NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 3,956,034: 1,390,539 956,914 110,141 1,079,587 622,099 558,606 31,634 827,153 23,012 25,832 378,384: 46,100 34,431
Old : 3,956,034: 1,390,539 956,914 110,141 1,079,587 622,099 558,606 31,634 827,153 23,012 25,832 378,384: 46,100 34,431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 57,014: 15,792 21,009 10,409 7,517 24,527 12,554 6,290 -54,848 1,905 4,187 37,602: 9,073 10,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 24.2 2.8 27.3 15.7 14.1 0.8 20.9 0.6 0.7 9.6: 1.2 0.9
Old : 100.0: 35.1 24.2 2.8 27.3 15.7 14.1 0.8 20.9 0.6 0.7 9.6: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 205: 93 86 12 21 30 25 14 35 21 15 31:
Old : 205: 93 86 12 21 30 25 14 35 21 15 31:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 23.6 38.8 38.4 14.4 13.1 19.2 21.0
Old : 27.5 23.6 38.8 38.4 14.4 13.1 19.2 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(10,000 MMBTU'S) :
: : Positions :
All : 780,477: 69,362 100,862 168,329 16,476 75,356 72,214 175,606 229,737 5,874 56,774 82,811: 76,794 42,855
Old : 780,477: 69,362 100,862 168,329 16,476 75,356 72,214 175,606 229,737 5,874 56,774 82,811: 76,794 42,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 4,650: -2,766 -3,699 3,204 564 2,760 244 6,098 -8,489 452 -1,937 8,725: 520 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.9 21.6 2.1 9.7 9.3 22.5 29.4 0.8 7.3 10.6: 9.8 5.5
Old : 100.0: 8.9 12.9 21.6 2.1 9.7 9.3 22.5 29.4 0.8 7.3 10.6: 9.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 261: 48 39 20 13 27 46 48 68 24 41 57:
Old : 261: 48 39 20 13 27 46 48 68 24 41 57:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 33.3 35.1 43.9 13.4 18.0 18.7 22.7
Old : 23.0 33.3 35.1 43.9 13.4 18.0 18.7 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 67,838: 47,631 29,941 3,821 19,881 8,009 1,442 646 2,207 0 0 0: 4,728 7,154
Old : 67,838: 47,631 29,941 3,821 19,881 8,009 1,442 646 2,207 0 0 0: 4,728 7,154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 2,657: 980 151 0 1,907 1,151 -258 646 -76 0 0 0: 860 -1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 44.1 5.6 29.3 11.8 2.1 1.0 3.3 0.0 0.0 0.0: 7.0 10.5
Old : 100.0: 70.2 44.1 5.6 29.3 11.8 2.1 1.0 3.3 0.0 0.0 0.0: 7.0 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 16 . 5 6 . . . 0 0 0:
Old : 28: 17 16 . 5 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 45.0 65.9 65.2 42.1 36.4 52.5 45.9
Old : 47.3 45.0 65.9 65.2 42.1 36.4 52.5 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 70,795: 39,829 41,457 14,905 11,450 6,010 434 0 0 0 0 0: 9,617 11,878
Old : 70,795: 39,829 41,457 14,905 11,450 6,010 434 0 0 0 0 0: 9,617 11,878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -212: -151 1,661 0 0 0 0 -2,869 0 0 0 0: -61 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 58.6 21.1 16.2 8.5 0.6 0.0 0.0 0.0 0.0 0.0: 13.6 16.8
Old : 100.0: 56.3 58.6 21.1 16.2 8.5 0.6 0.0 0.0 0.0 0.0 0.0: 13.6 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 17 5 4 6 . 0 0 0 0 0:
Old : 29: 15 17 5 4 6 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 38.3 57.7 54.7 29.3 33.2 43.2 45.5
Old : 37.2 38.3 57.7 54.7 29.3 33.2 43.2 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 81,006: 46,885 38,253 13,492 32,262 6,869 0 0 0 0 0 0: 13,760 3,622
