NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, April 6, 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 : 3,978,886: 1,456,656 1,091,142 61,025 893,021 673,147 539,529 46,505 918,586 6,807 41,612 305,043: 18,093 9,830
Old : 3,978,886: 1,456,656 1,091,142 61,025 893,021 673,147 539,529 46,505 918,586 6,807 41,612 305,043: 18,093 9,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 110,110: 85,816 62,270 -3,984 6 -1,964 4,190 4,788 31,934 -1,088 14,819 5,760: -10,554 -7,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 27.4 1.5 22.4 16.9 13.6 1.2 23.1 0.2 1.0 7.7: 0.5 0.2
Old : 100.0: 36.6 27.4 1.5 22.4 16.9 13.6 1.2 23.1 0.2 1.0 7.7: 0.5 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 : 212: 93 85 10 24 32 25 13 34 19 19 38:
Old : 212: 93 85 10 24 32 25 13 34 19 19 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 : 28.9 23.0 43.2 37.6 13.3 12.4 19.1 18.5
Old : 28.9 23.0 43.2 37.6 13.3 12.4 19.1 18.5
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, April 6, 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 : 844,832: 106,481 115,416 176,453 9,408 74,059 85,943 246,427 226,211 27,778 52,886 73,232: 74,675 47,193
Old : 844,832: 106,481 115,416 176,453 9,408 74,059 85,943 246,427 226,211 27,778 52,886 73,232: 74,675 47,193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 29,492: 11,927 6,635 6,798 1,970 -255 1,500 12,364 3,301 3,079 -50 1,058: 2,084 4,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 13.7 20.9 1.1 8.8 10.2 29.2 26.8 3.3 6.3 8.7: 8.8 5.6
Old : 100.0: 12.6 13.7 20.9 1.1 8.8 10.2 29.2 26.8 3.3 6.3 8.7: 8.8 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 : 292: 53 42 22 13 28 51 68 67 28 35 52:
Old : 292: 53 42 22 13 28 51 68 67 28 35 52:
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 : 18.9 31.0 30.8 43.4 12.2 20.9 17.7 26.7
Old : 18.9 31.0 30.8 43.4 12.2 20.9 17.7 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Futures Only, April 6, 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 : 63,534: 36,329 27,234 4,062 18,482 6,794 2,477 0 1,756 0 0 0: 12,116 9,268
Old : 63,534: 36,329 27,234 4,062 18,482 6,794 2,477 0 1,756 0 0 0: 12,116 9,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -3,506: -3,760 -2,269 408 -882 -440 -224 0 -12 0 0 0: 522 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 42.9 6.4 29.1 10.7 3.9 0.0 2.8 0.0 0.0 0.0: 19.1 14.6
Old : 100.0: 57.2 42.9 6.4 29.1 10.7 3.9 0.0 2.8 0.0 0.0 0.0: 19.1 14.6
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 : 26: 17 16 . 4 5 . 0 . 0 0 0:
Old : 26: 17 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 : 44.4 46.0 58.5 66.9 36.4 37.4 44.8 46.8
Old : 44.4 46.0 58.5 66.9 36.4 37.4 44.8 46.8
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, April 6, 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 : 38,814: 21,280 12,762 2,483 11,238 5,216 2,012 0 2,708 0 0 0: 5,115 6,890
Old : 38,814: 21,280 12,762 2,483 11,238 5,216 2,012 0 2,708 0 0 0: 5,115 6,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -3,709: -656 -1,306 458 -1,475 -698 -3,091 0 668 0 0 0: -390 -898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 32.9 6.4 29.0 13.4 5.2 0.0 7.0 0.0 0.0 0.0: 13.2 17.8
Old : 100.0: 54.8 32.9 6.4 29.0 13.4 5.2 0.0 7.0 0.0 0.0 0.0: 13.2 17.8
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 : 20: 6 8 . 4 4 . 0 . 0 0 0:
Old : 20: 6 8 . 4 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 : 53.5 36.2 77.0 57.6 41.8 34.7 55.5 47.8
Old : 53.5 36.2 77.0 57.6 41.8 34.7 55.5 47.8
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, April 6, 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 : 65,546: 35,412 36,390 11,640 10,939 5,794 0 0 0 0 0 0: 12,700 12,423
Old : 65,546: 35,412 36,390 11,640 10,939 5,794 0 0 0 0 0 0: 12,700 12,423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,506: -2,250 -3,210 -1,522 -330 -90 0 0 0 0 0 0: -644 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 55.5 17.8 16.7 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 19.4 19.0
