NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Disaggregated Commitments of Traders - Futures Only, April 13, 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 : 4,086,312: 1,494,186 1,128,234 71,416 899,353 689,492 508,246 46,334 967,445 14,432 21,576 316,100: 24,995 17,778 Old : 4,086,312: 1,494,186 1,128,234 71,416 899,353 689,492 508,246 46,334 967,445 14,432 21,576 316,100: 24,995 17,778 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 107,426: 37,530 37,092 10,391 6,332 16,345 -31,283 -171 48,859 7,625 -20,036 11,057: 6,902 7,948 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 27.6 1.7 22.0 16.9 12.4 1.1 23.7 0.4 0.5 7.7: 0.6 0.4 Old : 100.0: 36.6 27.6 1.7 22.0 16.9 12.4 1.1 23.7 0.4 0.5 7.7: 0.6 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 209: 95 84 11 23 32 24 15 34 15 20 35: Old : 209: 95 84 11 23 32 24 15 34 15 20 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 : 28.2 22.9 42.9 38.0 12.3 12.1 17.6 18.3 Old : 28.2 22.9 42.9 38.0 12.3 12.1 17.6 18.3 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 13, 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 : 868,368: 101,233 106,841 184,281 10,134 80,289 85,516 251,570 237,298 22,423 51,681 82,411: 74,917 48,144 Old : 868,368: 101,233 106,841 184,281 10,134 80,289 85,516 251,570 237,298 22,423 51,681 82,411: 74,917 48,144 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 23,536: -5,248 -8,575 7,828 726 6,230 -427 5,143 11,087 -5,355 -1,205 9,179: 242 951 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 12.3 21.2 1.2 9.2 9.8 29.0 27.3 2.6 6.0 9.5: 8.6 5.5 Old : 100.0: 11.7 12.3 21.2 1.2 9.2 9.8 29.0 27.3 2.6 6.0 9.5: 8.6 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 283: 56 45 22 13 28 52 57 66 29 34 53: Old : 283: 56 45 22 13 28 52 57 66 29 34 53: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.0 31.4 30.9 43.2 12.2 21.3 18.1 27.2 Old : 19.0 31.4 30.9 43.2 12.2 21.3 18.1 27.2 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 13, 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 : 63,689: 36,484 27,389 4,062 18,482 6,794 2,477 0 1,756 0 0 0: 12,116 9,268 Old : 63,689: 36,484 27,389 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: April 6, 2010 : : 155: 155 155 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 43.0 6.4 29.0 10.7 3.9 0.0 2.8 0.0 0.0 0.0: 19.0 14.6 Old : 100.0: 57.3 43.0 6.4 29.0 10.7 3.9 0.0 2.8 0.0 0.0 0.0: 19.0 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 : 44.3 45.9 58.4 66.7 36.3 37.3 44.9 46.7 Old : 44.3 45.9 58.4 66.7 36.3 37.3 44.9 46.7 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 13, 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 : 38,964: 21,430 12,912 2,483 11,238 5,216 2,012 0 2,708 0 0 0: 5,115 6,890 Old : 38,964: 21,430 12,912 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: April 6, 2010 : : 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 33.1 6.4 28.8 13.4 5.2 0.0 7.0 0.0 0.0 0.0: 13.1 17.7 Old : 100.0: 55.0 33.1 6.4 28.8 13.4 5.2 0.0 7.0 0.0 0.0 0.0: 13.1 17.7 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 : 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 : 53.3 36.4 77.1 57.8 42.0 35.0 55.7 48.0 Old : 53.3 36.4 77.1 57.8 42.0 35.0 55.7 48.0 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 13, 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 : 64,935: 37,400 36,857 10,772 10,939 5,794 0 0 0 0 0 0: 10,969 11,345 Old : 64,935: 37,400 36,857 10,772 10,939 5,794 0 0 0 0 0 0: 10,969 11,345 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : -611: 1,988 467 -868 0 0 0 0 0 0 0 0: -1,731 -1,078 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 56.8 16.6 16.