Old : 81,006: 46,885 38,253 13,492 32,262 6,869 0 0 0 0 0 0: 13,760 3,622
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 1,705: 0 0 730 2,194 -917 0 0 0 0 0 0: 1,892 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 47.2 16.7 39.8 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 17.0 4.5
Old : 100.0: 57.9 47.2 16.7 39.8 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 17.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 15 . 5 6 0 0 0 0 0 0:
Old : 23: 14 15 . 5 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 53.2 63.4 73.4 40.6 48.3 54.5 64.3
Old : 44.1 53.2 63.4 73.4 40.6 48.3 54.5 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 95,644: 57,940 63,928 16,729 22,864 3,736 6,399 0 2,654 0 0 0: 8,186 2,462
Old : 95,644: 57,940 63,928 16,729 22,864 3,736 6,399 0 2,654 0 0 0: 8,186 2,462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 936: 320 814 0 304 0 825 0 -213 0 0 0: 4 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 66.8 17.5 23.9 3.9 6.7 0.0 2.8 0.0 0.0 0.0: 8.6 2.6
Old : 100.0: 60.6 66.8 17.5 23.9 3.9 6.7 0.0 2.8 0.0 0.0 0.0: 8.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 22 . 7 4 . 0 . 0 0 0:
Old : 38: 20 22 . 7 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 46.4 64.8 63.1 40.8 44.6 57.0 60.9
Old : 44.7 46.4 64.8 63.1 40.8 44.6 57.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 96,047: 81,104 39,877 6,572 32,029 845 0 11,917 2,749 0 0 0: 4,777 8,630
Old : 96,047: 81,104 39,877 6,572 32,029 845 0 11,917 2,749 0 0 0: 4,777 8,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 1,252: 1,159 -182 93 0 0 0 1,434 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 41.5 6.8 33.3 0.9 0.0 12.4 2.9 0.0 0.0 0.0: 5.0 9.0
Old : 100.0: 84.4 41.5 6.8 33.3 0.9 0.0 12.4 2.9 0.0 0.0 0.0: 5.0 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 15 . 6 . 0 . . 0 0 0:
Old : 30: 14 15 . 6 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 36.7 83.7 56.5 60.6 35.3 74.8 55.1
Old : 65.0 36.7 83.7 56.5 60.6 35.3 74.8 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 87,278: 45,139 23,285 12,818 45,469 6,211 6,782 1,903 3,724 0 0 0: 12,604 6,686
Old : 87,278: 45,139 23,285 12,818 45,469 6,211 6,782 1,903 3,724 0 0 0: 12,604 6,686
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 420: 497 1,005 214 0 0 -614 -856 323 0 0 0: 0 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 26.7 14.7 52.1 7.1 7.8 2.2 4.3 0.0 0.0 0.0: 14.4 7.7
Old : 100.0: 51.7 26.7 14.7 52.1 7.1 7.8 2.2 4.3 0.0 0.0 0.0: 14.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 14 4 6 4 . . . 0 0 0:
Old : 31: 16 14 4 6 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 47.4 58.2 65.6 33.2 46.4 51.3 60.7
Old : 36.6 47.4 58.2 65.6 33.2 46.4 51.3 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 90,584: 59,016 61,977 28,130 23,128 368 0 620 0 0 0 0: 3,070 4,491
Old : 90,584: 59,016 61,977 28,130 23,128 368 0 620 0 0 0 0: 3,070 4,491
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 68.4 31.1 25.5 0.4 0.0 0.7 0.0 0.0 0.0 0.0: 3.4 5.0
Old : 100.0: 65.2 68.4 31.1 25.5 0.4 0.0 0.7 0.0 0.0 0.0 0.0: 3.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 13 . 5 . 0 . 0 0 0 0:
Old : 25: 13 13 . 5 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 56.4 86.2 76.1 60.0 51.8 72.9 66.6