Old : 100.0: 54.0 55.5 17.8 16.7 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 19.4 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 : 37.1 42.1 59.2 58.9 28.5 37.3 42.9 49.9
Old : 37.1 42.1 59.2 58.9 28.5 37.3 42.9 49.9
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, April 6, 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 : 76,752: 45,286 35,417 12,954 30,727 6,442 0 0 0 0 0 0: 12,070 4,166
Old : 76,752: 45,286 35,417 12,954 30,727 6,442 0 0 0 0 0 0: 12,070 4,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,073: -2,506 -2,135 -412 -1,380 -210 0 0 0 0 0 0: -945 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 46.1 16.9 40.0 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 15.7 5.4
Old : 100.0: 59.0 46.1 16.9 40.0 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 15.7 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 : 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 : 45.7 54.0 65.6 73.6 41.2 49.3 55.5 65.0
Old : 45.7 54.0 65.6 73.6 41.2 49.3 55.5 65.0
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, April 6, 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 : 90,018: 53,298 53,877 15,705 18,321 4,347 2,785 2,507 4,121 0 0 0: 9,762 6,845
Old : 90,018: 53,298 53,877 15,705 18,321 4,347 2,785 2,507 4,121 0 0 0: 9,762 6,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -3,979: 1,087 -2,931 -728 -1,908 -608 -3,246 514 712 0 0 0: -1,196 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 59.9 17.4 20.4 4.8 3.1 2.8 4.6 0.0 0.0 0.0: 10.8 7.6
Old : 100.0: 59.2 59.9 17.4 20.4 4.8 3.1 2.8 4.6 0.0 0.0 0.0: 10.8 7.6
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 : 31: 13 15 . 6 5 . . 4 0 0 0:
Old : 31: 13 15 . 6 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 : 44.4 44.8 65.7 60.3 39.4 43.4 58.7 58.1
Old : 44.4 44.8 65.7 60.3 39.4 43.4 58.7 58.1
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, April 6, 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 : 85,349: 68,217 33,504 4,843 24,248 853 1,472 10,166 2,641 0 0 0: 7,323 13,937
Old : 85,349: 68,217 33,504 4,843 24,248 853 1,472 10,166 2,641 0 0 0: 7,323 13,937
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,988: -1,652 -1,158 -658 -6,425 -240 -240 892 -1,514 0 0 0: -684 3,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 39.3 5.7 28.4 1.0 1.7 11.9 3.1 0.0 0.0 0.0: 8.6 16.3
Old : 100.0: 79.9 39.3 5.7 28.4 1.0 1.7 11.9 3.1 0.0 0.0 0.0: 8.6 16.3
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 : 25: 10 13 . 5 . . . . 0 0 0:
Old : 25: 10 13 . 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 : 63.3 39.3 81.6 56.9 60.5 38.4 71.4 55.7
Old : 63.3 39.3 81.6 56.9 60.5 38.4 71.4 55.7
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, April 6, 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 : 82,371: 42,508 19,237 9,635 41,917 6,075 3,842 2,028 4,251 0 0 0: 16,060 8,863
Old : 82,371: 42,508 19,237 9,635 41,917 6,075 3,842 2,028 4,251 0 0 0: 16,060 8,863
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,254: -3,246 -381 -150 -1,185 -808 1,335 -130 -859 0 0 0: -526 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 23.4 11.7 50.9 7.4 4.7 2.5 5.2 0.0 0.0 0.0: 19.5 10.8
Old : 100.0: 51.6 23.4 11.7 50.9 7.4 4.7 2.5 5.2 0.0 0.0 0.0: 19.5 10.8
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 : 25: 12 10 . 6 4 . . . 0 0 0:
Old : 25: 12 10 . 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 : 38.9 46.2 62.2 63.6 31.6 45.9 50.2 61.3
Old : 38.9 46.2 62.2 63.6 31.6 45.9 50.2 61.3
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, April 6, 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 : 81,648: 52,898 57,686 26,062 20,050 244 0 0 0 0 0 0: 2,444 3,668
Old : 81,648: 52,898 57,686 26,062 20,050 244 0 0 0 0 0 0: 2,444 3,668