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 16.9 17.5 Old : 100.0: 57.6 56.8 16.6 16.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 16.9 17.5 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 : 25: 13 16 . 4 4 0 0 0 0 0 0: Old : 25: 13 16 . 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 : 36.1 42.5 58.9 59.5 28.8 37.7 42.6 50.4 Old : 36.1 42.5 58.9 59.5 28.8 37.7 42.6 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, April 13, 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 : 76,760: 45,286 35,413 12,962 30,727 6,442 0 0 0 0 0 0: 12,070 4,178 Old : 76,760: 45,286 35,413 12,962 30,727 6,442 0 0 0 0 0 0: 12,070 4,178 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 8: 0 -4 8 0 0 0 0 0 0 0 0: 0 12 : : : : : 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 41.3 49.3 55.5 65.0 Old : 45.7 54.0 65.6 73.6 41.3 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 13, 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 : 90,451: 53,734 53,803 15,705 18,321 4,347 2,417 3,567 4,486 0 0 0: 9,762 5,927 Old : 90,451: 53,734 53,803 15,705 18,321 4,347 2,417 3,567 4,486 0 0 0: 9,762 5,927 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 433: 436 -74 0 0 0 -368 1,060 365 0 0 0: 0 -918 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.4 59.5 17.4 20.3 4.8 2.7 3.9 5.0 0.0 0.0 0.0: 10.8 6.6 Old : 100.0: 59.4 59.5 17.4 20.3 4.8 2.7 3.9 5.0 0.0 0.0 0.0: 10.8 6.6 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 : 33: 14 16 . 6 5 . . 4 0 0 0: Old : 33: 14 16 . 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 : 43.4 44.5 64.4 59.9 38.5 42.8 57.7 57.4 Old : 43.4 44.5 64.4 59.9 38.5 42.8 57.7 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K Disaggregated Commitments of Traders - Futures Only, April 13, 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 : 86,205: 69,073 34,360 4,843 24,863 1,461 1,472 10,046 2,641 0 0 0: 6,715 12,834 Old : 86,205: 69,073 34,360 4,843 24,863 1,461 1,472 10,046 2,641 0 0 0: 6,715 12,834 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 856: 856 856 0 615 608 0 -120 0 0 0 0: -608 -1,103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 39.9 5.6 28.8 1.7 1.7 11.7 3.1 0.0 0.0 0.0: 7.8 14.9 Old : 100.0: 80.1 39.9 5.6 28.8 1.7 1.7 11.7 3.1 0.0 0.0 0.0: 7.8 14.9 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 : 26: 10 13 . 6 . . . . 0 0 0: Old : 26: 10 13 . 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 : 63.0 39.7 81.7 57.2 59.9 38.9 71.2 56.0 Old : 63.0 39.7 81.7 57.2 59.9 38.9 71.2 56.0 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 13, 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 : 82,412: 42,567 18,984 9,635 42,017 6,075 3,530 2,028 4,545 0 0 0: 16,060 8,763 Old : 82,412: 42,567 18,984 9,635 42,017 6,075 3,530 2,028 4,545 0 0 0: 16,060 8,763 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 41: 59 -253 0 100 0 -312 0 294 0 0 0: 0 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 23.0 11.7 51.0 7.4 4.3 2.5 5.5 0.0 0.0 0.0: 19.5 10.6 Old : 100.0: 51.7 23.0 11.7 51.0 7.4 4.3 2.5 5.5 0.0 0.0 0.0: 19.5 10.6 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: 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 : 38.2 46.2 61.4 63.0 31.8 45.9 50.0 60.7 Old : 38.2 46.2 61.4 63.0 31.8 45.9 50.0 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 Disaggregated Commitments of Traders - Futures Only, April 13, 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 : 81,710: 52,898 57,686 26,062 20,050 244 0 0 0 0 0 0: 2,506 3,730 Old : 81,710: 52,898 57,686 26,062 20,050 244 0 0 0 0 0 0: 2,506 3,730 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 62: 0 0 0 0 0 0 0 0 0 0 0: 62 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.7 