Old : 69.0 56.4 86.2 76.1 60.0 51.8 72.9 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 191,386: 109,846 119,516 43,213 35,623 18,309 4,850 5,675 6,300 0 0 0: 8,868 5,963
Old : 191,386: 109,846 119,516 43,213 35,623 18,309 4,850 5,675 6,300 0 0 0: 8,868 5,963
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 2,920: -1,633 1,572 2,140 857 0 1,253 -279 918 0 0 0: 242 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 62.4 22.6 18.6 9.6 2.5 3.0 3.3 0.0 0.0 0.0: 4.6 3.1
Old : 100.0: 57.4 62.4 22.6 18.6 9.6 2.5 3.0 3.3 0.0 0.0 0.0: 4.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 28 25 8 4 11 5 . 5 0 0 0:
Old : 51: 28 25 8 4 11 5 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 46.7 53.1 62.4 28.8 45.0 40.3 52.9
Old : 33.6 46.7 53.1 62.4 28.8 45.0 40.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 138,885: 67,643 82,337 44,884 37,440 11,854 3,441 750 1,589 0 0 0: 9,474 4,915
Old : 138,885: 67,643 82,337 44,884 37,440 11,854 3,441 750 1,589 0 0 0: 9,474 4,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 0: 856 0 0 0 0 0 0 0 0 0 0: -856 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 59.3 32.3 27.0 8.5 2.5 0.5 1.1 0.0 0.0 0.0: 6.8 3.5
Old : 100.0: 48.7 59.3 32.3 27.0 8.5 2.5 0.5 1.1 0.0 0.0 0.0: 6.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 14 7 5 9 . . . 0 0 0:
Old : 36: 16 14 7 5 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 51.4 67.8 76.5 43.8 51.1 58.0 72.8
Old : 50.9 51.4 67.8 76.5 43.8 51.1 58.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 231,858: 134,977 95,507 28,780 84,071 35,028 7,030 0 10,900 0 0 0: 15,143 6,352
Old : 231,858: 134,977 95,507 28,780 84,071 35,028 7,030 0 10,900 0 0 0: 15,143 6,352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 2,673: 2,464 3,416 628 -88 -247 67 -225 15 0 0 0: -254 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 41.2 12.4 36.3 15.1 3.0 0.0 4.7 0.0 0.0 0.0: 6.5 2.7
Old : 100.0: 58.2 41.2 12.4 36.3 15.1 3.0 0.0 4.7 0.0 0.0 0.0: 6.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 26 25 5 10 10 . 0 . 0 0 0:
Old : 46: 26 25 5 10 10 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 31.1 53.2 55.1 32.0 27.2 43.2 43.6
Old : 36.7 31.1 53.2 55.1 32.0 27.2 43.2 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 2,943,395: 793,406 529,462 61,788 1,015,493 415,595 598,621 46,412 690,125 160,598 29,546 199,273: 23,989 17,489
Old : 2,943,395: 793,406 529,462 61,788 1,015,493 415,595 598,621 46,412 690,125 160,598 29,546 199,273: 23,989 17,489
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -506: 6,465 1,586 2,607 8,375 -8,614 4,052 -376 -21,557 1,869 5,159 16,454: -1,782 -1,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.0 2.1 34.5 14.1 20.3 1.6 23.4 5.5 1.0 6.8: 0.8 0.6
Old : 100.0: 27.0 18.0 2.1 34.5 14.1 20.3 1.6 23.4 5.5 1.0 6.8: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 180: 78 70 8 21 26 27 11 38 15 9 22:
Old : 180: 78 70 8 21 26 27 11 38 15 9 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 32.9 44.6 45.3 19.4 22.0 26.1 30.9
Old : 32.5 32.9 44.6 45.3 19.4 22.0 26.1 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 999,902: 169,901 259,070 363,446 181,606 144,779 73,722 144,830 66,950 64,290 86,709 111,689: 5,125 4,269
Old : 999,902: 169,901 259,070 363,446 181,606 144,779 73,722 144,830 66,950 64,290 86,709 111,689: 5,125 4,269
