NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, March 23, 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 : 3,994,477: 1,491,358 1,051,769 51,032 963,137 687,241 559,781 50,438 858,543 12,024 60,945 305,712: 28,786 16,692
Old : 3,994,477: 1,491,358 1,051,769 51,032 963,137 687,241 559,781 50,438 858,543 12,024 60,945 305,712: 28,786 16,692
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 77,773: 63,164 43,707 1,989 -11,465 2,460 -47,541 5,695 30,932 8,539 -8,686 11,322: 6,908 3,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 26.3 1.3 24.1 17.2 14.0 1.3 21.5 0.3 1.5 7.7: 0.7 0.4
Old : 100.0: 37.3 26.3 1.3 24.1 17.2 14.0 1.3 21.5 0.3 1.5 7.7: 0.7 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 : 211: 94 86 12 23 32 20 18 35 18 21 37:
Old : 211: 94 86 12 23 32 20 18 35 18 21 37:
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 : 30.2 23.8 43.0 38.2 13.8 12.8 20.1 19.1
Old : 30.2 23.8 43.0 38.2 13.8 12.8 20.1 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 23, 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 : 831,206: 88,612 105,383 178,270 7,486 75,623 78,575 242,444 222,339 30,253 52,357 80,996: 76,538 44,578
Old : 831,206: 88,612 105,383 178,270 7,486 75,623 78,575 242,444 222,339 30,253 52,357 80,996: 76,538 44,578
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -28,242: 2,768 355 -2,643 356 -2,871 4,025 2,467 -34,235 6,198 6,746 3,899: -5,383 -4,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 12.7 21.4 0.9 9.1 9.5 29.2 26.7 3.6 6.3 9.7: 9.2 5.4
Old : 100.0: 10.7 12.7 21.4 0.9 9.1 9.5 29.2 26.7 3.6 6.3 9.7: 9.2 5.4
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 : 285: 49 42 22 11 28 51 65 66 34 31 55:
Old : 285: 49 42 22 11 28 51 65 66 34 31 55:
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 : 19.9 29.5 31.3 41.7 12.8 18.6 18.3 25.8
Old : 19.9 29.5 31.3 41.7 12.8 18.6 18.3 25.8
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 23, 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 : 66,707: 39,484 29,216 3,654 19,350 7,248 2,515 0 1,908 0 0 0: 11,898 8,985
Old : 66,707: 39,484 29,216 3,654 19,350 7,248 2,515 0 1,908 0 0 0: 11,898 8,985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -286: -125 31 0 12 0 108 0 -329 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 43.8 5.5 29.0 10.9 3.8 0.0 2.9 0.0 0.0 0.0: 17.8 13.5
Old : 100.0: 59.2 43.8 5.5 29.0 10.9 3.8 0.0 2.9 0.0 0.0 0.0: 17.8 13.5
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 : 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 45.4 58.0 66.1 35.6 36.4 44.0 45.7
Old : 43.6 45.4 58.0 66.1 35.6 36.4 44.0 45.7
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 23, 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 : 69,640: 37,181 39,364 13,162 11,269 5,884 0 0 0 0 0 0: 13,413 13,123
Old : 69,640: 37,181 39,364 13,162 11,269 5,884 0 0 0 0 0 0: 13,413 13,123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -190: -206 16 16 0 0 0 0 0 0 0 0: 0 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 56.5 18.9 16.2 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 19.3 18.8
Old : 100.0: 53.4 56.5 18.9 16.2 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 19.3 18.8
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 : 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 : 37.7 42.2 58.3 59.1 28.2 37.8 43.4 50.4
Old : 37.7 42.2 58.3 59.1 28.2 37.8 43.4 50.4
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 23, 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 : 80,418: 47,393 37,552 13,358 32,107 6,652 0 0 0 0 0 0: 13,015 4,107
