Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 4,704,853 : : Positions : :1,737,333 931,890 273,688 1,403,246 586,634 510,557 116,811 1,225,841 42,592 124,226 288,387 : : : : Changes from: June 28, 2011 : : 12,512 -20,880 -3,087 -21,576 -14,931 -40,684 8,302 4,544 -818 5,482 -13,806 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 19.8 5.8 29.8 12.5 10.9 2.5 26.1 0.9 2.6 6.1 : : : : Number of Traders in Each Category Total Traders: 229 : : 107 103 14 25 33 27 13 36 13 25 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 409,572 : : Positions : : 241,332 269,098 48,658 32,085 59,188 18,075 18,515 25,356 0 266 2,113 : : : : Changes from: June 28, 2011 : : 16,489 389 -4,294 9,900 -2,137 982 3,354 -3,854 0 -845 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 65.7 11.9 7.8 14.5 4.4 4.5 6.2 0.0 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 33 31 5 8 10 6 5 9 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 168,113 : : Positions : : 137,947 100,434 2,783 44,633 11,364 8,239 3,407 3,989 551 0 275 : : : : Changes from: June 28, 2011 : : 3,841 4,150 120 -19 322 1,175 0 -406 -548 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 59.7 1.7 26.5 6.8 4.9 2.0 2.4 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 28 . 9 10 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 338,182 : : Positions : : 231,953 106,430 57,964 167,566 31,063 0 13,443 13,200 1,228 2,320 494 : : : : Changes from: June 28, 2011 : : 2,710 -92 -455 2,225 -1,322 -841 -673 869 0 -461 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 31.5 17.1 49.5 9.2 0.0 4.0 3.9 0.4 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 22 5 10 13 0 7 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 688,247 : : Positions : : 467,853 295,095 109,743 237,141 85,842 15 45,014 19,663 0 482 1,684 : : : : Changes from: June 28, 2011 : : -8,206 -5,533 4,710 -4,954 -1,483 0 7,453 -5,073 0 -490 302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 42.9 15.9 34.5 12.5 0.0 6.5 2.9 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 36 31 9 13 20 . 7 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 200,622 : : Positions : : 140,350 114,649 35,132 60,681 3,163 12,494 10,873 3,762 0 0 0 : : : : Changes from: June 28, 2011 : : 6,127 2,265 -152 364 0 -2,600 304 1,928 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 57.1 17.5 30.2 1.6 6.2 5.4 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 20 4 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 334,817 : : Positions : : 249,332 167,661 28,589 83,347 26,639 5,100 33,423 17,302 0 0 0 : : : : Changes from: June 28, 2011 : : 13,280 10,583 -4,734 -1,563 1,730 -492 -410 2,408 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 50.1 8.5 24.9 8.0 1.5 10.0 5.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 29 6 12 11 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 178,314 : : Positions : : 137,803 64,064 1,423 56,192 23,361 5,707 23,802 6,062 399 0 736 : : : : Changes from: June 28, 2011 : : 5,281 2,950 881 -74 1,909 152 2,397 690 182 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 35.9 0.8 31.5 13.1 3.2 13.3 3.4 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 24 . 14 10 . 4 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 974,776 : : Positions : : 55,867 112,455 242,883 44,566 82,264 120,013 222,624 301,278 23,114 96,028 71,031 : : : : Changes from: June 28, 2011 : : 1,337 1,807 -241 195 430 2,873 7,558 2,968 4,880 -3,678 1,352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 11.5 24.9 4.6 8.4 12.3 22.8 30.9 2.4 9.9 7.3 : : : : Number of Traders in Each Category Total Traders: 325 : : 45 40 27 12 32 61 75 92 40 46 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 41,637 : : Positions : : 17,399 19,608 9,646 13,438 4,781 0 0 0 0 0 0 : : : : Changes from: June 28, 2011 : : -2,096 -2,227 -310 -1,027 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 47.1 23.2 32.3 11.5 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 July 5, 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 36,175 : : Positions : : 18,953 23,714 6,278 2,190 3,562 1,626 178 2,178 0 0 0 : : : : Changes from: June 28, 2011 : : -1,187 -2,108 -310 405 -467 -632 -322 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 65.6 17.4 6.1 9.8 4.5 0.5 6.0 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 July 5, 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 77,353 : : Positions : : 41,512 31,459 19,889 23,063 8,858 0 7,184 2,452 0 0 0 : : : : Changes from: June 28, 2011 : : -2,460 -4,418 -1,935 -1,028 -124 0 263 -496 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 40.7 25.7 29.8 11.5 0.0 9.3 3.2 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 July 5, 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 117,382 : : Positions : : 64,019 47,108 17,152 43,805 16,204 4,523 864 3,059 0 0 0 : : : : Changes from: June 28, 2011 : : -2,301 -2,806 -1,478 -2,323 -1,095 186 864 -2,196 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 40.1 14.6 37.3 13.8 3.9 0.7 2.6 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 July 5, 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 2,518,697 : : Positions : : 679,032 431,208 130,463 863,113 439,856 315,535 27,271 487,367 218,572 26,445 217,574 : : : : Changes from: June 28, 2011 : : -36,838 -15,143 24,674 -13,530 -26,563 10,202 -13,301 -31,280 -28,642 9,612 -2,032 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 17.1 5.2 34.3 17.5 12.5 1.1 19.3 8.7 1.0 8.6 : : : : Number of Traders in Each Category Total Traders: 172 : : 70 61 12 19 28 28 10 29 20 9 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 956,571 : : Positions : : 162,363 153,371 228,957 281,673 286,104 61,017 38,409 78,665 55,219 32,724 79,346 : : : : Changes from: June 28, 2011 : : 6,560 5,347 -8,433 -4,609 -2,052 14,798 1,970 -1,475 -8,413 1,818 10,989 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 16.0 23.9 29.4 29.9 6.4 4.0 8.2 5.8 3.4 8.3 : : : : Number of Traders in Each Category Total Traders: 97 : : 24 20 11 13 19 13 12 19 11 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 22,621 : : Positions : : 21,165 12,560 594 9,155 412 67 40 30 0 0 0 : : : : Changes from: June 28, 2011 : : 528 133 -30 458 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 55.5 2.6 40.5 1.8 0.3 0.2 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 32 27 . 7 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 13,415 : : Positions : : 11,262 5,965 584 6,451 430 678 0 0 208 105 30 : : : : Changes from: June 28, 2011 : : -1,658 -1,145 114 -397 -74 -60 0 0 -1 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 44.5 4.4 48.1 3.2 5.1 0.0 0.0 1.6 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 7,427 : : Positions : : 4,856 4,784 1,766 1,504 496 0 0 0 0 0 0 : : : : Changes from: June 28, 2011 : : -558 -182 207 -130 -147 -45 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 64.4 23.8 20.3 6.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 4 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 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 11,186 : : Positions : : 8,992 3,923 245 5,255 750 0 0 0 155 0 0 : : : : Changes from: June 28, 2011 : : -698 -640 -117 -213 95 0 0 0 15 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 35.1 2.2 47.0 6.7 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 8, 2011