NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, March 30, 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 : 3,868,776: 1,370,840 1,028,872 65,009 893,015 675,111 535,339 41,717 886,652 7,895 26,793 299,283: 28,647 17,333
Old : 3,868,776: 1,370,840 1,028,872 65,009 893,015 675,111 535,339 41,717 886,652 7,895 26,793 299,283: 28,647 17,333
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -125,701: -120,518 -22,897 13,977 -70,122 -12,130 -24,442 -8,721 28,109 -4,129 -34,152 -6,429: -139 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 26.6 1.7 23.1 17.5 13.8 1.1 22.9 0.2 0.7 7.7: 0.7 0.4
Old : 100.0: 35.4 26.6 1.7 23.1 17.5 13.8 1.1 22.9 0.2 0.7 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 : 207: 91 83 11 23 32 21 17 35 17 19 35:
Old : 207: 91 83 11 23 32 21 17 35 17 19 35:
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 : 29.6 23.4 43.3 38.2 13.3 12.6 19.1 18.9
Old : 29.6 23.4 43.3 38.2 13.3 12.6 19.1 18.9
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 30, 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 : 815,340: 94,554 108,781 169,655 7,438 74,314 84,443 234,063 222,910 24,699 52,936 72,174: 72,591 42,724
Old : 815,340: 94,554 108,781 169,655 7,438 74,314 84,443 234,063 222,910 24,699 52,936 72,174: 72,591 42,724
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -15,866: 5,942 3,398 -8,615 -48 -1,309 5,868 -8,381 571 -5,554 579 -8,822: -3,947 -1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.3 20.8 0.9 9.1 10.4 28.7 27.3 3.0 6.5 8.9: 8.9 5.2
Old : 100.0: 11.6 13.3 20.8 0.9 9.1 10.4 28.7 27.3 3.0 6.5 8.9: 8.9 5.2
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 : 275: 50 42 21 10 25 51 61 63 29 31 50:
Old : 275: 50 42 21 10 25 51 61 63 29 31 50:
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 : 19.2 30.4 31.1 43.2 12.3 20.0 17.7 26.5
Old : 19.2 30.4 31.1 43.2 12.3 20.0 17.7 26.5
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 30, 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 : 67,040: 40,089 29,503 3,654 19,364 7,234 2,701 0 1,768 0 0 0: 11,594 9,171
Old : 67,040: 40,089 29,503 3,654 19,364 7,234 2,701 0 1,768 0 0 0: 11,594 9,171
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 333: 605 287 0 14 -14 186 0 -140 0 0 0: -304 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 44.0 5.5 28.9 10.8 4.0 0.0 2.6 0.0 0.0 0.0: 17.3 13.7
Old : 100.0: 59.8 44.0 5.5 28.9 10.8 4.0 0.0 2.6 0.0 0.0 0.0: 17.3 13.7
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 : 27: 17 17 . 4 5 . 0 . 0 0 0:
Old : 27: 17 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 : 43.6 45.1 58.1 65.8 35.7 36.3 44.4 45.5
Old : 43.6 45.1 58.1 65.8 35.7 36.3 44.4 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Disaggregated Commitments of Traders - Futures Only, March 30, 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 : 42,523: 21,936 14,068 2,025 12,713 5,914 5,103 0 2,040 0 0 0: 5,505 7,788
Old : 42,523: 21,936 14,068 2,025 12,713 5,914 5,103 0 2,040 0 0 0: 5,505 7,788
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 33.1 4.8 29.9 13.9 12.0 0.0 4.8 0.0 0.0 0.0: 12.9 18.3
Old : 100.0: 51.6 33.1 4.8 29.9 13.9 12.0 0.0 4.8 0.0 0.0 0.0: 12.9 18.3
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 : 20: 7 8 . 5 4 . 0 . 0 0 0:
Old : 20: 7 8 . 5 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 : 57.4 36.1 76.2 55.7 46.6 35.5 58.5 48.8
Old : 57.4 36.1 76.2 55.7 46.6 35.5 58.5 48.8
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 30, 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 : 70,052: 37,662 39,600 13,162 11,269 5,884 0 0 0 0 0 0: 13,344 13,299
Old : 70,052: 37,662 39,600 13,162 11,269 5,884 0 0 0 0 0 0: 13,344 13,299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 412: 481 236 0 0 0 0 0 0 0 0 0: -69 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 56.5 18.8 16.1 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 19.0 19.0
