NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, May 11, 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 : 4,174,854: 1,629,252 1,229,526 109,753 854,086 670,336 347,459 47,022 1,087,869 44,541 7,319 260,480: 25,164 18,216
Old : 4,174,854: 1,629,252 1,229,526 109,753 854,086 670,336 347,459 47,022 1,087,869 44,541 7,319 260,480: 25,164 18,216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 92,228: 62,958 59,798 5,521 8,116 -6,458 -25,550 -6,988 42,268 16,275 -3,779 -4,101: 1,315 3,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 29.5 2.6 20.5 16.1 8.3 1.1 26.1 1.1 0.2 6.2: 0.6 0.4
Old : 100.0: 39.0 29.5 2.6 20.5 16.1 8.3 1.1 26.1 1.1 0.2 6.2: 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 : 216: 96 90 13 21 32 22 18 36 22 18 35:
Old : 216: 96 90 13 21 32 22 18 36 22 18 35:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 24.5 43.1 40.4 9.9 11.4 15.2 17.1
Old : 29.2 24.5 43.1 40.4 9.9 11.4 15.2 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, May 11, 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 : 868,994: 107,785 119,586 188,457 14,411 92,096 84,143 237,000 220,049 16,113 54,911 79,068: 81,283 51,873
Old : 868,994: 107,785 119,586 188,457 14,411 92,096 84,143 237,000 220,049 16,113 54,911 79,068: 81,283 51,873
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 7,119: 8,568 14,763 -5,180 2,569 7,982 1,783 -26,766 -5,268 -6,559 10,270 3,491: 2,302 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 13.8 21.7 1.7 10.6 9.7 27.3 25.3 1.9 6.3 9.1: 9.4 6.0
Old : 100.0: 12.4 13.8 21.7 1.7 10.6 9.7 27.3 25.3 1.9 6.3 9.1: 9.4 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 : 290: 60 49 22 12 28 54 57 68 29 37 53:
Old : 290: 60 49 22 12 28 54 57 68 29 37 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 : 17.3 30.4 30.1 42.6 12.6 20.0 19.4 25.6
Old : 17.3 30.4 30.1 42.6 12.6 20.0 19.4 25.6
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, May 11, 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 : 60,327: 34,955 24,981 4,386 17,661 6,390 1,166 791 1,365 0 0 0: 12,065 9,139
Old : 60,327: 34,955 24,981 4,386 17,661 6,390 1,166 791 1,365 0 0 0: 12,065 9,139
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 60: -4 -120 0 0 0 0 20 -46 0 0 0: 110 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 41.4 7.3 29.3 10.6 1.9 1.3 2.3 0.0 0.0 0.0: 20.0 15.1
Old : 100.0: 57.9 41.4 7.3 29.3 10.6 1.9 1.3 2.3 0.0 0.0 0.0: 20.0 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 13 . 4 5 . . . 0 0 0:
Old : 24: 16 13 . 4 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 : 46.1 46.6 60.3 67.7 40.0 38.8 47.1 49.0
Old : 46.1 46.6 60.3 67.7 40.0 38.8 47.1 49.0
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, May 11, 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 : 37,906: 22,789 11,814 3,069 11,164 4,382 134 1,156 3,079 0 0 0: 4,453 6,311
Old : 37,906: 22,789 11,814 3,069 11,164 4,382 134 1,156 3,079 0 0 0: 4,453 6,311
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 124: 0 124 0 0 0 0 -124 124 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 31.2 8.1 29.5 11.6 0.4 3.0 8.1 0.0 0.0 0.0: 11.7 16.6
Old : 100.0: 60.1 31.2 8.1 29.5 11.6 0.4 3.0 8.1 0.0 0.0 0.0: 11.7 16.6
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 : 20: 7 8 . 4 4 . . . 0 0 0:
Old : 20: 7 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 : 51.4 39.4 77.4 60.3 40.8 33.8 54.4 46.2
Old : 51.4 39.4 77.4 60.3 40.8 33.8 54.4 46.2
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, May 11, 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 : 63,213: 39,273 33,630 8,999 10,536 5,763 0 0 0 0 0 0: 9,178 13,284
