NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, March 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 2,500 MMBTU'S) :
: : Positions :
All : 3,916,704: 1,428,194 1,008,062 49,043 974,602 684,781 607,322 44,743 827,611 3,485 69,631 294,390: 21,878 12,884
Old : 3,916,704: 1,428,194 1,008,062 49,043 974,602 684,781 607,322 44,743 827,611 3,485 69,631 294,390: 21,878 12,884
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 109,425: 75,959 48,981 -24,261 -13,170 27,116 1,872 -2,194 27,553 -3,130 28,240 -10,311: 14,627 3,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 25.7 1.3 24.9 17.5 15.5 1.1 21.1 0.1 1.8 7.5: 0.6 0.3
Old : 100.0: 36.5 25.7 1.3 24.9 17.5 15.5 1.1 21.1 0.1 1.8 7.5: 0.6 0.3
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 : 212: 94 84 11 23 32 23 14 36 12 28 38:
Old : 212: 94 84 11 23 32 23 14 36 12 28 38:
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 : 31.1 24.3 44.2 39.1 15.0 12.6 20.5 19.1
Old : 31.1 24.3 44.2 39.1 15.0 12.6 20.5 19.1
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, March 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 10,000 MMBTU'S) :
: : Positions :
All : 859,448: 85,844 105,028 180,913 7,130 78,494 74,550 239,977 256,574 24,055 45,611 77,097: 81,921 49,537
Old : 859,448: 85,844 105,028 180,913 7,130 78,494 74,550 239,977 256,574 24,055 45,611 77,097: 81,921 49,537
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 6,189: 4,165 -1,050 489 -6,326 -3,238 1,394 15,514 -1,334 4,290 2,584 -2,813: 3,236 2,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.2 21.0 0.8 9.1 8.7 27.9 29.9 2.8 5.3 9.0: 9.5 5.8
Old : 100.0: 10.0 12.2 21.0 0.8 9.1 8.7 27.9 29.9 2.8 5.3 9.0: 9.5 5.8
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 : 275: 47 41 23 10 28 49 65 66 25 32 53:
Old : 275: 47 41 23 10 28 49 65 66 25 32 53:
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 : 23.4 32.9 34.5 44.7 12.3 18.1 17.5 25.3
Old : 23.4 32.9 34.5 44.7 12.3 18.1 17.5 25.3
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 66,993: 39,609 29,185 3,654 19,338 7,248 2,407 0 2,237 0 0 0: 11,838 8,985
Old : 66,993: 39,609 29,185 3,654 19,338 7,248 2,407 0 2,237 0 0 0: 11,838 8,985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 932: 1,181 581 -604 192 162 226 0 -33 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 43.6 5.5 28.9 10.8 3.6 0.0 3.3 0.0 0.0 0.0: 17.7 13.4
Old : 100.0: 59.1 43.6 5.5 28.9 10.8 3.6 0.0 3.3 0.0 0.0 0.0: 17.7 13.4
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 : 26: 16 16 . 4 5 . 0 . 0 0 0:
Old : 26: 16 16 . 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 : 43.6 45.2 58.7 65.8 35.4 36.3 44.3 45.6
Old : 43.6 45.2 58.7 65.8 35.4 36.3 44.3 45.6
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 69,830: 37,387 39,348 13,146 11,269 5,884 0 0 0 0 0 0: 13,413 13,329
Old : 69,830: 37,387 39,348 13,146 11,269 5,884 0 0 0 0 0 0: 13,413 13,329
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 114: 610 -988 -1,536 0 1,040 0 0 0 0 0 0: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 56.3 18.8 16.1 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 19.2 19.1
Old : 100.0: 53.5 56.3 18.8 16.1 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 19.2 19.1
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 : 23: 12 14 . 4 4 0 0 0 0 0 0:
Old : 23: 12 14 . 4 4 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 : 37.6 42.0 58.3 58.9 28.1 37.7 43.3 50.2
Old : 37.6 42.0 58.3 58.9 28.1 37.7 43.3 50.2
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 80,176: 47,033 37,158 13,476 32,107 6,652 0 0 0 0 0 0: 13,015 4,259