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -6,298: -4,560 -3,226 -1,200 -2,520 0 0 0 0 0 0 0: -538 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 70.7 31.9 24.6 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 4.5
Old : 100.0: 64.8 70.7 31.9 24.6 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 68.1 51.1 84.0 75.2 56.3 47.1 68.9 63.9
Old : 68.1 51.1 84.0 75.2 56.3 47.1 68.9 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, April 6, 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 : 168,609: 93,760 106,863 39,943 31,739 16,981 4,394 3,336 4,971 0 0 0: 8,560 4,719
Old : 168,609: 93,760 106,863 39,943 31,739 16,981 4,394 3,336 4,971 0 0 0: 8,560 4,719
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -11,478: -6,073 -8,424 -3,100 -1,280 -1,332 -674 540 -422 0 0 0: 123 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 63.4 23.7 18.8 10.1 2.6 2.0 2.9 0.0 0.0 0.0: 5.1 2.8
Old : 100.0: 55.6 63.4 23.7 18.8 10.1 2.6 2.0 2.9 0.0 0.0 0.0: 5.1 2.8
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 : 45: 26 25 8 4 10 4 . 4 0 0 0:
Old : 45: 26 25 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 : 32.9 45.8 52.0 62.2 26.5 43.1 38.2 51.1
Old : 32.9 45.8 52.0 62.2 26.5 43.1 38.2 51.1
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, April 6, 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 : 130,036: 62,064 73,163 39,654 35,173 11,141 2,160 2,102 1,650 0 0 0: 13,367 6,807
Old : 130,036: 62,064 73,163 39,654 35,173 11,141 2,160 2,102 1,650 0 0 0: 13,367 6,807
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -6,721: -3,219 -3,535 -1,681 -1,726 -701 -256 -320 91 0 0 0: -955 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 56.3 30.5 27.0 8.6 1.7 1.6 1.3 0.0 0.0 0.0: 10.3 5.2
Old : 100.0: 47.7 56.3 30.5 27.0 8.6 1.7 1.6 1.3 0.0 0.0 0.0: 10.3 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 : 30: 12 10 8 4 8 . . . 0 0 0:
Old : 30: 12 10 8 4 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 : 52.9 50.0 67.6 75.8 45.4 49.6 57.2 71.4
Old : 52.9 50.0 67.6 75.8 45.4 49.6 57.2 71.4
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, April 6, 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 : 220,870: 123,478 93,139 31,569 80,340 30,666 7,870 0 9,772 0 0 0: 17,515 6,953
Old : 220,870: 123,478 93,139 31,569 80,340 30,666 7,870 0 9,772 0 0 0: 17,515 6,953
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -9,885: -6,057 -1,832 -585 -4,299 -1,677 1,458 -953 -1,050 0 0 0: -1,974 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 42.2 14.3 36.4 13.9 3.6 0.0 4.4 0.0 0.0 0.0: 7.9 3.1
Old : 100.0: 55.9 42.2 14.3 36.4 13.9 3.6 0.0 4.4 0.0 0.0 0.0: 7.9 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 21 5 10 10 . 0 . 0 0 0:
Old : 40: 20 21 5 10 10 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 30.3 54.5 53.7 28.1 25.7 41.2 43.5
Old : 35.6 30.3 54.5 53.7 28.1 25.7 41.2 43.5
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, April 6, 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 : 2,897,512: 816,610 519,929 79,728 970,127 381,399 573,747 53,131 670,037 134,039 73,620 211,613: 30,339 17,656
Old : 2,897,512: 816,610 519,929 79,728 970,127 381,399 573,747 53,131 670,037 134,039 73,620 211,613: 30,339 17,656
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 21,067: 14,010 11,830 2,195 -657 10,181 -3,966 679 7,072 -1,691 573 -7,189: 455 -1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 17.9 2.8 33.5 13.2 19.8 1.8 23.1 4.6 2.5 7.3: 1.0 0.6
Old : 100.0: 28.2 17.9 2.8 33.5 13.2 19.8 1.8 23.1 4.6 2.5 7.3: 1.0 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 : 179: 80 72 8 21 27 23 12 36 15 8 22:
Old : 179: 80 72 8 21 27 23 12 36 15 8 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 : 32.8 34.0 44.7 46.5 18.5 22.2 25.8 30.2
Old : 32.8 34.0 44.7 46.5 18.5 22.2 25.8 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, April 6, 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 : 986,502: 194,773 290,163 394,961 165,510 141,689 68,646 115,042 72,478 36,660 126,014 73,008: 4,287 2,598