Old : 100.0: 53.8 56.5 18.8 16.1 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 19.0 19.0
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 : 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 : 37.5 41.9 59.4 58.8 28.8 37.7 44.5 50.1
Old : 37.5 41.9 59.4 58.8 28.8 37.7 44.5 50.1
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 30, 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 : 80,825: 47,792 37,552 13,366 32,107 6,652 0 0 0 0 0 0: 13,015 4,514
Old : 80,825: 47,792 37,552 13,366 32,107 6,652 0 0 0 0 0 0: 13,015 4,514
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 407: 399 0 8 0 0 0 0 0 0 0 0: 0 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 46.5 16.5 39.7 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 16.1 5.6
Old : 100.0: 59.1 46.5 16.5 39.7 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 16.1 5.6
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 : 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 : 45.0 53.8 65.2 73.0 41.6 49.1 54.7 64.6
Old : 45.0 53.8 65.2 73.0 41.6 49.1 54.7 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 30, 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 : 93,997: 52,211 56,808 16,433 20,229 4,955 6,031 1,993 3,409 0 0 0: 10,958 6,603
Old : 93,997: 52,211 56,808 16,433 20,229 4,955 6,031 1,993 3,409 0 0 0: 10,958 6,603
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 795: 956 1,021 0 -856 856 158 859 -1,199 0 0 0: 24 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 60.4 17.5 21.5 5.3 6.4 2.1 3.6 0.0 0.0 0.0: 11.7 7.0
Old : 100.0: 55.5 60.4 17.5 21.5 5.3 6.4 2.1 3.6 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 16 . 7 5 . . 4 0 0 0:
Old : 32: 14 16 . 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 : 45.6 44.8 65.7 60.5 40.5 42.7 57.1 57.6
Old : 45.6 44.8 65.7 60.5 40.5 42.7 57.1 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 30, 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 : 90,337: 69,869 34,662 5,501 30,673 1,093 1,712 9,274 4,155 0 0 0: 8,007 10,480
Old : 90,337: 69,869 34,662 5,501 30,673 1,093 1,712 9,274 4,155 0 0 0: 8,007 10,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 457: 64 244 0 -360 240 -55 487 -154 0 0 0: 362 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 38.4 6.1 34.0 1.2 1.9 10.3 4.6 0.0 0.0 0.0: 8.9 11.6
Old : 100.0: 77.3 38.4 6.1 34.0 1.2 1.9 10.3 4.6 0.0 0.0 0.0: 8.9 11.6
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 : 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 : 62.5 38.6 79.2 58.9 59.6 36.5 71.1 56.7
Old : 62.5 38.6 79.2 58.9 59.6 36.5 71.1 56.7
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 30, 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 : 86,625: 45,754 19,618 9,785 43,102 6,883 2,507 2,158 5,110 0 0 0: 16,586 9,754
Old : 86,625: 45,754 19,618 9,785 43,102 6,883 2,507 2,158 5,110 0 0 0: 16,586 9,754
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 2,558: 4,495 -505 -1,967 -55 1,441 -2,688 0 1,309 0 0 0: -32 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 22.6 11.3 49.8 7.9 2.9 2.5 5.9 0.0 0.0 0.0: 19.1 11.3
Old : 100.0: 52.8 22.6 11.3 49.8 7.9 2.9 2.5 5.9 0.0 0.0 0.0: 19.1 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 : 26: 13 11 . 6 4 . . . 0 0 0:
Old : 26: 13 11 . 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 : 39.7 45.7 62.1 63.3 32.6 45.4 51.5 59.8
Old : 39.7 45.7 62.1 63.3 32.6 45.4 51.5 59.8
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 30, 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 : 87,946: 57,458 60,912 27,262 22,570 244 0 0 0 0 0 0: 2,982 4,220