Old : 80,176: 47,033 37,158 13,476 32,107 6,652 0 0 0 0 0 0: 13,015 4,259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 814: 630 1,306 0 0 0 0 0 0 0 0 0: 184 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 46.3 16.8 40.0 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 16.2 5.3
Old : 100.0: 58.7 46.3 16.8 40.0 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 16.2 5.3
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 : 22: 13 13 . 5 4 0 0 0 0 0 0:
Old : 22: 13 13 . 5 4 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 : 43.8 54.0 65.0 73.4 40.4 49.3 54.5 64.6
Old : 43.8 54.0 65.0 73.4 40.4 49.3 54.5 64.6
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 90,677: 47,905 55,403 16,423 21,085 4,099 6,479 1,436 3,013 0 0 0: 12,758 5,641
Old : 90,677: 47,905 55,403 16,423 21,085 4,099 6,479 1,436 3,013 0 0 0: 12,758 5,641
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -669: 910 -1,330 -120 -488 425 -2,306 0 716 0 0 0: -294 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 61.1 18.1 23.3 4.5 7.1 1.6 3.3 0.0 0.0 0.0: 14.1 6.2
Old : 100.0: 52.8 61.1 18.1 23.3 4.5 7.1 1.6 3.3 0.0 0.0 0.0: 14.1 6.2
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: 12 17 . 7 5 . . . 0 0 0:
Old : 31: 12 17 . 7 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 : 46.4 45.6 65.6 61.7 41.7 43.6 56.6 59.4
Old : 46.4 45.6 65.6 61.7 41.7 43.6 56.6 59.4
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 91,329: 74,574 35,579 5,287 31,033 853 0 10,594 2,970 0 0 0: 7,645 10,300
Old : 91,329: 74,574 35,579 5,287 31,033 853 0 10,594 2,970 0 0 0: 7,645 10,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 138: -122 -272 0 0 0 0 332 16 0 0 0: 244 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 39.0 5.8 34.0 0.9 0.0 11.6 3.3 0.0 0.0 0.0: 8.4 11.3
Old : 100.0: 81.7 39.0 5.8 34.0 0.9 0.0 11.6 3.3 0.0 0.0 0.0: 8.4 11.3
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 : 24: 10 12 . 6 . 0 . . 0 0 0:
Old : 24: 10 12 . 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 : 64.0 38.5 82.7 58.5 60.4 36.5 72.2 56.5
Old : 64.0 38.5 82.7 58.5 60.4 36.5 72.2 56.5
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 83,750: 41,630 19,901 11,752 43,157 5,442 5,237 2,158 3,743 0 0 0: 15,946 9,349
Old : 83,750: 41,630 19,901 11,752 43,157 5,442 5,237 2,158 3,743 0 0 0: 15,946 9,349
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 1,326: 861 280 -944 428 0 -762 0 -45 0 0 0: 2,216 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 23.8 14.0 51.5 6.5 6.3 2.6 4.5 0.0 0.0 0.0: 19.0 11.2
Old : 100.0: 49.7 23.8 14.0 51.5 6.5 6.3 2.6 4.5 0.0 0.0 0.0: 19.0 11.2
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: 13 10 4 5 4 . . . 0 0 0:
Old : 26: 13 10 4 5 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 : 37.1 48.7 58.6 66.8 34.0 47.8 51.0 63.5
Old : 37.1 48.7 58.6 66.8 34.0 47.8 51.0 63.5
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 84,144: 53,878 58,420 27,262 21,392 244 0 0 0 0 0 0: 2,760 4,088
Old : 84,144: 53,878 58,420 27,262 21,392 244 0 0 0 0 0 0: 2,760 4,088
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 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: 64.0 69.4 32.4 25.4 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 4.9
Old : 100.0: 64.0 69.4 32.4 25.4 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 4.9
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 : 22: 12 11 . 5 . 0 0 0 0 0 0:
Old : 22: 12 11 . 5 . 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 : 68.6 51.5 84.9 76.5 58.4 47.4 70.0 65.2