70.6 31.9 24.5 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 4.6 Old : 100.0: 64.7 70.6 31.9 24.5 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 4.6 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 : 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 83.9 75.1 56.3 47.1 68.9 63.9 Old : 68.1 51.1 83.9 75.1 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 13, 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 : 169,457: 94,432 107,109 40,096 32,107 16,981 4,394 3,336 5,205 0 0 0: 8,349 4,719 Old : 169,457: 94,432 107,109 40,096 32,107 16,981 4,394 3,336 5,205 0 0 0: 8,349 4,719 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 848: 672 246 153 368 0 0 0 234 0 0 0: -211 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 63.2 23.7 18.9 10.0 2.6 2.0 3.1 0.0 0.0 0.0: 4.9 2.8 Old : 100.0: 55.7 63.2 23.7 18.9 10.0 2.6 2.0 3.1 0.0 0.0 0.0: 4.9 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: 25 25 8 4 10 4 . 4 0 0 0: Old : 45: 25 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 : 33.1 45.1 52.4 61.1 26.8 42.3 38.4 50.6 Old : 33.1 45.1 52.4 61.1 26.8 42.3 38.4 50.6 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 13, 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 : 130,732: 62,215 73,981 39,805 35,173 11,110 2,160 2,108 1,553 0 0 0: 13,889 6,807 Old : 130,732: 62,215 73,981 39,805 35,173 11,110 2,160 2,108 1,553 0 0 0: 13,889 6,807 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 696: 151 818 151 0 -31 0 6 -97 0 0 0: 522 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.6 56.6 30.4 26.9 8.5 1.7 1.6 1.2 0.0 0.0 0.0: 10.6 5.2 Old : 100.0: 47.6 56.6 30.4 26.9 8.5 1.7 1.6 1.2 0.0 0.0 0.0: 10.6 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 : 52.6 50.0 67.4 76.0 45.0 49.5 56.9 71.5 Old : 52.6 50.0 67.4 76.0 45.0 49.5 56.9 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, April 13, 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 : 224,061: 123,397 95,985 32,685 78,344 31,988 7,388 0 10,534 0 0 0: 18,069 7,210 Old : 224,061: 123,397 95,985 32,685 78,344 31,988 7,388 0 10,534 0 0 0: 18,069 7,210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 3,191: -81 2,846 1,116 -1,996 1,322 -482 0 762 0 0 0: 554 257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 42.8 14.6 35.0 14.3 3.3 0.0 4.7 0.0 0.0 0.0: 8.1 3.2 Old : 100.0: 55.1 42.8 14.6 35.0 14.3 3.3 0.0 4.7 0.0 0.0 0.0: 8.1 3.2 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 : 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 : 34.9 29.7 54.3 53.6 26.5 25.2 38.8 43.3 Old : 34.9 29.7 54.3 53.6 26.5 25.2 38.8 43.3 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, April 13, 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 : 2,950,989: 823,350 524,943 76,944 988,991 387,050 600,194 51,931 676,484 138,734 84,982 221,753: 26,480 14,855 Old : 2,950,989: 823,350 524,943 76,944 988,991 387,050 600,194 51,931 676,484 138,734 84,982 221,753: 26,480 14,855 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 53,477: 6,740 5,014 -2,784 18,864 5,651 26,447 -1,200 6,447 4,695 11,362 10,140: -3,859 -2,801 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 17.8 2.6 33.5 13.1 20.3 1.8 22.9 4.7 2.9 7.5: 0.9 0.5 Old : 100.0: 27.9 17.8 2.6 33.5 13.1 20.3 1.8 22.9 4.7 2.9 7.5: 0.9 0.5 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 : 181: 81 73 8 21 27 22 11 36 15 11 23: Old : 181: 81 73 8 21 27 22 11 36 15 11 23: 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 : 33.4 33.8 45.4 46.4 19.1 22.2 26.3 30.1 Old : 33.4 33.8 45.4 46.4 19.1 22.2 26.3 30.1 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 13, 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 : 1,026,183: 196,222 