Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 4,298,236 : : Positions : :1,650,254 1,199,007 104,318 822,689 706,559 360,086 52,242 1,178,165 14,369 61,453 258,008 : : : : Changes from: May 18, 2010 : : 32,296 -1,954 -3,061 -50,443 7,838 5,529 1,834 32,447 -37,216 45,919 -2,779 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 27.9 2.4 19.1 16.4 8.4 1.2 27.4 0.3 1.4 6.0 : : : : Number of Traders in Each Category Total Traders: 222 : : 98 90 14 21 33 22 19 38 17 24 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 840,409 : : Positions : : 109,903 117,022 174,538 12,838 85,973 76,089 225,792 223,974 20,406 50,415 76,461 : : : : Changes from: May 18, 2010 : : 770 -7,524 -10,187 -1,900 2,468 -13,730 -661 -16,881 8,492 -9,060 -2,866 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 13.9 20.8 1.5 10.2 9.1 26.9 26.7 2.4 6.0 9.1 : : : : Number of Traders in Each Category Total Traders: 266 : : 57 44 23 11 29 46 55 63 24 33 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 60,983 : : Positions : : 37,476 25,197 4,386 17,965 6,086 1,114 917 1,381 0 0 0 : : : : Changes from: May 18, 2010 : : 2,711 124 0 304 -304 -52 106 16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 41.3 7.2 29.5 10.0 1.8 1.5 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365B Open Interest is 39,244 : : Positions : : 23,217 11,636 3,309 11,164 4,852 134 998 3,143 0 0 0 : : : : Changes from: May 18, 2010 : : 0 -120 240 0 -20 0 -124 92 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 29.7 8.4 28.4 12.4 0.3 2.5 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 63,594 : : Positions : : 39,779 33,888 8,511 10,536 5,886 0 0 0 0 0 0 : : : : Changes from: May 18, 2010 : : 506 506 -240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 53.3 13.4 16.6 9.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 74,921 : : Positions : : 43,327 34,336 12,714 30,335 6,225 0 0 0 0 0 0 : : : : Changes from: May 18, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 45.8 17.0 40.5 8.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 90,094 : : Positions : : 57,744 54,712 13,196 16,732 3,840 1,851 3,321 6,046 0 540 0 : : : : Changes from: May 18, 2010 : : 1,770 1,733 0 0 0 -678 -1,253 1,292 0 540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 60.7 14.6 18.6 4.3 2.1 3.7 6.7 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 18 4 5 5 . . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 82,170 : : Positions : : 65,583 33,841 4,288 23,770 1,461 1,224 7,740 2,966 0 0 0 : : : : Changes from: May 18, 2010 : : -422 -216 0 0 0 0 -176 330 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 41.2 5.2 28.9 1.8 1.5 9.4 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 13 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 81,947 : : Positions : : 41,634 21,011 8,516 41,749 5,776 5,571 1,866 4,306 720 0 0 : : : : Changes from: May 18, 2010 : : 146 -153 124 0 0 -719 0 534 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 25.6 10.4 50.9 7.0 6.8 2.3 5.3 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . 6 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #023A85 Open Interest is 41,345 : : Positions : : 27,245 35,756 5,712 1,394 1,524 0 480 0 0 0 0 : : : : Changes from: May 18, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 86.5 13.8 3.4 3.7 0.0 1.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 78,783 : : Positions : : 50,941 56,179 24,822 19,126 244 720 0 0 0 0 0 : : : : Changes from: May 18, 2010 : : 1,980 1,020 0 1,680 0 720 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 71.3 31.5 24.3 0.3 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 170,743 : : Positions : : 101,412 103,854 37,615 31,561 16,570 4,540 8,940 4,483 0 0 0 : : : : Changes from: May 18, 2010 : : 8,630 -372 -856 1,890 238 -492 5,520 -270 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 60.8 22.0 18.5 9.7 2.7 5.2 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 26 8 4 9 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 129,362 : : Positions : : 63,273 75,501 37,298 30,123 13,517 1,850 1,181 2,214 0 0 0 : : : : Changes from: May 18, 2010 : : -361 -187 -1,294 0 0 0 -1,468 690 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 58.4 28.8 23.3 10.4 1.4 0.9 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 11 9 . 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 224,662 : : Positions : : 128,529 98,881 30,466 75,214 33,165 5,862 480 11,133 0 0 0 : : : : Changes from: May 18, 2010 : : 3,597 381 -872 1,418 920 -211 -128 775 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 44.0 13.6 33.5 14.8 2.6 0.2 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 23 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 2,868,788 : : Positions : : 843,733 530,611 70,990 946,609 351,641 570,279 61,931 655,023 123,098 75,110 229,596 : : : : Changes from: May 18, 2010 : : 21,342 7,135 1,415 -11,308 -1,900 -26,081 1,534 -1,363 -1,586 -7,298 4,434 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 18.5 2.5 33.0 12.3 19.9 2.2 22.8 4.3 2.6 8.0 : : : : Number of Traders in Each Category Total Traders: 187 : : 89 74 10 20 27 24 13 33 16 10 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 1,028,700 : : Positions : : 196,804 280,640 304,808 133,610 211,186 85,353 83,468 93,350 46,886 134,671 88,171 : : : : Changes from: May 18, 2010 : : 5,160 -11,320 -11,865 -403 13,972 -15,077 -3,719 10,526 13,940 7,276 -655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 27.3 29.6 13.0 20.5 8.3 8.1 9.1 4.6 13.1 8.6 : : : : Number of Traders in Each Category Total Traders: 100 : : 26 25 15 7 19 11 15 20 13 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 21,207 : : Positions : : 18,370 13,433 0 5,255 1,959 0 66 154 70 0 95 : : : : Changes from: May 18, 2010 : : -88 -123 -10 51 10 0 16 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 63.3 0.0 24.8 9.2 0.0 0.3 0.7 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 26 0 8 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 17,784 : : Positions : : 16,468 9,875 0 7,366 443 0 0 0 0 0 0 : : : : Changes from: May 18, 2010 : : 100 75 0 65 7 -20 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 55.5 0.0 41.4 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 0 8 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 11,336 : : Positions : : 9,269 7,638 0 1,893 1,677 0 3 70 0 0 0 : : : : Changes from: May 18, 2010 : : 265 185 0 120 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 67.4 0.0 16.7 14.8 0.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 0 6 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 25, 2010 : 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 10,606 : : Positions : : 8,877 7,965 180 1,159 1,202 0 0 0 0 0 0 : : : : Changes from: May 18, 2010 : : 85 120 -153 -193 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 75.1 1.7 10.9 11.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 16 . 6 5 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 28, 2010