Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 5,088,111 : : Positions : :1,780,773 986,575 253,370 1,613,059 626,335 534,654 54,830 1,388,807 117,030 50,851 346,432 : : : : Changes from: June 7, 2011 : : 15,092 -17,656 24,704 31,174 14,128 37,864 14,594 54,544 -53,308 -1,961 29,366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 19.4 5.0 31.7 12.3 10.5 1.1 27.3 2.3 1.0 6.8 : : : : Number of Traders in Each Category Total Traders: 232 : : 107 104 13 26 33 30 6 35 23 18 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 382,826 : : Positions : : 223,506 258,644 47,679 20,437 58,020 17,180 17,930 23,015 0 764 1,129 : : : : Changes from: June 7, 2011 : : -1,415 9,240 5,455 -3,641 993 1,881 -456 308 0 747 -161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 67.6 12.5 5.3 15.2 4.5 4.7 6.0 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 28 7 7 11 7 4 8 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 168,511 : : Positions : : 141,543 95,865 1,614 47,871 10,189 5,636 4,829 5,193 863 0 306 : : : : Changes from: June 7, 2011 : : 2,163 4,123 31 1,487 -178 1,684 -618 -141 464 0 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 56.9 1.0 28.4 6.0 3.3 2.9 3.1 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 27 . 11 10 . 4 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 328,328 : : Positions : : 221,178 98,118 52,561 160,977 34,930 248 13,770 13,699 1,228 1,927 215 : : : : Changes from: June 7, 2011 : : 2,346 8,058 5,372 -1,736 -640 -372 865 999 92 399 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 29.9 16.0 49.0 10.6 0.1 4.2 4.2 0.4 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 17 5 9 13 . 7 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 685,965 : : Positions : : 478,512 285,172 91,943 246,164 86,210 1,518 34,002 23,411 0 5,530 855 : : : : Changes from: June 7, 2011 : : 7,063 8,865 4,293 8 -2,062 -277 1,633 1,807 0 424 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 41.6 13.4 35.9 12.6 0.2 5.0 3.4 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 70 : : 36 31 8 14 20 . 6 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 181,932 : : Positions : : 121,129 107,172 34,613 59,905 2,977 14,234 987 1,501 0 0 0 : : : : Changes from: June 7, 2011 : : -4,668 -1,194 1,682 1,305 -62 744 -2,388 372 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 58.9 19.0 32.9 1.6 7.8 0.5 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 20 4 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 291,578 : : Positions : : 198,999 132,840 35,957 78,722 24,104 7,214 32,741 14,763 0 0 0 : : : : Changes from: June 7, 2011 : : 1,832 -3,839 360 2,831 351 -3,993 -909 -7,212 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 45.6 12.3 27.0 8.3 2.5 11.2 5.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 26 24 6 12 11 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 161,848 : : Positions : : 119,141 60,080 1,596 53,294 22,771 7,167 15,693 6,335 364 0 370 : : : : Changes from: June 7, 2011 : : 6,717 7,503 -1,613 -1,364 910 1,580 1,063 194 364 0 370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 37.1 1.0 32.9 14.1 4.4 9.7 3.9 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 19 24 4 12 10 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 1,013,660 : : Positions : : 54,441 126,269 230,687 50,699 86,939 165,558 171,651 309,117 6,476 156,220 80,334 : : : : Changes from: June 7, 2011 : : -408 -3,124 -5,037 -785 3,907 5,349 14,989 19,861 -410 -8,373 9,846 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.4 12.5 22.8 5.0 8.6 16.3 16.9 30.5 0.6 15.4 7.9 : : : : Number of Traders in Each Category Total Traders: 328 : : 47 43 24 13 31 92 48 88 25 56 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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: June 7, 2011 : : 0 0 0 0 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 14, 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: June 7, 2011 : : 0 0 0 0 0 0 0 0 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 14, 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 : : 43,796 35,425 21,824 24,091 8,982 0 6,985 2,760 0 0 0 : : : : Changes from: June 7, 2011 : : -124 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 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 14, 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: June 7, 2011 : : 0 0 0 0 0 0 0 0 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 14, 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 124,018 : : Positions : : 66,200 49,472 18,630 46,128 17,299 4,325 0 5,185 0 0 0 : : : : Changes from: June 7, 2011 : : 781 1,559 -12 0 0 115 0 1,012 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 39.9 15.0 37.2 13.9 3.5 0.0 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 15 5 7 6 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 2,631,201 : : Positions : : 698,956 417,993 89,830 912,669 459,612 301,148 35,443 522,318 300,989 28,786 229,534 : : : : Changes from: June 7, 2011 : : -3,636 3,477 -18,574 -2,394 26,709 7,106 -816 -4,180 3,214 -14,783 9,652 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 15.9 3.4 34.7 17.5 11.4 1.3 19.9 11.4 1.1 8.7 : : : : Number of Traders in Each Category Total Traders: 178 : : 76 65 10 21 28 29 8 26 22 9 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 999,495 : : Positions : : 155,801 154,711 252,827 310,156 284,646 74,154 40,752 78,288 55,626 32,847 91,726 : : : : Changes from: June 7, 2011 : : 835 1,494 7,133 12,208 -972 3,621 674 273 5,681 3,355 2,498 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 15.5 25.3 31.0 28.5 7.4 4.1 7.8 5.6 3.3 9.2 : : : : Number of Traders in Each Category Total Traders: 102 : : 23 20 11 12 19 13 15 17 11 15 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 22,661 : : Positions : : 21,305 12,712 549 8,970 386 67 70 20 0 0 0 : : : : Changes from: June 7, 2011 : : 1,187 822 0 180 5 5 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 56.1 2.4 39.6 1.7 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 14, 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 14,918 : : Positions : : 12,941 6,961 420 6,983 384 708 0 30 209 75 45 : : : : Changes from: June 7, 2011 : : -15 -45 120 30 0 -60 0 30 0 60 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 46.7 2.8 46.8 2.6 4.7 0.0 0.2 1.4 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 7,988 : : Positions : : 5,541 4,968 1,585 1,782 487 0 0 75 0 0 0 : : : : Changes from: June 7, 2011 : : 92 26 32 53 9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 62.2 19.8 22.3 6.1 0.0 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 4 4 5 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 11,529 : : Positions : : 9,884 4,594 372 5,528 655 0 0 0 75 0 15 : : : : Changes from: June 7, 2011 : : 565 555 0 185 0 0 0 0 75 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 39.8 3.2 47.9 5.7 0.0 0.0 0.0 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . 6 . 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated Jun 17, 2011