Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 4,819,815 : : Positions : :1,734,076 921,844 287,713 1,412,855 602,362 375,053 38,549 1,407,789 60,156 95,347 322,067 : : : : Changes from: May 10, 2011 : : 47,858 -2,510 15,460 21,491 -25,489 -26,883 645 -18,752 636 14,685 -11,408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 19.1 6.0 29.3 12.5 7.8 0.8 29.2 1.2 2.0 6.7 : : : : Number of Traders in Each Category Total Traders: 228 : : 103 100 13 27 35 31 7 34 13 24 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 390,595 : : Positions : : 236,465 265,438 46,263 30,062 55,070 15,740 12,744 23,529 0 75 1,287 : : : : Changes from: May 10, 2011 : : 918 21,101 4,178 -2,695 518 6,207 -7,688 588 -462 75 -289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 68.0 11.8 7.7 14.1 4.0 3.3 6.0 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 30 6 7 11 7 . 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 180,393 : : Positions : : 152,698 96,253 1,743 58,202 12,312 4,424 4,532 5,109 342 0 245 : : : : Changes from: May 10, 2011 : : -3,251 -661 0 -2,129 960 1,285 -707 184 -276 0 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 53.4 1.0 32.3 6.8 2.5 2.5 2.8 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 23 . 11 12 4 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 322,887 : : Positions : : 218,408 93,400 36,273 158,978 44,064 2,491 5,961 14,624 0 304 398 : : : : Changes from: May 10, 2011 : : 14,055 4,889 -707 5,023 1,929 -2,647 2,489 -1,899 0 5 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 28.9 11.2 49.2 13.6 0.8 1.8 4.5 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 20 5 9 13 . 5 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 672,743 : : Positions : : 458,489 269,786 80,283 245,112 98,668 0 23,634 27,658 1,034 1,725 890 : : : : Changes from: May 10, 2011 : : -17,420 3,811 -3,047 -10,632 -2,157 0 -13,181 5,639 73 -2,196 281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 40.1 11.9 36.4 14.7 0.0 3.5 4.1 0.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 35 30 8 14 21 0 7 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 191,693 : : Positions : : 134,962 113,101 32,167 58,870 4,191 10,550 3,052 1,447 0 0 0 : : : : Changes from: May 10, 2011 : : -899 4,249 395 -1,810 -156 2,181 -176 -809 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 59.0 16.8 30.7 2.2 5.5 1.6 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 19 4 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 338,393 : : Positions : : 222,554 193,065 50,574 72,675 20,363 11,527 21,055 22,513 0 0 0 : : : : Changes from: May 10, 2011 : : -3,343 -9,188 4,029 1,883 -1,088 -1,698 5,150 -2,381 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 57.1 14.9 21.5 6.0 3.4 6.2 6.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 24 6 13 12 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 195,882 : : Positions : : 153,130 74,759 378 77,456 22,093 7,784 9,673 8,047 0 206 600 : : : : Changes from: May 10, 2011 : : -8,672 -7,443 -2,266 -2,193 1,130 -398 1,022 -118 0 -726 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 38.2 0.2 39.5 11.3 4.0 4.9 4.1 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 26 . 14 9 . . 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 956,074 : : Positions : : 67,197 118,654 255,748 39,693 87,768 108,712 215,722 268,942 19,679 110,821 72,598 : : : : Changes from: May 10, 2011 : : 1,500 -603 3,785 2,919 -8,201 -5,561 -11,648 -10,012 -1,660 1,104 -2,341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 12.4 26.7 4.2 9.2 11.4 22.6 28.1 2.1 11.6 7.6 : : : : Number of Traders in Each Category Total Traders: 330 : : 47 41 25 12 30 67 74 82 36 47 66 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 10, 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 17, 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 39,908 : : Positions : : 21,223 26,700 7,980 1,259 3,391 2,496 1,392 1,778 0 0 0 : : : : Changes from: May 10, 2011 : : 0 0 -1,224 -1,224 2,448 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 66.9 20.0 3.2 8.5 6.3 3.5 4.5 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 17, 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 88,190 : : Positions : : 47,001 38,863 23,334 25,068 9,102 110 7,339 3,190 0 0 0 : : : : Changes from: May 10, 2011 : : 386 330 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 44.1 26.5 28.4 10.3 0.1 8.3 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 13 7 4 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 72,779 : : Positions : : 40,379 29,629 12,499 25,394 8,541 1,226 0 1,316 0 0 0 : : : : Changes from: May 10, 2011 : : 0 304 0 0 0 304 0 -62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 40.7 17.2 34.9 11.7 1.7 0.0 1.8 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 17, 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 128,214 : : Positions : : 67,179 50,494 20,126 49,142 18,371 5,168 0 3,587 0 0 0 : : : : Changes from: May 10, 2011 : : -269 563 0 0 0 932 0 -564 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 39.4 15.7 38.3 14.3 4.0 0.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 14 5 7 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 2,653,985 : : Positions : : 732,635 394,195 99,564 952,209 438,261 362,328 21,019 521,360 220,330 50,346 247,127 : : : : Changes from: May 10, 2011 : : 37,052 -16,702 1,981 -24,730 13,838 -110,137 -2,227 38,265 13,129 -13,379 9,419 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 14.9 3.8 35.9 16.5 13.7 0.8 19.6 8.3 1.9 9.3 : : : : Number of Traders in Each Category Total Traders: 174 : : 74 63 12 18 27 28 10 30 19 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 991,505 : : Positions : : 159,926 154,452 215,158 303,805 274,458 107,015 40,603 76,879 63,555 45,623 90,560 : : : : Changes from: May 10, 2011 : : -494 2,218 -19,059 -13,848 26,572 3,880 6,218 -713 14,445 3,424 -5,784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 15.6 21.7 30.6 27.7 10.8 4.1 7.8 6.4 4.6 9.1 : : : : Number of Traders in Each Category Total Traders: 101 : : 23 18 11 12 18 15 11 17 10 18 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 22,833 : : Positions : : 21,492 13,009 474 8,972 367 81 70 20 0 0 0 : : : : Changes from: May 10, 2011 : : -955 -781 144 -65 1 0 0 -48 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 57.0 2.1 39.3 1.6 0.4 0.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 28 . 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 16,126 : : Positions : : 14,082 7,431 215 7,464 569 733 0 10 255 110 60 : : : : Changes from: May 10, 2011 : : 22 16 0 -84 84 -25 0 0 -10 55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 46.1 1.3 46.3 3.5 4.5 0.0 0.1 1.6 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 7,852 : : Positions : : 5,604 4,893 1,504 1,950 392 0 30 45 0 0 0 : : : : Changes from: May 10, 2011 : : 189 53 29 -25 0 0 30 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 62.3 19.2 24.8 5.0 0.0 0.4 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 4 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 11,644 : : Positions : : 9,860 5,472 493 5,026 825 0 0 0 0 0 0 : : : : Changes from: May 10, 2011 : : -14 116 0 -180 40 0 0 0 -40 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 47.0 4.2 43.2 7.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . 6 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 20, 2011