NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, April 27, 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 : 4,217,420: 1,607,794 1,249,167 88,938 963,372 662,970 509,681 49,922 993,077 52,175 5,158 275,566: 27,219 18,188
Old : 4,217,420: 1,607,794 1,249,167 88,938 963,372 662,970 509,681 49,922 993,077 52,175 5,158 275,566: 27,219 18,188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 74,856: 104,714 129,533 10,113 41,489 -12,628 11,983 1,057 -54,615 31,551 -17,078 -22,664: 6,402 9,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 29.6 2.1 22.8 15.7 12.1 1.2 23.5 1.2 0.1 6.5: 0.6 0.4
Old : 100.0: 38.1 29.6 2.1 22.8 15.7 12.1 1.2 23.5 1.2 0.1 6.5: 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 : 219: 101 91 13 22 33 24 15 36 19 19 37:
Old : 219: 101 91 13 22 33 24 15 36 19 19 37:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 23.5 43.2 39.1 12.5 13.0 17.6 19.3
Old : 28.6 23.5 43.2 39.1 12.5 13.0 17.6 19.3
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 27, 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 : 823,549: 93,363 102,460 174,750 11,015 84,808 93,336 241,556 214,495 16,323 51,975 71,733: 74,741 45,507
Old : 823,549: 93,363 102,460 174,750 11,015 84,808 93,336 241,556 214,495 16,323 51,975 71,733: 74,741 45,507
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -55,831: -6,830 2,615 -13,333 2,017 -2,445 11,420 -19,898 -27,811 -7,391 2,644 -8,776: -665 -4,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.4 21.2 1.3 10.3 11.3 29.3 26.0 2.0 6.3 8.7: 9.1 5.5
Old : 100.0: 11.3 12.4 21.2 1.3 10.3 11.3 29.3 26.0 2.0 6.3 8.7: 9.1 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 : 273: 58 48 21 11 26 51 57 63 28 32 48:
Old : 273: 58 48 21 11 26 51 57 63 28 32 48:
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 : 17.5 31.3 29.8 43.1 12.5 22.7 19.1 28.3
Old : 17.5 31.3 29.8 43.1 12.5 22.7 19.1 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Futures Only, April 27, 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 : 63,928: 36,201 27,872 4,062 18,554 6,794 2,797 0 1,800 0 0 0: 12,274 8,908
Old : 63,928: 36,201 27,872 4,062 18,554 6,794 2,797 0 1,800 0 0 0: 12,274 8,908
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 123: 49 453 0 0 0 -114 0 30 0 0 0: 158 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 43.6 6.4 29.0 10.6 4.4 0.0 2.8 0.0 0.0 0.0: 19.2 13.9
Old : 100.0: 56.6 43.6 6.4 29.0 10.6 4.4 0.0 2.8 0.0 0.0 0.0: 19.2 13.9
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 : 27: 18 16 . 4 5 . 0 . 0 0 0:
Old : 27: 18 16 . 4 5 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 45.7 58.7 66.7 36.3 37.1 44.6 47.5
Old : 43.7 45.7 58.7 66.7 36.3 37.1 44.6 47.5
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, April 27, 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 : 40,902: 24,499 12,989 2,483 11,790 5,216 196 438 3,393 0 0 0: 5,115 7,076
Old : 40,902: 24,499 12,989 2,483 11,790 5,216 196 438 3,393 0 0 0: 5,115 7,076
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 123: 0 62 0 552 0 0 -800 123 0 0 0: 0 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 31.8 6.1 28.8 12.8 0.5 1.1 8.3 0.0 0.0 0.0: 12.5 17.3
Old : 100.0: 59.9 31.8 6.1 28.8 12.8 0.5 1.1 8.3 0.0 0.0 0.0: 12.5 17.3
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: 8 8 . 4 4 . . . 0 0 0:
Old : 20: 8 8 . 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 : 50.1 37.9 76.7 59.1 41.8 33.6 53.3 45.8
Old : 50.1 37.9 76.7 59.1 41.8 33.6 53.3 45.8
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 27, 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 36,129 10,772 10,939 5,794 0 0 0 0 0 0: 10,969 12,073
Old : 64,935: 37,400 36,129 10,772 10,939 5,794 0 0 0 0 0 0: 10,969 12,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 55.6 16.6 16.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 16.9 18.6