Old : 68.6 51.5 84.9 76.5 58.4 47.4 70.0 65.2
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 179,502: 100,241 114,456 42,168 32,591 17,945 3,637 2,913 6,072 0 0 0: 9,439 5,525
Old : 179,502: 100,241 114,456 42,168 32,591 17,945 3,637 2,913 6,072 0 0 0: 9,439 5,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 2,053: 3,123 2,207 429 0 0 -796 145 305 0 0 0: -1,008 -604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 63.8 23.5 18.2 10.0 2.0 1.6 3.4 0.0 0.0 0.0: 5.3 3.1
Old : 100.0: 55.8 63.8 23.5 18.2 10.0 2.0 1.6 3.4 0.0 0.0 0.0: 5.3 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 : 45: 26 25 8 4 10 . . 4 0 0 0:
Old : 45: 26 25 8 4 10 . . 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 : 31.9 46.2 51.5 61.9 25.6 44.2 37.7 52.2
Old : 31.9 46.2 51.5 61.9 25.6 44.2 37.7 52.2
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 135,445: 64,751 76,330 42,535 36,887 11,374 2,416 2,909 1,216 0 0 0: 13,153 6,729
Old : 135,445: 64,751 76,330 42,535 36,887 11,374 2,416 2,909 1,216 0 0 0: 13,153 6,729
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 1,561: 1,248 -417 851 580 -440 0 2,135 -182 0 0 0: 84 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 56.4 31.4 27.2 8.4 1.8 2.1 0.9 0.0 0.0 0.0: 9.7 5.0
Old : 100.0: 47.8 56.4 31.4 27.2 8.4 1.8 2.1 0.9 0.0 0.0 0.0: 9.7 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 : 30: 12 10 7 5 8 . . . 0 0 0:
Old : 30: 12 10 7 5 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 : 51.9 50.4 67.5 76.0 44.7 49.9 58.4 71.9
Old : 51.9 50.4 67.5 76.0 44.7 49.9 58.4 71.9
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 230,309: 127,037 95,182 31,114 80,851 34,843 7,377 1,516 10,782 0 0 0: 19,156 7,135
Old : 230,309: 127,037 95,182 31,114 80,851 34,843 7,377 1,516 10,782 0 0 0: 19,156 7,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 4,002: 2,341 763 72 1,464 -72 -100 1,222 486 0 0 0: 1,275 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 41.3 13.5 35.1 15.1 3.2 0.7 4.7 0.0 0.0 0.0: 8.3 3.1
Old : 100.0: 55.2 41.3 13.5 35.1 15.1 3.2 0.7 4.7 0.0 0.0 0.0: 8.3 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 : 40: 20 19 5 10 10 . . . 0 0 0:
Old : 40: 20 19 5 10 10 . . . 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 : 35.3 30.7 54.7 54.3 28.3 27.0 41.1 44.6
Old : 35.3 30.7 54.7 54.3 28.3 27.0 41.1 44.6
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 2,998,434: 839,193 505,459 89,977 1,007,077 381,149 558,442 49,955 737,853 138,295 68,608 218,815: 34,710 29,518
Old : 2,998,434: 839,193 505,459 89,977 1,007,077 381,149 558,442 49,955 737,853 138,295 68,608 218,815: 34,710 29,518
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 73,668: 20,343 16,973 2,679 286 14,269 -13,235 2,642 17,881 11,998 2,762 10,694: 9,039 8,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 16.9 3.0 33.6 12.7 18.6 1.7 24.6 4.6 2.3 7.3: 1.2 1.0
Old : 100.0: 28.0 16.9 3.0 33.6 12.7 18.6 1.7 24.6 4.6 2.3 7.3: 1.2 1.0
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 : 179: 78 70 9 20 25 26 12 37 13 10 22:
Old : 179: 78 70 9 20 25 26 12 37 13 10 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 : 32.3 34.9 43.7 47.0 17.3 22.1 23.9 30.2
Old : 32.3 34.9 43.7 47.0 17.3 22.1 23.9 30.2
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 995,798: 196,392 282,620 413,716 140,134 133,883 53,508 138,634 63,408 42,800 146,658 86,196: 5,895 4,265
Old : 995,798: 196,392 282,620 413,716 140,134 133,883 53,508 138,634 63,408 42,800 146,658 86,196: 5,895 4,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 11,619: 9,545 1,553 2,210 -24,441 6,995 -460 2,232 1,185 -575 33,318 -7,021: -260 -2,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 28.4 41.5 14.1 13.4 5.4 13.9 6.4 4.3 14.7 8.7: 0.6 0.4