Old : 87,946: 57,458 60,912 27,262 22,570 244 0 0 0 0 0 0: 2,982 4,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 2,090: 1,868 780 0 1,178 0 0 0 0 0 0 0: 222 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 69.3 31.0 25.7 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 4.8
Old : 100.0: 65.3 69.3 31.0 25.7 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 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 : 24: 13 12 . 5 . 0 0 0 0 0 0:
Old : 24: 13 12 . 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 : 67.0 49.2 82.6 73.2 55.9 45.1 69.1 62.8
Old : 67.0 49.2 82.6 73.2 55.9 45.1 69.1 62.8
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 30, 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 : 180,087: 99,833 115,287 43,043 33,019 18,313 5,068 2,796 5,393 0 0 0: 8,437 5,279
Old : 180,087: 99,833 115,287 43,043 33,019 18,313 5,068 2,796 5,393 0 0 0: 8,437 5,279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 881: -713 739 844 428 278 1,041 -117 -539 0 0 0: -30 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 64.0 23.9 18.3 10.2 2.8 1.6 3.0 0.0 0.0 0.0: 4.7 2.9
Old : 100.0: 55.4 64.0 23.9 18.3 10.2 2.8 1.6 3.0 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 : 47: 27 27 8 4 10 4 . 4 0 0 0:
Old : 47: 27 27 8 4 10 4 . 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 45.8 51.4 61.5 25.7 42.8 37.7 50.9
Old : 31.9 45.8 51.4 61.5 25.7 42.8 37.7 50.9
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, March 30, 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 : 136,757: 65,283 76,698 41,335 36,899 11,842 2,416 2,422 1,559 0 0 0: 14,322 7,337
Old : 136,757: 65,283 76,698 41,335 36,899 11,842 2,416 2,422 1,559 0 0 0: 14,322 7,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 778: 552 368 -1,200 12 468 0 -198 93 0 0 0: 865 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 56.1 30.2 27.0 8.7 1.8 1.8 1.1 0.0 0.0 0.0: 10.5 5.4
Old : 100.0: 47.7 56.1 30.2 27.0 8.7 1.8 1.8 1.1 0.0 0.0 0.0: 10.5 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 : 51.4 50.2 66.3 75.5 44.3 49.7 56.8 71.5
Old : 51.4 50.2 66.3 75.5 44.3 49.7 56.8 71.5
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 30, 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 : 230,755: 129,535 94,971 32,154 84,639 32,343 6,412 953 10,822 0 0 0: 19,489 7,027
Old : 230,755: 129,535 94,971 32,154 84,639 32,343 6,412 953 10,822 0 0 0: 19,489 7,027
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,215: 2,438 877 682 1,168 -312 -1,831 -730 190 0 0 0: 48 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 41.2 13.9 36.7 14.0 2.8 0.4 4.7 0.0 0.0 0.0: 8.4 3.0
Old : 100.0: 56.1 41.2 13.9 36.7 14.0 2.8 0.4 4.7 0.0 0.0 0.0: 8.4 3.0
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 : 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 : 35.0 30.1 53.6 54.0 28.0 25.4 41.6 44.3
Old : 35.0 30.1 53.6 54.0 28.0 25.4 41.6 44.3
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 30, 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 : 2,876,445: 802,600 508,099 77,533 970,784 371,218 577,713 52,452 662,965 135,730 73,047 218,802: 29,884 19,078
Old : 2,876,445: 802,600 508,099 77,533 970,784 371,218 577,713 52,452 662,965 135,730 73,047 218,802: 29,884 19,078
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -107,047: -44,564 -24,145 -14,015 -30,721 -3,880 11,221 1,999 -44,750 3,270 9,678 -15,906: 1,577 678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 17.7 2.7 33.7 12.9 20.1 1.8 23.0 4.7 2.5 7.6: 1.0 0.7
Old : 100.0: 27.9 17.7 2.7 33.7 12.9 20.1 1.8 23.0 4.7 2.5 7.6: 1.0 0.7
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 : 176: 78 71 8 21 26 22 12 36 13 9 22:
Old : 176: 78 71 8 21 26 22 12 36 13 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 : 33.0 34.0 44.9 46.4 18.8 22.2 26.1 30.3
Old : 33.0 34.0 44.9 46.4 18.8 22.2 26.1 30.3