Old : 100.0: 57.6 55.6 16.6 16.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 16.9 18.6
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 : 24: 13 15 . 4 4 0 0 0 0 0 0:
Old : 24: 13 15 . 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 27, 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 : 76,971: 46,444 35,438 12,962 30,727 6,442 0 0 0 0 0 0: 11,123 4,364
Old : 76,971: 46,444 35,438 12,962 30,727 6,442 0 0 0 0 0 0: 11,123 4,364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 211: 1,158 25 0 0 0 0 0 0 0 0 0: -947 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 46.0 16.8 39.9 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 5.7
Old : 100.0: 60.3 46.0 16.8 39.9 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 5.7
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 : 23: 14 13 . 5 4 0 0 0 0 0 0:
Old : 23: 14 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 : 45.6 53.8 65.5 73.5 41.1 49.2 55.5 64.8
Old : 45.6 53.8 65.5 73.5 41.1 49.2 55.5 64.8
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 27, 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 : 90,689: 55,365 54,055 13,497 18,321 4,347 2,049 2,862 5,671 0 0 0: 9,760 5,433
Old : 90,689: 55,365 54,055 13,497 18,321 4,347 2,049 2,862 5,671 0 0 0: 9,760 5,433
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -2,074: 1,178 -1,830 -2,208 0 0 -1,209 451 77 0 0 0: 88 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 59.6 14.9 20.2 4.8 2.3 3.2 6.3 0.0 0.0 0.0: 10.8 6.0
Old : 100.0: 61.0 59.6 14.9 20.2 4.8 2.3 3.2 6.3 0.0 0.0 0.0: 10.8 6.0
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 : 34: 14 18 . 6 5 . . 4 0 0 0:
Old : 34: 14 18 . 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 : 43.3 42.6 62.9 58.7 39.0 40.6 55.9 55.3
Old : 43.3 42.6 62.9 58.7 39.0 40.6 55.9 55.3
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 27, 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 : 87,581: 69,204 34,173 4,843 25,452 1,461 1,720 8,966 3,543 0 0 0: 6,810 13,986
Old : 87,581: 69,204 34,173 4,843 25,452 1,461 1,720 8,966 3,543 0 0 0: 6,810 13,986
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 944: 377 566 0 0 0 248 -92 224 0 0 0: 95 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 39.0 5.5 29.1 1.7 2.0 10.2 4.0 0.0 0.0 0.0: 7.8 16.0
Old : 100.0: 79.0 39.0 5.5 29.1 1.7 2.0 10.2 4.0 0.0 0.0 0.0: 7.8 16.0
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 : 27: 11 15 . 6 . . . . 0 0 0:
Old : 27: 11 15 . 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 : 61.0 39.0 80.0 56.4 58.1 37.2 70.5 54.1
Old : 61.0 39.0 80.0 56.4 58.1 37.2 70.5 54.1
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 27, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 83,997: 44,261 20,622 8,175 42,245 6,075 5,014 2,028 4,226 0 0 0: 16,246 8,801
Old : 83,997: 44,261 20,622 8,175 42,245 6,075 5,014 2,028 4,226 0 0 0: 16,246 8,801
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 623: -322 962 0 18 0 1,302 0 -357 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 24.6 9.7 50.3 7.2 6.0 2.4 5.0 0.0 0.0 0.0: 19.3 10.5
Old : 100.0: 52.7 24.6 9.7 50.3 7.2 6.0 2.4 5.0 0.0 0.0 0.0: 19.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 11 . 6 4 . . . 0 0 0:
Old : 26: 12 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 : 35.6 45.7 61.9 63.1 30.0 45.4 49.4 60.9
Old : 35.6 45.7 61.9 63.1 30.0 45.4 49.4 60.9
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 27, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 83,198: 54,200 59,112 26,062 20,050 244 0 0 0 0 0 0: 2,692 3,792
Old : 83,198: 54,200 59,112 26,062 20,050 244 0 0 0 0 0 0: 2,692 3,792
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,488: 1,302 1,426 0 0 0 0 0 0 0 0 0: 186 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 71.0 31.3 24.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 4.6
