Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 4,213,163 : : Positions : :1,591,089 1,185,575 109,863 782,178 669,469 321,358 50,048 1,214,785 19,115 32,829 263,996 : : : : Changes from: May 25, 2010 : : -59,165 -13,432 5,545 -40,511 -37,090 -38,728 -2,194 36,620 4,746 -28,624 5,988 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 28.1 2.6 18.6 15.9 7.6 1.2 28.8 0.5 0.8 6.3 : : : : Number of Traders in Each Category Total Traders: 219 : : 98 90 14 21 32 25 14 35 18 20 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 842,011 : : Positions : : 101,955 116,001 177,129 16,990 78,144 78,858 221,640 226,539 18,007 49,473 79,565 : : : : Changes from: May 25, 2010 : : -7,948 -1,021 2,591 4,152 -7,829 2,769 -4,152 2,565 -2,399 -942 3,104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 13.8 21.0 2.0 9.3 9.4 26.3 26.9 2.1 5.9 9.4 : : : : Number of Traders in Each Category Total Traders: 264 : : 53 42 22 10 27 48 56 61 29 30 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 57,629 : : Positions : : 34,020 22,763 4,746 16,891 5,718 787 903 1,373 0 0 0 : : : : Changes from: May 25, 2010 : : -3,456 -2,434 360 -1,074 -368 -327 -14 -8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 39.5 8.2 29.3 9.9 1.4 1.6 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 36,698 : : Positions : : 21,367 11,235 3,609 9,075 4,066 194 756 2,783 0 0 0 : : : : Changes from: May 25, 2010 : : -1,850 -401 300 -2,089 -786 60 -242 -360 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 30.6 9.8 24.7 11.1 0.5 2.1 7.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 67,038 : : Positions : : 37,200 38,940 15,930 10,146 5,494 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : -2,579 5,052 7,419 -390 -392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 58.1 23.8 15.1 8.2 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 June 1, 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 75,041 : : Positions : : 43,507 34,336 12,714 30,335 6,225 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : 180 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 45.8 16.9 40.4 8.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 90,001 : : Positions : : 57,928 54,619 13,196 16,732 3,840 1,758 3,321 6,046 0 540 0 : : : : Changes from: May 25, 2010 : : 184 -93 0 0 0 -93 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 60.7 14.7 18.6 4.3 2.0 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 June 1, 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 82,969 : : Positions : : 66,413 33,670 4,288 23,770 1,461 1,224 8,741 2,935 0 0 0 : : : : Changes from: May 25, 2010 : : 830 -171 0 0 0 0 1,001 -31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 40.6 5.2 28.6 1.8 1.5 10.5 3.5 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 June 1, 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 82,102 : : Positions : : 42,248 22,498 8,516 41,749 5,776 5,662 1,866 4,370 720 0 0 : : : : Changes from: May 25, 2010 : : 614 1,487 0 0 0 91 0 64 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 27.4 10.4 50.9 7.0 6.9 2.3 5.3 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 6 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 70,697 : : Positions : : 45,151 52,713 23,622 14,926 244 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : -5,790 -3,466 -1,200 -4,200 0 -720 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 74.6 33.4 21.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 159,544 : : Positions : : 94,924 96,399 36,403 31,177 14,732 3,641 8,107 3,892 0 0 0 : : : : Changes from: May 25, 2010 : : -6,488 -7,455 -1,212 -384 -1,838 -899 -833 -591 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 60.4 22.8 19.5 9.2 2.3 5.1 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 27 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 123,323 : : Positions : : 60,895 71,894 35,579 28,693 13,037 1,550 1,275 1,992 0 0 0 : : : : Changes from: May 25, 2010 : : -2,378 -3,607 -1,719 -1,430 -480 -300 94 -222 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 58.3 28.9 23.3 10.6 1.3 1.0 1.6 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 June 1, 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 213,057 : : Positions : : 120,611 94,859 30,832 70,771 31,324 5,700 360 10,238 0 0 0 : : : : Changes from: May 25, 2010 : : -7,918 -4,022 366 -4,443 -1,841 -162 -120 -895 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 44.5 14.5 33.2 14.7 2.7 0.2 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 23 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 2,796,985 : : Positions : : 802,711 503,333 78,998 906,270 350,960 563,117 64,994 639,767 106,965 90,000 220,655 : : : : Changes from: May 25, 2010 : : -41,022 -27,278 8,008 -40,339 -681 -7,162 3,063 -15,256 -16,133 14,890 -8,941 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 18.0 2.8 32.4 12.5 20.1 2.3 22.9 3.8 3.2 7.9 : : : : Number of Traders in Each Category Total Traders: 177 : : 78 71 10 20 27 25 14 34 11 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 924,497 : : Positions : : 167,402 256,931 307,304 131,713 188,781 67,330 75,537 79,707 40,886 117,784 68,791 : : : : Changes from: May 25, 2010 : : -29,402 -23,709 2,496 -1,897 -22,405 -18,023 -7,931 -13,643 -6,000 -16,887 -19,380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 27.8 33.2 14.2 20.4 7.3 8.2 8.6 4.4 12.7 7.4 : : : : Number of Traders in Each Category Total Traders: 93 : : 25 24 14 7 18 11 14 20 11 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 21,571 : : Positions : : 18,891 13,684 0 5,580 1,739 0 56 127 70 0 95 : : : : Changes from: May 25, 2010 : : 521 251 0 325 -220 0 -10 -27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 63.4 0.0 25.9 8.1 0.0 0.3 0.6 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 26 0 8 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 16,559 : : Positions : : 15,103 9,247 0 6,699 493 0 0 0 275 0 0 : : : : Changes from: May 25, 2010 : : -1,365 -628 0 -667 50 0 0 0 275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 55.8 0.0 40.5 3.0 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 0 8 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 1, 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 10,072 : : Positions : : 8,154 6,760 0 1,674 1,555 8 0 53 0 0 0 : : : : Changes from: May 25, 2010 : : -1,115 -878 0 -219 -122 8 -3 -17 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 67.1 0.0 16.6 15.4 0.1 0.0 0.5 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 June 1, 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 9,882 : : Positions : : 8,145 7,023 200 1,012 1,222 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : -732 -942 20 -147 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 71.1 2.0 10.2 12.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 . 5 6 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 4, 2010