Old : 80,418: 47,393 37,552 13,358 32,107 6,652 0 0 0 0 0 0: 13,015 4,107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 242: 360 394 -118 0 0 0 0 0 0 0 0: 0 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 46.7 16.6 39.9 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 16.2 5.1
Old : 100.0: 58.9 46.7 16.6 39.9 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 16.2 5.1
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 : 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 : 43.9 54.0 65.1 73.4 40.6 49.3 54.4 64.9
Old : 43.9 54.0 65.1 73.4 40.6 49.3 54.4 64.9
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 23, 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 : 93,202: 51,255 55,787 16,433 21,085 4,099 5,873 1,134 4,608 0 0 0: 10,934 6,489
Old : 93,202: 51,255 55,787 16,433 21,085 4,099 5,873 1,134 4,608 0 0 0: 10,934 6,489
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 2,525: 3,350 384 10 0 0 -606 -302 1,595 0 0 0: -1,824 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 59.9 17.6 22.6 4.4 6.3 1.2 4.9 0.0 0.0 0.0: 11.7 7.0
Old : 100.0: 55.0 59.9 17.6 22.6 4.4 6.3 1.2 4.9 0.0 0.0 0.0: 11.7 7.0
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 : 32: 14 17 . 7 5 . . 4 0 0 0:
Old : 32: 14 17 . 7 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 : 44.7 45.2 65.2 60.5 39.6 42.6 55.3 57.6
Old : 44.7 45.2 65.2 60.5 39.6 42.6 55.3 57.6
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 23, 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 : 89,880: 69,805 34,418 5,501 31,033 853 1,767 8,787 4,309 0 0 0: 7,645 10,480
Old : 89,880: 69,805 34,418 5,501 31,033 853 1,767 8,787 4,309 0 0 0: 7,645 10,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -1,449: -4,769 -1,161 214 0 0 1,767 -1,807 1,339 0 0 0: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 38.3 6.1 34.5 0.9 2.0 9.8 4.8 0.0 0.0 0.0: 8.5 11.7
Old : 100.0: 77.7 38.3 6.1 34.5 0.9 2.0 9.8 4.8 0.0 0.0 0.0: 8.5 11.7
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 : 25: 10 12 . 6 . . . . 0 0 0:
Old : 25: 10 12 . 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 : 63.1 38.9 79.2 59.3 59.5 36.9 71.0 57.2
Old : 63.1 38.9 79.2 59.3 59.5 36.9 71.0 57.2
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 23, 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 : 84,067: 41,259 20,123 11,752 43,157 5,442 5,195 2,158 3,801 0 0 0: 16,618 9,386
Old : 84,067: 41,259 20,123 11,752 43,157 5,442 5,195 2,158 3,801 0 0 0: 16,618 9,386
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 317: -371 222 0 0 0 -42 0 58 0 0 0: 672 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 23.9 14.0 51.3 6.5 6.2 2.6 4.5 0.0 0.0 0.0: 19.8 11.2
Old : 100.0: 49.1 23.9 14.0 51.3 6.5 6.2 2.6 4.5 0.0 0.0 0.0: 19.8 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 11 4 5 4 . . . 0 0 0:
Old : 26: 13 11 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 : 36.9 48.5 59.3 66.5 33.8 47.6 50.6 63.3
Old : 36.9 48.5 59.3 66.5 33.8 47.6 50.6 63.3
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 23, 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 : 85,856: 55,590 60,132 27,262 21,392 244 0 0 0 0 0 0: 2,760 4,088
Old : 85,856: 55,590 60,132 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 16, 2010 :
: 1,712: 1,712 1,712 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 70.0 31.8 24.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 4.8
Old : 100.0: 64.7 70.0 31.8 24.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 4.8
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 : 23: 13 11 . 5 . 0 0 0 0 0 0:
