Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 4,654,139 : : Positions : :1,767,427 953,515 284,411 1,391,857 571,814 491,470 122,843 1,182,491 41,093 129,436 279,211 : : : : Changes from: July 5, 2011 : : 30,094 21,625 10,723 -11,389 -14,820 -19,087 6,032 -43,350 -1,499 5,210 -9,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 20.5 6.1 29.9 12.3 10.6 2.6 25.4 0.9 2.8 6.0 : : : : Number of Traders in Each Category Total Traders: 229 : : 106 102 15 24 32 26 11 35 14 26 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 373,516 : : Positions : : 230,195 240,626 40,858 29,969 55,509 16,153 26,010 16,017 609 1,773 1,654 : : : : Changes from: July 5, 2011 : : -11,137 -28,472 -7,800 -2,116 -3,679 -1,922 7,495 -9,339 609 1,507 -459 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 64.4 10.9 8.0 14.9 4.3 7.0 4.3 0.2 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 66 : : 31 30 5 9 10 7 4 9 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 176,632 : : Positions : : 134,825 116,309 9,805 35,582 13,947 7,747 3,344 3,499 2,750 0 62 : : : : Changes from: July 5, 2011 : : -3,122 15,875 7,022 -9,051 2,583 -492 -63 -490 2,199 0 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 65.8 5.6 20.1 7.9 4.4 1.9 2.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 28 4 8 10 4 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 312,955 : : Positions : : 219,264 92,760 57,009 166,589 23,285 0 15,445 9,134 0 2,040 244 : : : : Changes from: July 5, 2011 : : -12,689 -13,670 -955 -977 -7,778 0 2,002 -4,066 -1,228 -280 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 29.6 18.2 53.2 7.4 0.0 4.9 2.9 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 22 4 11 14 0 7 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 657,843 : : Positions : : 438,656 286,745 117,471 226,258 77,449 24 44,076 18,588 0 249 1,130 : : : : Changes from: July 5, 2011 : : -29,197 -8,350 7,728 -10,883 -8,393 9 -938 -1,075 0 -233 -554 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 43.6 17.9 34.4 11.8 0.0 6.7 2.8 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 30 9 13 19 . 6 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 195,563 : : Positions : : 136,173 105,945 33,008 60,974 2,977 11,674 12,302 4,350 0 0 0 : : : : Changes from: July 5, 2011 : : -4,177 -8,704 -2,124 293 -186 -820 1,429 588 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 54.2 16.9 31.2 1.5 6.0 6.3 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 19 4 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 313,248 : : Positions : : 229,339 148,710 27,484 78,405 24,830 5,022 36,789 18,017 0 0 0 : : : : Changes from: July 5, 2011 : : -19,993 -18,951 -1,105 -4,942 -1,809 -78 3,366 715 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 47.5 8.8 25.0 7.9 1.6 11.7 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 27 6 13 11 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 151,760 : : Positions : : 110,437 49,532 2,043 54,335 20,912 8,030 15,583 6,082 61 0 736 : : : : Changes from: July 5, 2011 : : -27,366 -14,532 620 -1,857 -2,449 2,323 -8,219 20 -338 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 32.6 1.3 35.8 13.8 5.3 10.3 4.0 0.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 19 23 . 13 9 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 988,230 : : Positions : : 64,386 115,757 249,472 43,975 92,409 121,841 244,258 288,593 26,389 91,175 66,869 : : : : Changes from: July 5, 2011 : : 8,519 3,302 6,589 -591 10,145 1,828 21,634 -12,685 3,275 -4,853 -4,162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 11.7 25.2 4.4 9.4 12.3 24.7 29.2 2.7 9.2 6.8 : : : : Number of Traders in Each Category Total Traders: 323 : : 45 40 27 12 34 59 73 81 42 46 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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: July 5, 2011 : : 0 0 0 0 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 12, 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 1,657 178 2,178 0 0 0 : : : : Changes from: July 5, 2011 : : 0 0 0 0 0 31 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 65.6 17.4 6.1 9.8 4.6 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 12, 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 77,568 : : Positions : : 41,485 31,581 19,889 23,063 8,858 0 7,095 2,634 0 0 0 : : : : Changes from: July 5, 2011 : : -27 122 0 0 0 0 -89 182 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 40.7 25.6 29.7 11.4 0.0 9.1 3.4 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 12, 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 117,190 : : Positions : : 63,743 47,044 17,152 43,805 16,204 4,467 596 3,199 0 0 0 : : : : Changes from: July 5, 2011 : : -276 -64 0 0 0 -56 -268 140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 40.1 14.6 37.4 13.8 3.8 0.5 2.7 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 12, 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 2,529,394 : : Positions : : 691,345 444,273 136,985 839,051 463,861 295,525 26,595 491,057 206,405 27,140 212,915 : : : : Changes from: July 5, 2011 : : 12,313 13,065 6,522 -24,062 24,005 -20,010 -676 3,690 -12,167 695 -4,659 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 17.6 5.4 33.2 18.3 11.7 1.1 19.4 8.2 1.1 8.4 : : : : Number of Traders in Each Category Total Traders: 171 : : 71 61 12 19 28 26 9 29 20 9 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 981,412 : : Positions : : 160,710 153,764 238,496 283,895 282,397 84,283 61,840 76,290 49,649 32,314 85,484 : : : : Changes from: July 5, 2011 : : -1,653 393 9,539 2,222 -3,707 23,266 23,431 -2,375 -5,570 -410 6,138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 15.7 24.3 28.9 28.8 8.6 6.3 7.8 5.1 3.3 8.7 : : : : Number of Traders in Each Category Total Traders: 96 : : 23 19 12 12 20 12 12 18 11 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 21,524 : : Positions : : 20,188 11,619 449 9,049 469 57 10 60 0 0 0 : : : : Changes from: July 5, 2011 : : -977 -941 -145 -106 57 -10 -30 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 54.0 2.1 42.0 2.2 0.3 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 25 . 9 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 13,565 : : Positions : : 11,485 6,021 584 6,679 430 678 0 0 208 105 30 : : : : Changes from: July 5, 2011 : : 223 56 0 228 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 44.4 4.3 49.2 3.2 5.0 0.0 0.0 1.5 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 7,868 : : Positions : : 5,223 5,170 1,849 1,765 521 0 0 0 0 0 0 : : : : Changes from: July 5, 2011 : : 367 386 83 261 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 65.7 23.5 22.4 6.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 14 4 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 11,696 : : Positions : : 9,822 4,253 245 5,660 510 0 0 0 150 0 0 : : : : Changes from: July 5, 2011 : : 830 330 0 405 -240 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 36.4 2.1 48.4 4.4 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 6 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 15, 2011