : : Changes from: May 3, 2011 : : 1,761 -64 -35 -1,366 241 -1,417 3,228 171 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 57.3 16.7 31.9 2.3 4.4 1.7 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 17 5 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 343,119 : : Positions : : 225,897 202,253 46,545 70,792 21,451 13,225 15,905 24,894 0 0 0 : : : : Changes from: May 3, 2011 : : 2,308 33,900 1,978 759 347 -705 -27,512 18,190 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 58.9 13.6 20.6 6.3 3.9 4.6 7.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 24 6 13 13 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 205,714 : : Positions : : 161,802 82,202 2,644 79,649 20,963 8,182 8,651 8,165 0 932 724 : : : : Changes from: May 3, 2011 : : 2,462 4,387 162 2,294 -687 2,313 -1,562 700 0 516 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 40.0 1.3 38.7 10.2 4.0 4.2 4.0 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 24 . 13 7 . . 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 981,157 : : Positions : : 65,697 119,257 251,963 36,774 95,969 114,273 227,370 278,954 21,339 109,717 74,939 : : : : Changes from: May 3, 2011 : : 135 -9,726 7,062 -5,779 7,905 -44,388 14,852 -8,298 12,535 -33,030 13,406 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.7 12.2 25.7 3.7 9.8 11.6 23.2 28.4 2.2 11.2 7.6 : : : : Number of Traders in Each Category Total Traders: 313 : : 48 41 25 12 32 71 51 79 37 50 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 47,439 : : Positions : : 21,521 23,991 10,256 15,459 4,781 0 0 0 0 0 0 : : : : Changes from: May 3, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 50.6 21.6 32.6 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 38,684 : : Positions : : 21,223 26,700 9,204 2,483 943 2,496 1,392 1,778 0 0 0 : : : : Changes from: May 3, 2011 : : 0 -402 0 0 0 -484 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 69.0 23.8 6.4 2.4 6.5 3.6 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 88,110 : : Positions : : 46,615 38,533 23,334 25,068 9,102 110 7,339 3,190 0 0 0 : : : : Changes from: May 3, 2011 : : 0 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 43.7 26.5 28.5 10.3 0.1 8.3 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 11 7 4 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 72,537 : : Positions : : 40,379 29,325 12,499 25,394 8,541 922 0 1,378 0 0 0 : : : : Changes from: May 3, 2011 : : -121 60 151 0 0 60 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 40.4 17.2 35.0 11.8 1.3 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 5 4 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 128,115 : : Positions : : 67,448 49,931 20,126 49,142 18,371 4,236 0 4,151 0 0 0 : : : : Changes from: May 3, 2011 : : -254 -1,420 0 0 0 -1,348 0 959 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 39.0 15.7 38.4 14.3 3.3 0.0 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 13 5 7 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 2,647,519 : : Positions : : 695,583 410,897 97,583 976,939 424,423 472,465 23,246 483,095 207,201 63,725 237,708 : : : : Changes from: May 3, 2011 : : 14,872 -3,103 -2,568 3,429 20,268 -3,538 154 4,385 -11,447 -2,017 13,087 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 15.5 3.7 36.9 16.0 17.8 0.9 18.2 7.8 2.4 9.0 : : : : Number of Traders in Each Category Total Traders: 173 : : 73 62 12 18 27 28 10 30 16 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 973,126 : : Positions : : 160,420 152,234 234,217 317,653 247,886 103,135 34,385 77,592 49,110 42,199 96,344 : : : : Changes from: May 3, 2011 : : 9,979 -1,293 3,789 4,370 -3,311 16,242 -625 -2,431 -15,050 12,081 2,739 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 15.6 24.1 32.6 25.5 10.6 3.5 8.0 5.0 4.3 9.9 : : : : Number of Traders in Each Category Total Traders: 98 : : 22 15 11 12 18 17 8 16 11 17 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 23,726 : : Positions : : 22,447 13,790 330 9,037 366 81 70 68 130 0 0 : : : : Changes from: May 3, 2011 : : -1,803 -1,042 -10 -764 -35 -48 0 45 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 58.1 1.4 38.1 1.5 0.3 0.3 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 28 . 6 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 16,055 : : Positions : : 14,060 7,415 215 7,548 485 758 0 10 265 55 60 : : : : Changes from: May 3, 2011 : : 183 -1 -25 0 0 -139 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 46.2 1.3 47.0 3.0 4.7 0.0 0.1 1.7 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 7,804 : : Positions : : 5,415 4,840 1,475 1,975 392 0 0 75 0 0 0 : : : : Changes from: May 3, 2011 : : -261 130 46 -305 11 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 62.0 18.9 25.3 5.0 0.0 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 4 4 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 10, 2011 : 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 11,648 : : Positions : : 9,874 5,356 493 5,206 785 0 0 0 40 0 5 : : : : Changes from: May 3, 2011 : : 194 214 0 -20 0 0 0 0 40 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 46.0 4.2 44.7 6.7 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 6 . 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated May 13, 2010