Old : 23: 13 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 : 67.2 50.4 83.2 74.9 57.3 46.5 68.6 63.9
Old : 67.2 50.4 83.2 74.9 57.3 46.5 68.6 63.9
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 23, 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 : 179,206: 100,546 114,548 42,199 32,591 18,035 4,027 2,913 5,932 0 0 0: 8,467 5,187
Old : 179,206: 100,546 114,548 42,199 32,591 18,035 4,027 2,913 5,932 0 0 0: 8,467 5,187
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -296: 305 92 31 0 90 390 0 -140 0 0 0: -972 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 63.9 23.5 18.2 10.1 2.2 1.6 3.3 0.0 0.0 0.0: 4.7 2.9
Old : 100.0: 56.1 63.9 23.5 18.2 10.1 2.2 1.6 3.3 0.0 0.0 0.0: 4.7 2.9
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 : 46: 27 26 8 4 10 . . 4 0 0 0:
Old : 46: 27 26 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 : 32.0 46.1 51.6 61.9 25.7 44.2 37.8 52.1
Old : 32.0 46.1 51.6 61.9 25.7 44.2 37.8 52.1
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 23, 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 : 135,979: 64,731 76,330 42,535 36,887 11,374 2,416 2,620 1,466 0 0 0: 13,457 7,302
Old : 135,979: 64,731 76,330 42,535 36,887 11,374 2,416 2,620 1,466 0 0 0: 13,457 7,302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 534: -20 0 0 0 0 0 -289 250 0 0 0: 304 573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 56.1 31.3 27.1 8.4 1.8 1.9 1.1 0.0 0.0 0.0: 9.9 5.4
Old : 100.0: 47.6 56.1 31.3 27.1 8.4 1.8 1.9 1.1 0.0 0.0 0.0: 9.9 5.4
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 : 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 : 51.7 50.2 67.2 75.7 44.5 49.7 58.1 71.6
Old : 51.7 50.2 67.2 75.7 44.5 49.7 58.1 71.6
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 23, 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 : 229,540: 127,097 94,094 31,472 83,471 32,655 8,243 1,683 10,632 0 0 0: 19,441 7,005
Old : 229,540: 127,097 94,094 31,472 83,471 32,655 8,243 1,683 10,632 0 0 0: 19,441 7,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -769: 60 -1,088 358 2,620 -2,188 866 167 -150 0 0 0: 285 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 41.0 13.7 36.4 14.2 3.6 0.7 4.6 0.0 0.0 0.0: 8.5 3.1
Old : 100.0: 55.4 41.0 13.7 36.4 14.2 3.6 0.7 4.6 0.0 0.0 0.0: 8.5 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 : 35.4 30.2 54.4 53.7 28.4 25.9 41.7 44.1
Old : 35.4 30.2 54.4 53.7 28.4 25.9 41.7 44.1
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 23, 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 : 2,983,492: 847,164 532,244 91,548 1,001,505 375,098 566,492 50,453 707,715 132,460 63,369 234,708: 28,307 18,400
Old : 2,983,492: 847,164 532,244 91,548 1,001,505 375,098 566,492 50,453 707,715 132,460 63,369 234,708: 28,307 18,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -14,942: 7,971 26,785 1,571 -5,572 -6,051 8,050 498 -30,138 -5,835 -5,239 15,893: -6,403 -11,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 17.8 3.1 33.6 12.6 19.0 1.7 23.7 4.4 2.1 7.9: 0.9 0.6
Old : 100.0: 28.4 17.8 3.1 33.6 12.6 19.0 1.7 23.7 4.4 2.1 7.9: 0.9 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 : 185: 84 73 9 20 25 29 11 36 12 11 22:
Old : 185: 84 73 9 20 25 29 11 36 12 11 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 : 31.9 33.4 43.4 46.3 17.2 21.7 23.8 29.9
Old : 31.9 33.4 43.4 46.3 17.2 21.7 23.8 29.9
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, March 23, 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 : 1,034,914: 205,462 282,303 399,949 139,145 151,757 58,665 131,169 81,553 32,497 145,505 99,967: 5,064 3,515