Old : 100.0: 65.1 71.0 31.3 24.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 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 : 25: 14 12 . 5 . 0 0 0 0 0 0:
Old : 25: 14 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 : 66.8 50.3 82.4 73.9 55.3 46.3 68.1 62.9
Old : 66.8 50.3 82.4 73.9 55.3 46.3 68.1 62.9
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 27, 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 : 170,346: 96,026 107,471 40,496 32,597 16,981 4,998 3,530 4,774 0 0 0: 7,071 4,993
Old : 170,346: 96,026 107,471 40,496 32,597 16,981 4,998 3,530 4,774 0 0 0: 7,071 4,993
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 537: 408 -60 92 428 0 604 554 -659 0 0 0: 92 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 63.1 23.8 19.1 10.0 2.9 2.1 2.8 0.0 0.0 0.0: 4.2 2.9
Old : 100.0: 56.4 63.1 23.8 19.1 10.0 2.9 2.1 2.8 0.0 0.0 0.0: 4.2 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 : 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 : 32.8 45.0 51.7 61.0 26.5 42.0 38.1 50.4
Old : 32.8 45.0 51.7 61.0 26.5 42.0 38.1 50.4
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 27, 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 : 131,740: 62,336 73,705 39,743 35,475 11,110 2,160 1,270 2,260 0 0 0: 14,131 7,920
Old : 131,740: 62,336 73,705 39,743 35,475 11,110 2,160 1,270 2,260 0 0 0: 14,131 7,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 764: -32 -276 -124 302 0 0 -805 616 0 0 0: 304 927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 55.9 30.2 26.9 8.4 1.6 1.0 1.7 0.0 0.0 0.0: 10.7 6.0
Old : 100.0: 47.3 55.9 30.2 26.9 8.4 1.6 1.0 1.7 0.0 0.0 0.0: 10.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 12 10 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 : 52.1 49.5 66.7 75.2 44.5 49.0 56.3 70.9
Old : 52.1 49.5 66.7 75.2 44.5 49.0 56.3 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, April 27, 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 : 224,376: 123,789 97,194 32,921 77,263 32,740 6,808 0 11,134 0 0 0: 16,984 6,045
Old : 224,376: 123,789 97,194 32,921 77,263 32,740 6,808 0 11,134 0 0 0: 16,984 6,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -155: 1,630 -456 639 0 -116 -1,589 0 609 0 0 0: -1,328 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 43.3 14.7 34.4 14.6 3.0 0.0 5.0 0.0 0.0 0.0: 7.6 2.7
Old : 100.0: 55.2 43.3 14.7 34.4 14.6 3.0 0.0 5.0 0.0 0.0 0.0: 7.6 2.7
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 : 43: 23 23 5 10 10 . 0 . 0 0 0:
Old : 43: 23 23 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 : 34.6 29.4 53.8 52.8 25.8 25.4 37.0 42.9
Old : 34.6 29.4 53.8 52.8 25.8 25.4 37.0 42.9
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 27, 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 : 2,924,704: 851,734 533,894 76,510 943,364 385,330 558,378 42,501 686,793 135,864 108,445 205,613: 24,482 18,764
Old : 2,924,704: 851,734 533,894 76,510 943,364 385,330 558,378 42,501 686,793 135,864 108,445 205,613: 24,482 18,764
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -51,886: 14,828 11,140 -1,689 -25,007 -8,793 -14,153 -9,502 -23,846 7,314 22,951 -22,062: -3,485 3,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 18.3 2.6 32.3 13.2 19.1 1.5 23.5 4.6 3.7 7.0: 0.8 0.6
Old : 100.0: 29.1 18.3 2.6 32.3 13.2 19.1 1.5 23.5 4.6 3.7 7.0: 0.8 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 : 188: 88 73 9 20 27 23 12 35 12 14 22:
Old : 188: 88 73 9 20 27 23 12 35 12 14 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 32.4 44.4 45.2 17.8 20.9 25.4 29.0
Old : 33.0 32.4 44.4 45.2 17.8 20.9 25.4 29.0
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 27, 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 : 1,059,125: 198,991 302,912 336,335 165,777 180,116 111,163 102,012 90,272 41,583 116,564 99,365: 1,300 2,107