Old : 63,213: 39,273 33,630 8,999 10,536 5,763 0 0 0 0 0 0: 9,178 13,284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 1,602: 4,158 1,300 0 -62 62 0 0 0 0 0 0: -2,618 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 53.2 14.2 16.7 9.1 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 21.0
Old : 100.0: 62.1 53.2 14.2 16.7 9.1 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 21.0
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 : 25: 13 15 . 4 4 0 0 0 0 0 0:
Old : 25: 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 : 33.6 42.5 55.6 58.5 25.9 37.2 41.4 49.3
Old : 33.6 42.5 55.6 58.5 25.9 37.2 41.4 49.3
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, May 11, 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 : 74,921: 43,327 34,336 12,714 30,335 6,225 0 0 0 0 0 0: 12,655 4,025
Old : 74,921: 43,327 34,336 12,714 30,335 6,225 0 0 0 0 0 0: 12,655 4,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 1,460: 0 0 0 1,460 0 0 0 0 0 0 0: 1,460 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 45.8 17.0 40.5 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 16.9 5.4
Old : 100.0: 57.8 45.8 17.0 40.5 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 16.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 46.1 53.7 65.0 74.4 40.4 49.3 54.9 64.7
Old : 46.1 53.7 65.0 74.4 40.4 49.3 54.9 64.7
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, May 11, 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 : 85,938: 53,262 51,533 13,076 16,732 3,900 2,459 3,416 5,244 0 0 0: 7,997 5,113
Old : 85,938: 53,262 51,533 13,076 16,732 3,900 2,459 3,416 5,244 0 0 0: 7,997 5,113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 585: 188 348 0 0 0 262 100 106 0 0 0: 29 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 60.0 15.2 19.5 4.5 2.9 4.0 6.1 0.0 0.0 0.0: 9.3 5.9
Old : 100.0: 62.0 60.0 15.2 19.5 4.5 2.9 4.0 6.1 0.0 0.0 0.0: 9.3 5.9
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 : 33: 13 17 4 5 5 . . 4 0 0 0:
Old : 33: 13 17 4 5 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 : 44.9 43.0 65.3 60.5 41.8 40.7 57.7 55.9
Old : 44.9 43.0 65.3 60.5 41.8 40.7 57.7 55.9
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, May 11, 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 : 82,139: 65,855 34,087 4,288 23,770 1,461 1,224 7,430 3,119 0 0 0: 6,192 12,272
Old : 82,139: 65,855 34,087 4,288 23,770 1,461 1,224 7,430 3,119 0 0 0: 6,192 12,272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -218: 0 876 0 368 0 0 -338 -218 0 0 0: 0 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 41.5 5.2 28.9 1.8 1.5 9.0 3.8 0.0 0.0 0.0: 7.5 14.9
Old : 100.0: 80.2 41.5 5.2 28.9 1.8 1.5 9.0 3.8 0.0 0.0 0.0: 7.5 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 : 61.1 41.3 80.3 59.6 58.1 39.7 71.5 56.0
Old : 61.1 41.3 80.3 59.6 58.1 39.7 71.5 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, May 11, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 80,682: 40,675 19,789 8,392 41,749 5,776 6,028 1,866 3,756 0 0 0: 16,055 7,746
Old : 80,682: 40,675 19,789 8,392 41,749 5,776 6,028 1,866 3,756 0 0 0: 16,055 7,746
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -124: -548 0 0 0 0 378 0 -162 0 0 0: 208 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 24.5 10.4 51.7 7.2 7.5 2.3 4.7 0.0 0.0 0.0: 19.9 9.6
Old : 100.0: 50.4 24.5 10.4 51.7 7.2 7.5 2.3 4.7 0.0 0.0 0.0: 19.9 9.6
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: 11 11 . 6 4 . . . 0 0 0:
Old : 26: 11 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 : 34.2 47.3 61.4 65.0 29.8 47.0 49.5 62.9
Old : 34.2 47.3 61.4 65.0 29.8 47.0 49.5 62.9
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, May 11, 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 : 76,083: 48,961 55,159 24,822 17,446 244 0 0 0 0 0 0: 2,056 3,234