Old : 1,034,914: 205,462 282,303 399,949 139,145 151,757 58,665 131,169 81,553 32,497 145,505 99,967: 5,064 3,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 39,116: 9,070 -317 -13,767 -989 17,874 5,157 -7,465 18,145 -10,303 -1,153 13,771: -831 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 27.3 38.6 13.4 14.7 5.7 12.7 7.9 3.1 14.1 9.7: 0.5 0.3
Old : 100.0: 19.9 27.3 38.6 13.4 14.7 5.7 12.7 7.9 3.1 14.1 9.7: 0.5 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 : 94: 22 23 15 6 19 10 14 18 7 17 21:
Old : 94: 22 23 15 6 19 10 14 18 7 17 21:
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 : 38.6 36.7 52.3 55.4 33.3 29.7 43.0 41.4
Old : 38.6 36.7 52.3 55.4 33.3 29.7 43.0 41.4
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 23, 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 : 21,333: 18,287 13,794 63 4,914 2,285 150 0 50 0 45 75: 423 170
Old : 21,333: 18,287 13,794 63 4,914 2,285 150 0 50 0 45 75: 423 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 898: 1,047 1,146 25 -54 -174 0 0 0 0 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 64.7 0.3 23.0 10.7 0.7 0.0 0.2 0.0 0.2 0.4: 2.0 0.8
Old : 100.0: 85.7 64.7 0.3 23.0 10.7 0.7 0.0 0.2 0.0 0.2 0.4: 2.0 0.8
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 : 43: 29 29 . 5 7 . 0 . 0 . .:
Old : 43: 29 29 . 5 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 : 40.3 40.7 61.1 62.2 32.7 36.9 46.7 50.2
Old : 40.3 40.7 61.1 62.2 32.7 36.9 46.7 50.2
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 23, 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 : 17,856: 15,745 8,913 0 7,355 1,068 0 280 40 0 0 0: 1,003 200
Old : 17,856: 15,745 8,913 0 7,355 1,068 0 280 40 0 0 0: 1,003 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -177: -110 -115 0 30 -97 0 0 0 0 0 0: 30 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 49.9 0.0 41.2 6.0 0.0 1.6 0.2 0.0 0.0 0.0: 5.6 1.1
Old : 100.0: 88.2 49.9 0.0 41.2 6.0 0.0 1.6 0.2 0.0 0.0 0.0: 5.6 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 : 57.1 65.0 82.4 87.5 50.0 57.1 62.4 65.2
Old : 57.1 65.0 82.4 87.5 50.0 57.1 62.4 65.2
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 23, 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 : 10,643: 8,266 6,216 365 2,392 1,792 0 67 31 0 25 0: 189 120
Old : 10,643: 8,266 6,216 365 2,392 1,792 0 67 31 0 25 0: 189 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 515: 315 535 0 -230 200 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 58.4 3.4 22.5 16.8 0.0 0.6 0.3 0.0 0.2 0.0: 1.8 1.1
Old : 100.0: 77.7 58.4 3.4 22.5 16.8 0.0 0.6 0.3 0.0 0.2 0.0: 1.8 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 : 63.7 51.6 84.5 75.6 58.0 33.9 62.4 49.4
Old : 63.7 51.6 84.5 75.6 58.0 33.9 62.4 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 23, 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 : 8,893: 6,626 5,694 503 1,948 917 0 0 0 345 0 0: 502 334
Old : 8,893: 6,626 5,694 503 1,948 917 0 0 0 345 0 0: 502 334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -359: -360 -95 -276 -606 202 0 0 0 0 0 0: 75 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 64.0 5.7 21.9 10.3 0.0 0.0 0.0 3.9 0.0 0.0: 5.6 3.8
Old : 100.0: 74.5 64.0 5.7 21.9 10.3 0.0 0.0 0.0 3.9 0.0 0.0: 5.6 3.8
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 : 32: 23 19 . . 4 0 0 0 . 0 0:
Old : 32: 23 19 . . 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 49.4 56.5 72.6 30.7 40.6 44.3 54.2
Old : 36.3 49.4 56.5 72.6 30.7 40.6 44.3 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 26, 2010