Old : 986,502: 194,773 290,163 394,961 165,510 141,689 68,646 115,042 72,478 36,660 126,014 73,008: 4,287 2,598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 30,898: 5,621 844 -5,063 12,512 10,184 14,013 -348 3,539 -385 1,321 2,901: 88 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 29.4 40.0 16.8 14.4 7.0 11.7 7.3 3.7 12.8 7.4: 0.4 0.3
Old : 100.0: 19.7 29.4 40.0 16.8 14.4 7.0 11.7 7.3 3.7 12.8 7.4: 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 : 85: 22 22 14 7 19 9 13 17 8 10 16:
Old : 85: 22 22 14 7 19 9 13 17 8 10 16:
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 : 40.9 39.0 56.6 59.0 36.1 34.6 48.6 46.0
Old : 40.9 39.0 56.6 59.0 36.1 34.6 48.6 46.0
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, April 6, 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 : 20,235: 17,389 12,951 137 4,858 2,162 0 32 97 0 45 75: 375 15
Old : 20,235: 17,389 12,951 137 4,858 2,162 0 32 97 0 45 75: 375 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,202: -1,878 -1,793 74 -156 -181 -171 32 -79 0 0 0: 33 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 64.0 0.7 24.0 10.7 0.0 0.2 0.5 0.0 0.2 0.4: 1.9 0.1
Old : 100.0: 85.9 64.0 0.7 24.0 10.7 0.0 0.2 0.5 0.0 0.2 0.4: 1.9 0.1
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 : 42: 27 27 . 7 7 0 . . 0 . .:
Old : 42: 27 27 . 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 : 42.6 41.4 61.1 61.8 34.8 37.4 48.6 49.8
Old : 42.6 41.4 61.1 61.8 34.8 37.4 48.6 49.8
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, April 6, 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 : 17,833: 16,289 9,009 0 7,658 671 0 270 25 0 0 0: 848 200
Old : 17,833: 16,289 9,009 0 7,658 671 0 270 25 0 0 0: 848 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -919: -784 -102 0 -812 20 0 -25 0 0 0 0: -155 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 50.5 0.0 42.9 3.8 0.0 1.5 0.1 0.0 0.0 0.0: 4.8 1.1
Old : 100.0: 91.3 50.5 0.0 42.9 3.8 0.0 1.5 0.1 0.0 0.0 0.0: 4.8 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 : 23: 12 10 0 6 . 0 . . 0 0 0:
Old : 23: 12 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 : 60.5 64.0 85.9 85.9 43.6 56.9 62.5 65.4
Old : 60.5 64.0 85.9 85.9 43.6 56.9 62.5 65.4
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, April 6, 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 : 10,249: 8,164 6,548 286 1,918 1,602 0 57 29 0 0 0: 168 95
Old : 10,249: 8,164 6,548 286 1,918 1,602 0 57 29 0 0 0: 168 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -717: -392 -114 50 -199 -342 0 0 -12 0 -25 0: -21 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 63.9 2.8 18.7 15.6 0.0 0.6 0.3 0.0 0.0 0.0: 1.6 0.9
Old : 100.0: 79.7 63.9 2.8 18.7 15.6 0.0 0.6 0.3 0.0 0.0 0.0: 1.6 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 : 24: 13 13 . 5 4 0 . . 0 0 0:
Old : 24: 13 13 . 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 : 68.8 45.3 85.9 74.0 63.9 32.7 68.9 54.8
Old : 68.8 45.3 85.9 74.0 63.9 32.7 68.9 54.8
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, April 6, 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 : 8,478: 6,494 5,799 562 1,626 634 0 0 0 430 0 0: 358 419
Old : 8,478: 6,494 5,799 562 1,626 634 0 0 0 430 0 0: 358 419
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -685: -267 -125 89 -317 -328 0 0 0 -35 0 0: -144 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 68.4 6.6 19.2 7.5 0.0 0.0 0.0 5.1 0.0 0.0: 4.2 4.9
Old : 100.0: 76.6 68.4 6.6 19.2 7.5 0.0 0.0 0.0 5.1 0.0 0.0: 4.2 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 : 32: 23 16 . . . 0 0 0 . 0 0:
Old : 32: 23 16 . . . 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 : 42.4 51.3 63.0 75.1 32.4 43.3 48.4 59.6
Old : 42.4 51.3 63.0 75.1 32.4 43.3 48.4 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 9, 2010