Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 4,730,067 : : Positions : :1,642,017 919,384 242,126 1,446,139 603,800 430,874 36,708 1,346,660 121,544 50,891 302,544 : : : : Changes from: May 24, 2011 : : -117,495 -23,540 -26,043 22,975 -3,351 17,795 -8,116 24,172 75,679 -39,038 -19,729 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 19.4 5.1 30.6 12.8 9.1 0.8 28.5 2.6 1.1 6.4 : : : : Number of Traders in Each Category Total Traders: 221 : : 97 99 13 25 33 30 5 31 23 16 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 399,401 : : Positions : : 243,736 268,561 40,795 21,106 60,554 13,158 15,918 28,473 0 570 831 : : : : Changes from: May 24, 2011 : : -2,259 -6,257 -2,885 -8,253 7,623 -4,105 3,403 2,512 0 495 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 67.2 10.2 5.3 15.2 3.3 4.0 7.1 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 28 5 8 11 8 . 10 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 177,707 : : Positions : : 150,637 101,266 1,686 49,244 12,578 3,391 4,699 5,284 189 0 214 : : : : Changes from: May 24, 2011 : : -2,252 -44 0 -2,312 614 86 122 -164 60 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 57.0 0.9 27.7 7.1 1.9 2.6 3.0 0.1 0.0 0.1 : : : : 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 31, 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 331,013 : : Positions : : 227,453 98,970 36,588 159,033 43,608 2,195 8,883 14,783 1,136 950 214 : : : : Changes from: May 24, 2011 : : 2,132 2,242 1,543 -1,548 646 -1,202 1,658 1,026 1,136 771 -244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 29.9 11.1 48.0 13.2 0.7 2.7 4.5 0.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 23 18 5 9 13 . 8 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 690,214 : : Positions : : 477,498 279,472 81,474 245,682 100,016 546 29,328 25,992 0 4,285 428 : : : : Changes from: May 24, 2011 : : 4,263 -716 -1,987 1,441 353 -64 -1,092 1,483 -670 1,742 -553 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 40.5 11.8 35.6 14.5 0.1 4.2 3.8 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 71 : : 37 31 6 16 21 . 7 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 196,577 : : Positions : : 135,640 118,978 33,603 59,484 4,130 12,902 1,263 2,882 542 0 0 : : : : Changes from: May 24, 2011 : : -3,667 2,398 1,536 0 -124 3,092 -893 -442 542 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 60.5 17.1 30.3 2.1 6.6 0.6 1.5 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 20 5 . . 4 . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 320,939 : : Positions : : 218,914 155,741 38,184 73,676 25,692 10,667 36,965 20,112 0 0 0 : : : : Changes from: May 24, 2011 : : 3,957 -12,139 -1,938 296 876 -37 11,244 260 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 48.5 11.9 23.0 8.0 3.3 11.5 6.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 29 6 13 12 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 177,856 : : Positions : : 127,713 70,559 3,582 59,151 25,461 8,830 10,414 7,416 0 0 0 : : : : Changes from: May 24, 2011 : : -8,901 4,013 1,674 -8,454 340 -828 -3,126 1,151 0 -166 -392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 39.7 2.0 33.3 14.3 5.0 5.9 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 26 4 12 9 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 919,093 : : Positions : : 58,666 125,592 244,478 46,942 81,558 111,626 148,364 266,065 6,655 136,590 76,262 : : : : Changes from: May 24, 2011 : : -5,467 7,760 -4,829 8,340 -2,365 4,353 -49,291 13,907 -8,496 19,481 6,233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 13.7 26.6 5.1 8.9 12.1 16.1 28.9 0.7 14.9 8.3 : : : : Number of Traders in Each Category Total Traders: 324 : : 47 43 23 13 29 72 61 84 25 61 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 24, 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 31, 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 40,812 : : Positions : : 21,943 27,388 7,572 1,259 3,799 2,496 904 2,194 0 0 0 : : : : Changes from: May 24, 2011 : : 520 288 0 0 0 0 -288 216 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 67.1 18.6 3.1 9.3 6.1 2.2 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 24, 2011 : : 0 0 0 0 0 0 0 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 31, 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 75,550 : : Positions : : 38,827 29,525 12,589 25,272 8,541 5,398 0 1,011 0 0 0 : : : : Changes from: May 24, 2011 : : -1,552 0 90 -122 0 4,264 0 -366 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 39.1 16.7 33.5 11.3 7.1 0.0 1.3 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 31, 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 130,538 : : Positions : : 68,335 51,937 20,126 48,650 18,371 5,306 0 4,225 0 0 0 : : : : Changes from: May 24, 2011 : : -772 286 0 0 0 683 -375 307 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 39.8 15.4 37.3 14.1 4.1 0.0 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 5 7 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 2,569,683 : : Positions : : 703,774 382,511 112,026 903,729 423,808 295,704 33,148 522,630 238,595 35,925 238,251 : : : : Changes from: May 24, 2011 : : -53,966 -28,533 2,881 -20,493 -227 -8,156 535 -3,139 423 -10,613 -1,974 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 14.9 4.4 35.2 16.5 11.5 1.3 20.3 9.3 1.4 9.3 : : : : Number of Traders in Each Category Total Traders: 169 : : 72 61 12 18 27 27 9 27 19 9 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 947,634 : : Positions : : 152,325 147,782 220,072 301,179 276,361 77,008 34,905 70,701 61,284 26,586 86,406 : : : : Changes from: May 24, 2011 : : -13,156 -10,839 2,522 -7,939 -10,263 -49,938 -5,849 -6,058 9,361 -27,008 -14,368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 15.6 23.2 31.8 29.2 8.1 3.7 7.5 6.5 2.8 9.1 : : : : Number of Traders in Each Category Total Traders: 99 : : 23 18 11 12 18 12 13 15 10 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 23,105 : : Positions : : 21,711 13,098 524 9,118 434 86 70 20 0 0 0 : : : : Changes from: May 24, 2011 : : 344 69 30 161 30 5 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 56.7 2.3 39.5 1.9 0.4 0.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 28 . 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 16,286 : : Positions : : 14,177 7,646 205 7,464 554 768 0 10 280 40 90 : : : : Changes from: May 24, 2011 : : -15 105 0 0 0 0 0 0 50 -70 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 46.9 1.3 45.8 3.4 4.7 0.0 0.1 1.7 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 8,495 : : Positions : : 5,756 5,456 1,647 1,852 477 0 0 45 260 0 0 : : : : Changes from: May 24, 2011 : : 70 388 6 -52 85 0 -30 0 260 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 64.2 19.4 21.8 5.6 0.0 0.0 0.5 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 4 4 4 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 11,884 : : Positions : : 10,073 4,949 493 5,306 800 0 0 0 0 0 0 : : : : Changes from: May 24, 2011 : : 184 54 0 135 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 41.6 4.1 44.6 6.7 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 June 3, 2011