Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 4,966,536 : : Positions : :1,765,681 1,004,231 228,666 1,581,885 612,207 496,790 40,236 1,334,263 170,338 52,812 317,066 : : : : Changes from: May 31, 2011 : : 123,664 84,847 -13,460 135,746 8,407 65,916 3,528 -12,397 48,794 1,921 14,522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 20.2 4.6 31.9 12.3 10.0 0.8 26.9 3.4 1.1 6.4 : : : : Number of Traders in Each Category Total Traders: 229 : : 104 101 12 26 32 30 6 35 24 18 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 375,490 : : Positions : : 224,921 249,404 42,224 24,078 57,027 15,299 18,386 22,707 0 17 1,290 : : : : Changes from: May 31, 2011 : : -18,815 -19,157 1,429 2,972 -3,527 2,141 2,468 -5,766 0 -553 459 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 66.4 11.2 6.4 15.2 4.1 4.9 6.0 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 28 6 8 10 7 4 8 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 164,539 : : Positions : : 139,380 91,742 1,583 46,384 10,367 3,952 5,447 5,334 399 0 370 : : : : Changes from: May 31, 2011 : : -11,257 -9,524 -103 -2,860 -2,211 561 748 50 210 0 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 55.8 1.0 28.2 6.3 2.4 3.3 3.2 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 27 . 11 10 . 4 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 320,669 : : Positions : : 218,832 90,060 47,189 162,713 35,570 620 12,905 12,700 1,136 1,528 215 : : : : Changes from: May 31, 2011 : : -8,621 -8,910 10,601 3,680 -8,038 -1,575 4,022 -2,083 0 578 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 28.1 14.7 50.7 11.1 0.2 4.0 4.0 0.4 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 23 18 5 9 13 . 8 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 675,114 : : Positions : : 471,449 276,307 87,650 246,156 88,272 1,795 32,369 21,604 0 5,106 671 : : : : Changes from: May 31, 2011 : : -6,049 -3,165 6,176 474 -11,744 1,249 3,041 -4,388 0 821 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 40.9 13.0 36.5 13.1 0.3 4.8 3.2 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 71 : : 36 30 8 14 20 . 6 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 184,056 : : Positions : : 125,797 108,366 32,931 58,600 3,039 13,490 3,375 1,129 0 0 0 : : : : Changes from: May 31, 2011 : : -9,843 -10,612 -672 -884 -1,091 588 2,112 -1,753 -542 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 58.9 17.9 31.8 1.7 7.3 1.8 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 20 4 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 300,412 : : Positions : : 197,167 136,679 35,597 75,891 23,753 11,207 33,650 21,975 0 0 0 : : : : Changes from: May 31, 2011 : : -21,747 -19,062 -2,587 2,215 -1,939 540 -3,315 1,863 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 45.5 11.8 25.3 7.9 3.7 11.2 7.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 25 6 12 11 4 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 153,789 : : Positions : : 112,424 52,577 3,209 54,658 21,861 5,587 14,630 6,141 0 0 0 : : : : Changes from: May 31, 2011 : : -15,289 -17,982 -373 -4,493 -3,600 -3,243 4,216 -1,275 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 34.2 2.1 35.5 14.2 3.6 9.5 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 24 4 12 9 . 4 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 981,615 : : Positions : : 54,849 129,393 235,724 51,484 83,032 160,209 156,662 289,256 6,886 164,593 70,488 : : : : Changes from: May 31, 2011 : : -3,817 3,801 -8,754 4,542 1,474 48,583 8,298 23,191 231 28,003 -5,774 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.6 13.2 24.0 5.2 8.5 16.3 16.0 29.5 0.7 16.8 7.2 : : : : Number of Traders in Each Category Total Traders: 323 : : 46 43 24 12 30 84 50 84 26 62 64 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 44,165 : : Positions : : 19,495 21,835 9,956 14,465 4,781 0 0 0 0 0 0 : : : : Changes from: May 31, 2011 : : -2,026 -2,156 -300 -994 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 49.4 22.5 32.8 10.8 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 June 7, 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 38,601 : : Positions : : 20,233 25,700 6,588 1,377 4,029 2,012 500 2,178 0 0 0 : : : : Changes from: May 31, 2011 : : -1,710 -1,688 -984 118 230 -484 -404 -16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 66.6 17.1 3.6 10.4 5.2 1.3 5.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 82,696 : : Positions : : 43,920 35,425 21,824 24,091 8,982 0 6,985 2,760 0 0 0 : : : : Changes from: May 31, 2011 : : -3,559 -4,758 -1,510 -977 -120 -830 -474 -430 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 42.8 26.4 29.1 10.9 0.0 8.4 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 12 7 4 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 71,396 : : Positions : : 37,120 27,768 11,641 23,974 8,411 5,156 0 947 0 0 0 : : : : Changes from: May 31, 2011 : : -1,707 -1,757 -948 -1,298 -130 -242 0 -64 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 38.9 16.3 33.6 11.8 7.2 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 June 7, 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 122,426 : : Positions : : 65,419 47,913 18,642 46,128 17,299 4,210 0 4,173 0 0 0 : : : : Changes from: May 31, 2011 : : -2,916 -4,024 -1,484 -2,522 -1,072 -1,096 0 -52 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 39.1 15.2 37.7 14.1 3.4 0.0 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 15 5 7 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 2,612,420 : : Positions : : 702,592 414,516 108,404 915,063 432,903 294,042 36,259 526,498 297,775 43,569 219,882 : : : : Changes from: May 31, 2011 : : -1,182 32,005 -3,622 11,334 9,095 -1,662 3,111 3,868 59,180 7,644 -18,369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 15.9 4.1 35.0 16.6 11.3 1.4 20.2 11.4 1.7 8.4 : : : : Number of Traders in Each Category Total Traders: 178 : : 76 65 11 20 28 27 10 26 21 10 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 978,933 : : Positions : : 154,966 153,217 245,694 297,948 285,618 70,533 40,078 78,015 49,945 29,492 89,228 : : : : Changes from: May 31, 2011 : : 2,641 5,435 25,622 -3,231 9,257 -6,475 5,173 7,314 -11,339 2,906 2,822 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 15.7 25.1 30.4 29.2 7.2 4.1 8.0 5.1 3.0 9.1 : : : : Number of Traders in Each Category Total Traders: 101 : : 23 19 11 12 19 14 13 17 10 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 21,539 : : Positions : : 20,118 11,890 549 8,790 381 62 70 20 0 0 0 : : : : Changes from: May 31, 2011 : : -1,593 -1,208 25 -328 -53 -24 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 55.2 2.5 40.8 1.8 0.3 0.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 27 . 6 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 14,888 : : Positions : : 12,956 7,006 300 6,953 384 768 0 0 209 15 90 : : : : Changes from: May 31, 2011 : : -1,221 -640 95 -511 -170 0 0 -10 -71 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 47.1 2.0 46.7 2.6 5.2 0.0 0.0 1.4 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 7,850 : : Positions : : 5,449 4,942 1,553 1,729 478 0 0 75 0 0 0 : : : : Changes from: May 31, 2011 : : -307 -514 -94 -123 1 0 0 30 -260 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 63.0 19.8 22.0 6.1 0.0 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 4 4 4 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 10,819 : : Positions : : 9,319 4,039 372 5,343 655 0 0 0 0 0 0 : : : : Changes from: May 31, 2011 : : -754 -910 -121 37 -145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 37.3 3.4 49.4 6.1 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 10, 2011