Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 4,756,106 : : Positions : :1,724,821 952,770 276,775 1,424,822 601,565 551,241 108,509 1,221,297 43,410 118,744 302,193 : : : : Changes from: June 21, 2011 : : -85,077 -39,080 -10,105 -111,008 -12,511 20,225 41,197 -107,193 -4,859 19,462 -29,959 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 20.0 5.8 30.0 12.6 11.6 2.3 25.7 0.9 2.5 6.4 : : : : Number of Traders in Each Category Total Traders: 236 : : 110 103 16 25 33 31 9 35 13 27 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 401,220 : : Positions : : 224,843 268,709 52,952 22,185 61,325 17,093 15,161 29,210 0 1,111 2,082 : : : : Changes from: June 21, 2011 : : 2,917 1,979 1,015 4,453 4,084 -372 -2,420 3,052 0 428 984 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 67.0 13.2 5.5 15.3 4.3 3.8 7.3 0.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 66 : : 33 32 6 8 10 7 4 9 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 163,270 : : Positions : : 134,106 96,284 2,663 44,652 11,042 7,064 3,407 4,395 1,099 0 275 : : : : Changes from: June 21, 2011 : : 45 1,947 856 -509 6 447 -1,115 -69 208 0 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 59.0 1.6 27.3 6.8 4.3 2.1 2.7 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 28 . 9 11 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 337,440 : : Positions : : 229,243 106,522 58,419 165,341 32,385 841 14,116 12,331 1,228 2,781 494 : : : : Changes from: June 21, 2011 : : 2,292 1,832 3,873 540 1,532 -579 1,761 104 0 736 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 31.6 17.3 49.0 9.6 0.2 4.2 3.7 0.4 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 25 21 5 11 14 . 6 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 698,685 : : Positions : : 476,059 300,628 105,033 242,095 87,325 15 37,561 24,736 0 972 1,382 : : : : Changes from: June 21, 2011 : : -3,913 3,148 6,240 -3,811 -576 0 7,056 549 0 -3,883 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 43.0 15.0 34.7 12.5 0.0 5.4 3.5 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 72 : : 36 32 9 13 20 . 7 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 195,759 : : Positions : : 134,223 112,384 35,284 60,317 3,163 15,094 10,569 1,834 0 0 0 : : : : Changes from: June 21, 2011 : : 4,484 -980 210 -124 248 190 6,086 -850 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 57.4 18.0 30.8 1.6 7.7 5.4 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 20 4 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 322,625 : : Positions : : 236,052 157,078 33,323 84,910 24,909 5,592 33,833 14,894 0 0 0 : : : : Changes from: June 21, 2011 : : 39,121 18,091 -3,185 5,676 1,606 -2,107 10,952 -3,330 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 48.7 10.3 26.3 7.7 1.7 10.5 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 28 5 13 11 . 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 170,046 : : Positions : : 132,522 61,114 542 56,266 21,452 5,555 21,405 5,372 217 0 736 : : : : Changes from: June 21, 2011 : : 8,838 1,164 -723 1,771 276 646 6,412 -927 -56 0 335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 35.9 0.3 33.1 12.6 3.3 12.6 3.2 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 21 24 . 15 10 . 4 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 960,530 : : Positions : : 54,530 110,648 243,124 44,371 81,834 117,140 215,066 298,310 18,234 99,706 69,679 : : : : Changes from: June 21, 2011 : : -497 -9,978 3,201 -989 -1,700 -8,247 23,800 -7,639 4,036 -19,490 -441 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 11.5 25.3 4.6 8.5 12.2 22.4 31.1 1.9 10.4 7.3 : : : : Number of Traders in Each Category Total Traders: 304 : : 42 38 26 12 29 62 66 83 32 46 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 21, 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 28, 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 39,131 : : Positions : : 20,140 25,822 6,588 1,785 4,029 2,258 500 2,178 0 0 0 : : : : Changes from: June 21, 2011 : : -93 -124 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 66.0 16.8 4.6 10.3 5.8 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 28, 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 83,210 : : Positions : : 43,972 35,877 21,824 24,091 8,982 0 6,921 2,948 0 0 0 : : : : Changes from: June 21, 2011 : : -86 248 0 0 0 0 -248 248 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 43.1 26.2 29.0 10.8 0.0 8.3 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 13 7 4 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 71,155 : : Positions : : 37,424 27,312 11,489 23,974 8,502 4,548 0 1,071 0 0 0 : : : : Changes from: June 21, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 38.4 16.1 33.7 11.9 6.4 0.0 1.5 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 28, 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 124,530 : : Positions : : 66,320 49,914 18,630 46,128 17,299 4,337 0 5,255 0 0 0 : : : : Changes from: June 21, 2011 : : 104 622 0 0 0 332 0 54 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 40.1 15.0 37.0 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 28, 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 2,612,270 : : Positions : : 715,870 446,351 105,789 876,643 466,419 305,333 40,572 518,647 247,214 16,833 219,606 : : : : Changes from: June 21, 2011 : : -1,536 16,901 14,528 -38,595 -7,382 -34,095 7,975 -754 -6,631 -11,951 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 17.1 4.0 33.6 17.9 11.7 1.6 19.9 9.5 0.6 8.4 : : : : Number of Traders in Each Category Total Traders: 181 : : 77 64 12 19 28 29 11 30 25 6 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 944,618 : : Positions : : 155,803 148,024 237,390 286,282 288,156 46,219 36,439 80,140 63,632 30,906 68,357 : : : : Changes from: June 21, 2011 : : -9,460 -5,424 -11,551 -30,038 -5,624 -36,520 -6,246 -4,949 9,502 -7,955 -18,973 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 15.7 25.1 30.3 30.5 4.9 3.9 8.5 6.7 3.3 7.2 : : : : Number of Traders in Each Category Total Traders: 97 : : 24 20 11 13 19 13 12 18 12 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 22,118 : : Positions : : 20,637 12,427 624 8,697 412 67 40 30 0 0 0 : : : : Changes from: June 21, 2011 : : -324 -153 75 -123 26 0 -30 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 56.2 2.8 39.3 1.9 0.3 0.2 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 27 . 6 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 15,052 : : Positions : : 12,920 7,110 470 6,848 504 738 0 0 209 120 30 : : : : Changes from: June 21, 2011 : : 15 105 0 -120 120 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 47.2 3.1 45.5 3.3 4.9 0.0 0.0 1.4 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 7,986 : : Positions : : 5,414 4,966 1,559 1,634 643 45 0 30 0 0 0 : : : : Changes from: June 21, 2011 : : -132 -160 -92 -66 131 45 0 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 62.2 19.5 20.5 8.1 0.6 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 4 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 11,438 : : Positions : : 9,690 4,563 362 5,468 655 0 0 0 140 0 15 : : : : Changes from: June 21, 2011 : : 8 -49 -10 -15 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 39.9 3.2 47.8 5.7 0.0 0.0 0.0 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . 6 . 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated July 1, 2011