Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 3,971,710 : : Positions : :1,503,578 1,036,112 146,250 862,652 608,415 235,493 18,563 1,117,195 58,753 37,249 261,479 : : : : Changes from: July 27, 2010 : : -79,503 -63,796 -14,312 -13,249 -26,653 -1,816 -6,572 -71,571 4,374 -5,040 -1,452 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 26.1 3.7 21.7 15.3 5.9 0.5 28.1 1.5 0.9 6.6 : : : : Number of Traders in Each Category Total Traders: 221 : : 100 93 15 20 33 25 15 37 23 16 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 779,372 : : Positions : : 92,901 114,908 168,722 31,516 70,740 91,783 184,873 202,109 12,050 69,241 67,087 : : : : Changes from: July 27, 2010 : : -1,913 3,047 -6,194 -2,375 1,402 5,044 -5,540 10,327 -76 6,686 1,351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 14.7 21.6 4.0 9.1 11.8 23.7 25.9 1.5 8.9 8.6 : : : : Number of Traders in Each Category Total Traders: 271 : : 55 44 24 8 26 61 50 72 29 31 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 52,855 : : Positions : : 31,200 24,797 5,490 14,916 4,872 334 133 1,853 0 0 0 : : : : Changes from: July 27, 2010 : : -4,421 -1,057 372 -910 -466 -242 108 -108 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 46.9 10.4 28.2 9.2 0.6 0.3 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 33,775 : : Positions : : 17,630 9,241 4,288 8,847 5,635 0 559 2,560 0 0 0 : : : : Changes from: July 27, 2010 : : -3,346 -2,591 533 -578 -343 -178 559 -596 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 27.4 12.7 26.2 16.7 0.0 1.7 7.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 60,376 : : Positions : : 34,517 32,659 13,252 10,718 4,823 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -2,809 -3,466 -1,049 -155 -402 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 54.1 21.9 17.8 8.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 65,567 : : Positions : : 36,576 31,017 13,406 26,119 5,724 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -2,179 -2,223 -2,708 -1,430 -213 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 47.3 20.4 39.8 8.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 70,169 : : Positions : : 40,978 47,806 12,389 8,178 1,627 2,821 0 4,597 0 0 0 : : : : Changes from: July 27, 2010 : : -5,953 -3,345 -119 -1,230 -749 524 0 -1,284 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 68.1 17.7 11.7 2.3 4.0 0.0 6.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 17 . 5 4 4 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 68,176 : : Positions : : 57,102 27,201 2,640 13,048 853 488 8,567 1,625 0 0 0 : : : : Changes from: July 27, 2010 : : -5,366 -3,650 -831 -806 -132 -248 -1,595 453 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 39.9 3.9 19.1 1.3 0.7 12.6 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 69,415 : : Positions : : 39,314 18,827 9,888 36,035 4,220 2,440 2,248 3,849 0 0 0 : : : : Changes from: July 27, 2010 : : -1,409 -5,172 160 -1,584 -703 -3,911 790 548 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 27.1 14.2 51.9 6.1 3.5 3.2 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 4 5 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 61,371 : : Positions : : 38,485 49,463 21,142 9,718 244 840 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -5,526 -3,772 -1,240 -2,232 0 840 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 80.6 34.4 15.8 0.4 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 147,148 : : Positions : : 80,717 82,488 40,451 33,962 13,830 3,393 8,253 4,128 0 0 0 : : : : Changes from: July 27, 2010 : : -3,651 -7,159 372 580 -1,681 -1,367 1,522 -98 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 56.1 27.5 23.1 9.4 2.3 5.6 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 26 9 4 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 114,668 : : Positions : : 62,340 66,282 29,553 26,691 12,500 700 3,234 657 0 0 0 : : : : Changes from: July 27, 2010 : : -3,003 -2,916 -226 -1,290 -1,524 -447 -301 -126 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 57.8 25.8 23.3 10.9 0.6 2.8 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 11 8 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 189,468 : : Positions : : 101,966 78,847 30,235 66,586 28,224 5,698 248 8,874 0 0 0 : : : : Changes from: July 27, 2010 : : -9,678 -9,048 -1,311 -2,662 -982 716 124 -1,399 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 41.6 16.0 35.1 14.9 3.0 0.1 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 22 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035656 Open Interest is 43,424 : : Positions : : 30,266 17,856 5,559 14,246 3,639 0 2,355 1,189 0 0 0 : : : : Changes from: July 27, 2010 : : -2,491 -1,889 -360 -476 -361 0 -432 -31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 41.1 12.8 32.8 8.4 0.0 5.4 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 2,691,969 : : Positions : : 769,796 483,842 68,958 847,370 377,163 525,871 70,360 580,494 118,727 83,465 228,609 : : : : Changes from: July 27, 2010 : : -69,160 -13,097 282 -52,444 9,403 -16,164 -126 11,811 -196 -18,629 2,258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 18.0 2.6 31.5 14.0 19.5 2.6 21.6 4.4 3.1 8.5 : : : : Number of Traders in Each Category Total Traders: 184 : : 80 69 12 19 28 23 15 36 12 15 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 976,634 : : Positions : : 196,345 261,758 328,278 201,382 192,879 53,311 97,850 56,754 67,722 83,505 78,286 : : : : Changes from: July 27, 2010 : : 11,455 -13,364 20,634 -2,954 -21,782 -20,280 5,769 -8,543 -16,426 5,150 -25,925 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 26.8 33.6 20.6 19.7 5.5 10.0 5.8 6.9 8.6 8.0 : : : : Number of Traders in Each Category Total Traders: 94 : : 25 23 11 9 17 10 14 17 16 9 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 25,272 : : Positions : : 21,928 16,459 360 6,703 1,737 79 0 38 60 0 45 : : : : Changes from: July 27, 2010 : : 2,881 2,916 180 290 119 30 0 -87 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 65.1 1.4 26.5 6.9 0.3 0.0 0.2 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 29 23 . 5 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 15,562 : : Positions : : 14,647 7,648 0 6,719 514 0 0 0 90 0 0 : : : : Changes from: July 27, 2010 : : -808 -1,234 0 37 -175 0 0 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 49.1 0.0 43.2 3.3 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 0 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 9,160 : : Positions : : 6,976 6,142 0 1,111 1,548 124 0 79 0 0 0 : : : : Changes from: July 27, 2010 : : -652 -233 0 -439 10 116 0 -1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 67.1 0.0 12.1 16.9 1.4 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 0 6 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 9,391 : : Positions : : 8,128 6,740 445 1,494 585 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -452 -690 52 138 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 71.8 4.7 15.9 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 4,137 : : Positions : : 3,251 2,195 0 1,105 553 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : 135 205 0 -100 109 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 53.1 0.0 26.7 13.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 0 5 4 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 6, 2010