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 30, 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 : 955,604: 189,152 289,319 400,024 152,998 131,505 54,633 115,390 68,939 37,045 124,693 70,107: 4,199 2,653
Old : 955,604: 189,152 289,319 400,024 152,998 131,505 54,633 115,390 68,939 37,045 124,693 70,107: 4,199 2,653
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -79,310: -16,310 7,016 75 13,853 -20,252 -4,032 -15,779 -12,614 4,548 -20,812 -29,860: -865 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 30.3 41.9 16.0 13.8 5.7 12.1 7.2 3.9 13.0 7.3: 0.4 0.3
Old : 100.0: 19.8 30.3 41.9 16.0 13.8 5.7 12.1 7.2 3.9 13.0 7.3: 0.4 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 : 84: 20 21 14 7 19 8 13 16 7 13 18:
Old : 84: 20 21 14 7 19 8 13 16 7 13 18:
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 : 41.6 38.4 57.1 59.2 37.8 34.3 49.4 46.2
Old : 41.6 38.4 57.1 59.2 37.8 34.3 49.4 46.2
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 30, 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 : 22,437: 19,267 14,744 63 5,014 2,343 171 0 176 0 45 75: 342 40
Old : 22,437: 19,267 14,744 63 5,014 2,343 171 0 176 0 45 75: 342 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,104: 980 950 0 100 58 21 0 126 0 0 0: -81 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 65.7 0.3 22.3 10.4 0.8 0.0 0.8 0.0 0.2 0.3: 1.5 0.2
Old : 100.0: 85.9 65.7 0.3 22.3 10.4 0.8 0.0 0.8 0.0 0.2 0.3: 1.5 0.2
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 : 45: 29 29 . 6 8 . 0 . 0 . .:
Old : 45: 29 29 . 6 8 . 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 : 39.9 38.6 59.8 60.7 31.5 35.9 45.1 49.4
Old : 39.9 38.6 59.8 60.7 31.5 35.9 45.1 49.4
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 30, 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 : 18,752: 17,073 9,111 0 8,470 651 0 295 25 0 0 0: 1,003 200
Old : 18,752: 17,073 9,111 0 8,470 651 0 295 25 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 23, 2010 :
: 896: 1,328 198 0 1,115 -417 0 15 -15 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 48.6 0.0 45.2 3.5 0.0 1.6 0.1 0.0 0.0 0.0: 5.3 1.1
Old : 100.0: 91.0 48.6 0.0 45.2 3.5 0.0 1.6 0.1 0.0 0.0 0.0: 5.3 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 : 24: 12 11 0 6 . 0 . . 0 0 0:
Old : 24: 12 11 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 : 60.0 65.6 86.3 86.1 47.5 57.9 62.9 66.6
Old : 60.0 65.6 86.3 86.1 47.5 57.9 62.9 66.6
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 30, 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 : 10,966: 8,556 6,662 236 2,117 1,944 0 57 41 0 25 0: 189 120
Old : 10,966: 8,556 6,662 236 2,117 1,944 0 57 41 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 23, 2010 :
: 323: 290 446 -129 -275 152 0 -10 10 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 60.8 2.2 19.3 17.7 0.0 0.5 0.4 0.0 0.2 0.0: 1.7 1.1
Old : 100.0: 78.0 60.8 2.2 19.3 17.7 0.0 0.5 0.4 0.0 0.2 0.0: 1.7 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 : 62.5 49.2 82.4 72.4 56.6 32.0 60.5 47.7
Old : 62.5 49.2 82.4 72.4 56.6 32.0 60.5 47.7
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 30, 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 : 9,163: 6,761 5,924 473 1,943 962 0 0 0 465 0 0: 502 334
Old : 9,163: 6,761 5,924 473 1,943 962 0 0 0 465 0 0: 502 334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 270: 135 230 -30 -5 45 0 0 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 64.7 5.2 21.2 10.5 0.0 0.0 0.0 5.1 0.0 0.0: 5.5 3.6
Old : 100.0: 73.8 64.7 5.2 21.2 10.5 0.0 0.0 0.0 5.1 0.0 0.0: 5.5 3.6
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 : 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 : 36.0 49.3 56.3 72.6 31.5 40.6 44.9 55.2
Old : 36.0 49.3 56.3 72.6 31.5 40.6 44.9 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 2, 2010