Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 4,781,239 : : Positions : :1,759,512 942,924 268,169 1,423,164 607,151 413,079 44,824 1,322,488 45,865 89,929 322,273 : : : : Changes from: May 17, 2011 : : 25,436 21,080 -19,544 10,309 4,789 38,026 6,275 -85,301 -14,291 -5,418 206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 19.7 5.6 29.8 12.7 8.6 0.9 27.7 1.0 1.9 6.7 : : : : Number of Traders in Each Category Total Traders: 225 : : 103 100 14 26 34 28 9 34 14 22 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 399,762 : : Positions : : 245,995 274,818 43,680 29,359 52,931 17,263 12,515 25,961 0 75 1,048 : : : : Changes from: May 17, 2011 : : 9,530 9,380 -2,583 -703 -2,139 1,523 -229 2,432 0 0 -239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 68.7 10.9 7.3 13.2 4.3 3.1 6.5 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 30 5 7 9 9 . 10 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 179,367 : : Positions : : 152,889 101,310 1,686 51,556 11,964 3,305 4,577 5,448 129 0 274 : : : : Changes from: May 17, 2011 : : 191 5,057 -57 -6,646 -348 -1,119 45 339 -213 0 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 56.5 0.9 28.7 6.7 1.8 2.6 3.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 25 . 11 12 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 326,464 : : Positions : : 225,321 96,728 35,045 160,581 42,962 3,397 7,225 13,757 0 179 458 : : : : Changes from: May 17, 2011 : : 6,913 3,328 -1,228 1,603 -1,102 906 1,264 -867 0 -125 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 29.6 10.7 49.2 13.2 1.0 2.2 4.2 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 24 18 5 9 13 . 7 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 687,447 : : Positions : : 473,235 280,188 83,461 244,241 99,663 610 30,420 24,509 670 2,543 981 : : : : Changes from: May 17, 2011 : : 14,746 10,402 3,178 -871 995 610 6,786 -3,149 -364 818 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 40.8 12.1 35.5 14.5 0.1 4.4 3.6 0.1 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 71 : : 37 31 9 13 21 . 6 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 196,250 : : Positions : : 139,307 116,580 32,067 59,484 4,254 9,810 2,156 3,324 0 0 0 : : : : Changes from: May 17, 2011 : : 4,345 3,479 -100 614 63 -740 -896 1,877 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 59.4 16.3 30.3 2.2 5.0 1.1 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 20 5 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 320,002 : : Positions : : 214,957 167,880 40,122 73,380 24,816 10,704 25,721 19,852 0 0 0 : : : : Changes from: May 17, 2011 : : -7,597 -25,185 -10,452 705 4,453 -823 4,666 -2,661 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 52.5 12.5 22.9 7.8 3.3 8.0 6.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 27 6 13 12 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 184,267 : : Positions : : 136,614 66,546 1,908 67,605 25,121 9,658 13,540 6,265 0 166 392 : : : : Changes from: May 17, 2011 : : -16,516 -8,213 1,530 -9,851 3,028 1,874 3,867 -1,782 0 -40 -208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 36.1 1.0 36.7 13.6 5.2 7.3 3.4 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 24 . 13 9 . . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 915,318 : : Positions : : 64,133 117,832 249,307 38,602 83,923 107,273 197,655 252,158 15,151 117,109 70,029 : : : : Changes from: May 17, 2011 : : -3,064 -822 -6,441 -1,091 -3,845 -1,439 -18,067 -16,784 -4,528 6,288 -2,569 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 12.9 27.2 4.2 9.2 11.7 21.6 27.5 1.7 12.8 7.7 : : : : Number of Traders in Each Category Total Traders: 319 : : 47 41 24 11 29 66 68 80 29 57 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 17, 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 24, 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 40,716 : : Positions : : 21,423 27,100 7,572 1,259 3,799 2,496 1,192 1,978 0 0 0 : : : : Changes from: May 17, 2011 : : 200 400 -408 0 408 0 -200 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 66.6 18.6 3.1 9.3 6.1 2.9 4.9 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 24, 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 89,508 : : Positions : : 47,479 40,183 23,334 25,068 9,102 830 7,459 3,190 0 0 0 : : : : Changes from: May 17, 2011 : : 478 1,320 0 0 0 720 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 44.9 26.1 28.0 10.2 0.9 8.3 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 14 7 4 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 72,748 : : Positions : : 40,379 29,525 12,499 25,394 8,541 1,134 0 1,377 0 0 0 : : : : Changes from: May 17, 2011 : : 0 -104 0 0 0 -92 0 61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 40.6 17.2 34.9 11.7 1.6 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 24, 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 130,320 : : Positions : : 69,107 51,651 20,126 48,650 18,371 4,623 375 3,918 0 0 0 : : : : Changes from: May 17, 2011 : : 1,928 1,157 0 -492 0 -545 375 331 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 39.6 15.4 37.3 14.1 3.5 0.3 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 5 7 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 2,634,426 : : Positions : : 757,740 411,044 109,145 924,222 424,035 303,860 32,613 525,769 238,172 46,538 240,225 : : : : Changes from: May 17, 2011 : : 25,105 16,849 9,581 -27,987 -14,226 -58,468 11,594 4,409 17,842 -3,808 -6,902 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 15.6 4.1 35.1 16.1 11.5 1.2 20.0 9.0 1.8 9.1 : : : : Number of Traders in Each Category Total Traders: 175 : : 75 64 12 18 27 30 8 29 19 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 1,030,108 : : Positions : : 165,481 158,621 217,550 309,118 286,624 126,946 40,754 76,759 51,923 53,594 100,774 : : : : Changes from: May 17, 2011 : : 5,555 4,169 2,392 5,313 12,166 19,931 151 -120 -11,632 7,971 10,214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 15.4 21.1 30.0 27.8 12.3 4.0 7.5 5.0 5.2 9.8 : : : : Number of Traders in Each Category Total Traders: 106 : : 24 21 11 12 19 15 12 17 10 20 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 22,890 : : Positions : : 21,367 13,029 494 8,957 404 81 70 20 0 0 0 : : : : Changes from: May 17, 2011 : : -125 20 20 -15 37 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 56.9 2.2 39.1 1.8 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 24, 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 16,221 : : Positions : : 14,192 7,541 205 7,464 554 768 0 10 230 110 60 : : : : Changes from: May 17, 2011 : : 110 110 -10 0 -15 35 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 46.5 1.3 46.0 3.4 4.7 0.0 0.1 1.4 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 24, 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 8,050 : : Positions : : 5,686 5,068 1,641 1,904 392 0 30 45 0 0 0 : : : : Changes from: May 17, 2011 : : 82 175 137 -46 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 63.0 20.4 23.7 4.9 0.0 0.4 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 4 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 11,675 : : Positions : : 9,889 4,895 493 5,171 800 0 0 0 0 0 0 : : : : Changes from: May 17, 2011 : : 29 -577 0 145 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 41.9 4.2 44.3 6.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . 6 . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 27, 2011