Old : 1,059,125: 198,991 302,912 336,335 165,777 180,116 111,163 102,012 90,272 41,583 116,564 99,365: 1,300 2,107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 26,916: -1,191 8,862 -40,512 -6,242 25,057 30,712 6,604 -4,561 4,797 -16,356 14,041: -1,427 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 28.6 31.8 15.7 17.0 10.5 9.6 8.5 3.9 11.0 9.4: 0.1 0.2
Old : 100.0: 18.8 28.6 31.8 15.7 17.0 10.5 9.6 8.5 3.9 11.0 9.4: 0.1 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 : 98: 26 25 15 7 19 11 12 19 12 13 22:
Old : 98: 26 25 15 7 19 11 12 19 12 13 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 : 35.5 38.6 49.9 57.2 28.5 32.2 39.7 42.8
Old : 35.5 38.6 49.9 57.2 28.5 32.2 39.7 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, April 27, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 21,768: 19,120 13,765 97 5,817 1,782 0 32 157 0 45 75: 537 95
Old : 21,768: 19,120 13,765 97 5,817 1,782 0 32 157 0 45 75: 537 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 181: 313 59 0 324 -257 0 -10 35 0 0 0: 90 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 63.2 0.4 26.7 8.2 0.0 0.1 0.7 0.0 0.2 0.3: 2.5 0.4
Old : 100.0: 87.8 63.2 0.4 26.7 8.2 0.0 0.1 0.7 0.0 0.2 0.3: 2.5 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 : 44: 30 27 . 7 7 0 . . 0 . .:
Old : 44: 30 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 : 37.7 39.9 56.2 61.3 30.8 36.9 45.2 49.2
Old : 37.7 39.9 56.2 61.3 30.8 36.9 45.2 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, April 27, 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 : 18,349: 16,693 9,908 0 7,558 593 0 30 0 0 0 0: 1,063 260
Old : 18,349: 16,693 9,908 0 7,558 593 0 30 0 0 0 0: 1,063 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -40: -115 25 0 150 0 0 -250 -25 0 0 0: 100 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 54.0 0.0 41.2 3.2 0.0 0.2 0.0 0.0 0.0 0.0: 5.8 1.4
Old : 100.0: 91.0 54.0 0.0 41.2 3.2 0.0 0.2 0.0 0.0 0.0 0.0: 5.8 1.4
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 : 21: 11 10 0 6 . 0 . 0 0 0 0:
Old : 21: 11 10 0 6 . 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 : 61.4 61.6 86.7 84.1 46.1 55.0 61.2 64.4
Old : 61.4 61.6 86.7 84.1 46.1 55.0 61.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, April 27, 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 : 11,981: 9,690 7,925 0 2,018 1,883 57 0 33 0 0 0: 318 122
Old : 11,981: 9,690 7,925 0 2,018 1,883 57 0 33 0 0 0: 318 122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 658: 460 713 0 -103 193 55 0 -50 0 0 0: 0 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 66.1 0.0 16.8 15.7 0.5 0.0 0.3 0.0 0.0 0.0: 2.7 1.0
Old : 100.0: 80.9 66.1 0.0 16.8 15.7 0.5 0.0 0.3 0.0 0.0 0.0: 2.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 15 0 6 4 . 0 . 0 0 0:
Old : 26: 11 15 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 : 71.7 42.1 86.3 69.7 67.0 31.3 69.4 52.1
Old : 71.7 42.1 86.3 69.7 67.0 31.3 69.4 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, April 27, 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 : 9,995: 7,887 7,514 492 1,336 875 0 0 0 430 0 0: 311 270
Old : 9,995: 7,887 7,514 492 1,336 875 0 0 0 430 0 0: 311 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 413: 250 240 0 70 163 0 0 0 0 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 75.2 4.9 13.4 8.8 0.0 0.0 0.0 4.3 0.0 0.0: 3.1 2.7
Old : 100.0: 78.9 75.2 4.9 13.4 8.8 0.0 0.0 0.0 4.3 0.0 0.0: 3.1 2.7
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 : 33: 22 18 . 5 5 0 0 0 . 0 0:
Old : 33: 22 18 . 5 5 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 : 47.8 47.7 67.3 74.4 39.1 43.0 53.0 62.6
Old : 47.8 47.7 67.3 74.4 39.1 43.0 53.0 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 30, 2010