293,773 389,973 171,024 151,939 79,890 106,623 82,012 38,633 134,197 82,658: 4,856 3,957 Old : 1,026,183: 196,222 293,773 389,973 171,024 151,939 79,890 106,623 82,012 38,633 134,197 82,658: 4,856 3,957 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 39,681: 1,449 3,610 -4,988 5,514 10,250 11,244 -8,419 9,534 1,973 8,183 9,650: 569 1,359 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 28.6 38.0 16.7 14.8 7.8 10.4 8.0 3.8 13.1 8.1: 0.5 0.4 Old : 100.0: 19.1 28.6 38.0 16.7 14.8 7.8 10.4 8.0 3.8 13.1 8.1: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 93: 22 23 14 7 18 8 14 17 9 16 22: Old : 93: 22 23 14 7 18 8 14 17 9 16 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 : 40.0 38.8 55.2 57.8 34.8 34.9 46.7 46.2 Old : 40.0 38.8 55.2 57.8 34.8 34.9 46.7 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, April 13, 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 : 20,814: 18,103 13,470 127 4,998 1,942 0 107 134 0 45 75: 433 43 Old : 20,814: 18,103 13,470 127 4,998 1,942 0 107 134 0 45 75: 433 43 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 579: 714 519 -10 140 -220 0 75 37 0 0 0: 58 28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.0 64.7 0.6 24.0 9.3 0.0 0.5 0.6 0.0 0.2 0.4: 2.1 0.2 Old : 100.0: 87.0 64.7 0.6 24.0 9.3 0.0 0.5 0.6 0.0 0.2 0.4: 2.1 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 : 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 : 42.3 39.7 60.7 61.0 34.3 36.7 48.9 49.1 Old : 42.3 39.7 60.7 61.0 34.3 36.7 48.9 49.1 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 13, 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 : 17,999: 16,538 9,533 0 7,528 563 0 150 25 0 0 0: 873 200 Old : 17,999: 16,538 9,533 0 7,528 563 0 150 25 0 0 0: 873 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 166: 249 524 0 -130 -108 0 -120 0 0 0 0: 25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.9 53.0 0.0 41.8 3.1 0.0 0.8 0.1 0.0 0.0 0.0: 4.9 1.1 Old : 100.0: 91.9 53.0 0.0 41.8 3.1 0.0 0.8 0.1 0.0 0.0 0.0: 4.9 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 61.6 63.3 86.5 85.7 44.7 57.0 61.6 65.0 Old : 61.6 63.3 86.5 85.7 44.7 57.0 61.6 65.0 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 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 11,044: 9,026 7,012 0 2,229 1,671 0 8 29 0 0 0: 318 95 Old : 11,044: 9,026 7,012 0 2,229 1,671 0 8 29 0 0 0: 318 95 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 795: 862 464 -286 311 69 0 -49 0 0 0 0: 150 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 63.5 0.0 20.2 15.1 0.0 0.1 0.3 0.0 0.0 0.0: 2.9 0.9 Old : 100.0: 81.7 63.5 0.0 20.2 15.1 0.0 0.1 0.3 0.0 0.0 0.0: 2.9 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 : 25: 11 14 0 6 4 0 . . 0 0 0: Old : 25: 11 14 0 6 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 : 70.9 43.0 86.0 72.1 67.5 31.8 70.2 53.9 Old : 70.9 43.0 86.0 72.1 67.5 31.8 70.2 53.9 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 13, 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 : 8,897: 6,842 6,654 622 1,201 622 0 0 0 430 0 0: 381 420 Old : 8,897: 6,842 6,654 622 1,201 622 0 0 0 430 0 0: 381 420 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 419: 348 855 60 -425 -12 0 0 0 0 0 0: 23 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 74.8 7.0 13.5 7.0 0.0 0.0 0.0 4.8 0.0 0.0: 4.3 4.7 Old : 100.0: 76.9 74.8 7.0 13.5 7.0 0.0 0.0 0.0 4.8 0.0 0.0: 4.3 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 21 17 . . 4 0 0 0 . 0 0: Old : 31: 21 17 . . 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 : 41.9 48.0 63.6 74.8 32.7 42.1 49.6 61.2 Old : 41.9 48.0 63.6 74.8 32.7 42.1 49.6 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 16, 2010