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 30,178: -4,202 3,160 -6,452 -13,501 24,985 16,323 3,825 -2,337 5,496 17,838 -4,084: 449 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 25.9 36.3 18.2 14.5 7.4 14.5 6.7 6.4 8.7 11.2: 0.5 0.4
Old : 100.0: 17.0 25.9 36.3 18.2 14.5 7.4 14.5 6.7 6.4 8.7 11.2: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 97: 21 20 16 5 19 13 10 18 16 14 22:
Old : 97: 21 20 16 5 19 13 10 18 16 14 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 38.1 52.0 59.3 29.7 32.7 40.6 45.6
Old : 36.5 38.1 52.0 59.3 29.7 32.7 40.6 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 22,781: 18,314 14,275 242 4,656 3,352 426 0 80 85 45 75: 207 298
Old : 22,781: 18,314 14,275 242 4,656 3,352 426 0 80 85 45 75: 207 298
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 607: 701 1,007 -25 -435 -60 -50 0 0 6 0 0: 35 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 62.7 1.1 20.4 14.7 1.9 0.0 0.4 0.4 0.2 0.3: 0.9 1.3
Old : 100.0: 80.4 62.7 1.1 20.4 14.7 1.9 0.0 0.4 0.4 0.2 0.3: 0.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 28 28 . 5 6 . 0 . . . .:
Old : 45: 28 28 . 5 6 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 41.8 61.2 64.0 31.1 34.3 44.8 47.5
Old : 41.4 41.8 61.2 64.0 31.1 34.3 44.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 16,684: 14,208 8,454 50 6,637 1,298 135 270 25 0 0 0: 968 0
Old : 16,684: 14,208 8,454 50 6,637 1,298 135 270 25 0 0 0: 968 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 784: 358 846 0 -310 -7 90 270 0 0 0 0: 343 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 50.7 0.3 39.8 7.8 0.8 1.6 0.1 0.0 0.0 0.0: 5.8 0.0
Old : 100.0: 85.2 50.7 0.3 39.8 7.8 0.8 1.6 0.1 0.0 0.0 0.0: 5.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 10 . 8 . . . . 0 0 0:
Old : 25: 12 10 . 8 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 64.2 82.4 89.1 52.8 52.8 62.2 65.3
Old : 62.2 64.2 82.4 89.1 52.8 52.8 62.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 11,529: 8,836 7,429 202 1,418 2,111 0 184 192 0 0 0: 188 195
Old : 11,529: 8,836 7,429 202 1,418 2,111 0 184 192 0 0 0: 188 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 165: 205 15 15 75 -30 0 45 -45 0 0 0: 20 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 64.4 1.8 12.3 18.3 0.0 1.6 1.7 0.0 0.0 0.0: 1.6 1.7
Old : 100.0: 76.6 64.4 1.8 12.3 18.3 0.0 1.6 1.7 0.0 0.0 0.0: 1.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 17 . 4 5 0 . . 0 0 0:
Old : 26: 15 17 . 4 5 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 48.4 80.9 70.8 46.0 26.5 49.1 38.5
Old : 60.5 48.4 80.9 70.8 46.0 26.5 49.1 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,814: 6,511 5,975 504 1,605 945 0 0 0 380 0 0: 474 289
Old : 8,814: 6,511 5,975 504 1,605 945 0 0 0 380 0 0: 474 289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 265: 430 85 -321 49 146 0 0 0 0 0 0: 10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 67.8 5.7 18.2 10.7 0.0 0.0 0.0 4.3 0.0 0.0: 5.4 3.3
Old : 100.0: 73.9 67.8 5.7 18.2 10.7 0.0 0.0 0.0 4.3 0.0 0.0: 5.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 19 . . 5 0 0 0 . 0 0:
Old : 34: 24 19 . . 5 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 50.8 55.2 71.1 28.4 43.3 42.6 52.3
Old : 33.2 50.8 55.2 71.1 28.4 43.3 42.6 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2010