Old : 100.0: 19.7 28.4 41.5 14.1 13.4 5.4 13.9 6.4 4.3 14.7 8.7: 0.6 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 : 91: 22 23 15 5 18 12 12 19 10 12 20:
Old : 91: 22 23 15 5 18 12 12 19 10 12 20:
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 : 40.5 39.6 54.7 59.6 36.2 33.8 46.0 46.7
Old : 40.5 39.6 54.7 59.6 36.2 33.8 46.0 46.7
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, March 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 : 20,435: 17,240 12,648 38 4,968 2,459 150 0 50 0 45 75: 423 190
Old : 20,435: 17,240 12,648 38 4,968 2,459 150 0 50 0 45 75: 423 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 674: 985 713 -40 92 -211 0 0 0 0 0 0: -60 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 61.9 0.2 24.3 12.0 0.7 0.0 0.2 0.0 0.2 0.4: 2.1 0.9
Old : 100.0: 84.4 61.9 0.2 24.3 12.0 0.7 0.0 0.2 0.0 0.2 0.4: 2.1 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 : 43: 29 29 . 7 7 . 0 . 0 . .:
Old : 43: 29 29 . 7 7 . 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 : 40.8 42.7 62.1 64.4 35.0 37.2 48.3 51.3
Old : 40.8 42.7 62.1 64.4 35.0 37.2 48.3 51.3
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, March 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 : 18,033: 15,855 9,028 0 7,325 1,165 0 280 40 0 0 0: 973 195
Old : 18,033: 15,855 9,028 0 7,325 1,165 0 280 40 0 0 0: 973 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 814: 934 174 0 675 -95 -110 10 5 0 0 0: 80 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 50.1 0.0 40.6 6.5 0.0 1.6 0.2 0.0 0.0 0.0: 5.4 1.1
Old : 100.0: 87.9 50.1 0.0 40.6 6.5 0.0 1.6 0.2 0.0 0.0 0.0: 5.4 1.1
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 : 23: 13 10 0 6 . 0 . . 0 0 0:
Old : 23: 13 10 0 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 : 58.1 64.1 82.0 86.7 51.1 56.8 62.2 64.4
Old : 58.1 64.1 82.0 86.7 51.1 56.8 62.2 64.4
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, March 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 : 10,128: 7,951 5,681 365 2,622 1,592 0 67 31 0 25 0: 189 110
Old : 10,128: 7,951 5,681 365 2,622 1,592 0 67 31 0 25 0: 189 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 245: 158 270 50 175 -60 0 -175 25 0 0 0: 72 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 56.1 3.6 25.9 15.7 0.0 0.7 0.3 0.0 0.2 0.0: 1.9 1.1
Old : 100.0: 78.5 56.1 3.6 25.9 15.7 0.0 0.7 0.3 0.0 0.2 0.0: 1.9 1.1
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 : 28: 15 14 . 6 4 0 . . 0 . 0:
Old : 28: 15 14 . 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 : 62.8 52.0 83.0 76.0 56.8 33.2 61.4 49.4
Old : 62.8 52.0 83.0 76.0 56.8 33.2 61.4 49.4
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, March 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 : 9,252: 6,986 5,789 779 2,554 715 0 0 0 345 0 0: 427 194
Old : 9,252: 6,986 5,789 779 2,554 715 0 0 0 345 0 0: 427 194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 797: 744 594 261 526 -187 0 0 0 0 0 0: -21 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 62.6 8.4 27.6 7.7 0.0 0.0 0.0 3.7 0.0 0.0: 4.6 2.1
Old : 100.0: 75.5 62.6 8.4 27.6 7.7 0.0 0.0 0.0 3.7 0.0 0.0: 4.6 2.1
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 : 34: 24 20 4 . 4 0 0 0 . 0 0:
Old : 34: 24 20 4 . 4 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 : 36.3 50.6 57.2 72.4 31.9 41.9 45.2 57.7
Old : 36.3 50.6 57.2 72.4 31.9 41.9 45.2 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2010