Old : 76,083: 48,961 55,159 24,822 17,446 244 0 0 0 0 0 0: 2,056 3,234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 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: 64.4 72.5 32.6 22.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 4.3
Old : 100.0: 64.4 72.5 32.6 22.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 4.3
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 : 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 : 68.7 52.7 84.6 76.8 56.5 48.9 69.1 64.5
Old : 68.7 52.7 84.6 76.8 56.5 48.9 69.1 64.5
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, May 11, 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 : 162,845: 92,782 104,348 38,471 29,671 15,932 5,154 3,420 4,353 0 0 0: 6,153 5,121
Old : 162,845: 92,782 104,348 38,471 29,671 15,932 5,154 3,420 4,353 0 0 0: 6,153 5,121
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 3,003: 2,453 2,363 336 60 -60 334 0 60 0 0 0: -120 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 64.1 23.6 18.2 9.8 3.2 2.1 2.7 0.0 0.0 0.0: 3.8 3.1
Old : 100.0: 57.0 64.1 23.6 18.2 9.8 3.2 2.1 2.7 0.0 0.0 0.0: 3.8 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 : 45: 25 26 8 4 9 . . 4 0 0 0:
Old : 45: 25 26 8 4 9 . . 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 : 34.5 43.8 52.9 59.9 28.7 40.5 40.1 49.6
Old : 34.5 43.8 52.9 59.9 28.7 40.5 40.1 49.6
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, May 11, 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 : 131,023: 63,518 75,788 39,114 30,123 13,607 1,850 2,907 1,768 0 0 0: 11,166 6,830
Old : 131,023: 63,518 75,788 39,114 30,123 13,607 1,850 2,907 1,768 0 0 0: 11,166 6,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 4,993: 304 4,812 1,386 -3,749 3,145 0 693 62 0 0 0: 96 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 57.8 29.9 23.0 10.4 1.4 2.2 1.3 0.0 0.0 0.0: 8.5 5.2
Old : 100.0: 48.5 57.8 29.9 23.0 10.4 1.4 2.2 1.3 0.0 0.0 0.0: 8.5 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 : 31: 13 11 9 . 9 . . . 0 0 0:
Old : 31: 13 11 9 . 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 49.3 66.1 74.6 43.3 48.8 53.7 69.8
Old : 51.8 49.3 66.1 74.6 43.3 48.8 53.7 69.8
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, May 11, 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 : 216,195: 116,129 93,577 32,833 72,370 31,351 6,461 824 11,047 0 0 0: 18,374 7,026
Old : 216,195: 116,129 93,577 32,833 72,370 31,351 6,461 824 11,047 0 0 0: 18,374 7,026
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 50: 2,335 -452 62 -300 -309 -518 658 -614 0 0 0: -906 1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 43.3 15.2 33.5 14.5 3.0 0.4 5.1 0.0 0.0 0.0: 8.5 3.2
Old : 100.0: 53.7 43.3 15.2 33.5 14.5 3.0 0.4 5.1 0.0 0.0 0.0: 8.5 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: 21 21 5 10 10 . . . 0 0 0:
Old : 40: 21 21 5 10 10 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 29.8 54.4 52.5 25.7 25.4 36.8 42.1
Old : 34.5 29.8 54.4 52.5 25.7 25.4 36.8 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, May 11, 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 : 2,849,065: 811,649 513,465 70,362 925,346 377,170 577,377 60,864 650,988 124,771 94,826 209,864: 26,884 16,542
Old : 2,849,065: 811,649 513,465 70,362 925,346 377,170 577,377 60,864 650,988 124,771 94,826 209,864: 26,884 16,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 29,659: 9,273 4,216 -440 10,448 3,851 -390 1,032 13,327 -3,311 -10,577 6,932: 417 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 18.0 2.5 32.5 13.2 20.3 2.1 22.8 4.4 3.3 7.4: 0.9 0.6
Old : 100.0: 28.5 18.0 2.5 32.5 13.2 20.3 2.1 22.8 4.4 3.3 7.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 175: 81 71 10 20 27 23 12 32 12 13 22:
Old : 175: 81 71 10 20 27 23 12 32 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 : 33.9 32.3 45.3 45.1 18.5 21.3 25.9 29.5
Old : 33.9 32.3 45.3 45.1 18.5 21.3 25.9 29.5
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, May 11, 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 : 973,032: 190,957 284,655 328,735 127,462 176,489 81,894 85,597 81,099 30,031 133,848 79,669: 4,158 4,213
Old : 973,032: 190,957 284,655 328,735 127,462 176,489 81,894 85,597 81,099 30,031 133,848 79,669: 4,158 4,213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 7,771: 6,642 -3,154 -16,688 -22,799 18,115 1,049 6,000 310 -3,445 7,099 1,780: 8 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 29.3 33.8 13.1 18.1 8.4 8.8 8.3 3.1 13.8 8.2: 0.4 0.4
Old : 100.0: 19.6 29.3 33.8 13.1 18.1 8.4 8.8 8.3 3.1 13.8 8.2: 0.4 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 : 95: 23 24 14 7 18 10 16 19 11 12 20:
Old : 95: 23 24 14 7 18 10 16 19 11 12 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 39.6 51.7 57.7 30.5 34.4 42.0 42.9
Old : 36.3 39.6 51.7 57.7 30.5 34.4 42.0 42.9
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, May 11, 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 : 21,128: 18,222 13,505 10 5,019 1,998 0 115 154 70 0 95: 579 242
Old : 21,128: 18,222 13,505 10 5,019 1,998 0 115 154 70 0 95: 579 242
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -1,402: -1,837 -914 -37 -1,078 504 0 98 -84 10 -45 20: 22 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 63.9 0.0 23.8 9.5 0.0 0.5 0.7 0.3 0.0 0.4: 2.7 1.1
Old : 100.0: 86.2 63.9 0.0 23.8 9.5 0.0 0.5 0.7 0.3 0.0 0.4: 2.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 30 25 . 7 6 0 . . . 0 .:
Old : 44: 30 25 . 7 6 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 38.4 56.7 61.5 29.6 35.4 44.4 46.7
Old : 36.9 38.4 56.7 61.5 29.6 35.4 44.4 46.7
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, May 11, 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 : 17,476: 16,268 9,710 0 7,316 390 0 0 0 0 0 0: 818 60
Old : 17,476: 16,268 9,710 0 7,316 390 0 0 0 0 0 0: 818 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 220: 145 330 0 -25 45 0 0 0 0 0 0: 30 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 55.6 0.0 41.9 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 0.3
Old : 100.0: 93.1 55.6 0.0 41.9 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 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 : 23: 11 12 0 8 . 0 0 0 0 0 0:
Old : 23: 11 12 0 8 . 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 : 65.6 59.7 90.9 80.9 49.4 54.4 64.6 65.8
Old : 65.6 59.7 90.9 80.9 49.4 54.4 64.6 65.8
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, May 11, 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 : 11,056: 9,019 7,386 0 1,793 1,647 0 3 70 0 0 0: 320 157
Old : 11,056: 9,019 7,386 0 1,793 1,647 0 3 70 0 0 0: 320 157
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 172: 242 167 0 75 -70 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 66.8 0.0 16.2 14.9 0.0 0.0 0.6 0.0 0.0 0.0: 2.9 1.4
Old : 100.0: 81.6 66.8 0.0 16.2 14.9 0.0 0.0 0.6 0.0 0.0 0.0: 2.9 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 : 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 : 73.9 42.7 87.0 70.7 69.1 35.9 70.1 53.7
Old : 73.9 42.7 87.0 70.7 69.1 35.9 70.1 53.7
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, May 11, 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 : 10,579: 8,067 7,840 298 1,337 1,137 0 0 0 740 0 0: 337 265
Old : 10,579: 8,067 7,840 298 1,337 1,137 0 0 0 740 0 0: 337 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 399: 304 359 -25 -70 100 0 0 0 0 0 0: 20 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 74.1 2.8 12.6 10.7 0.0 0.0 0.0 7.0 0.0 0.0: 3.2 2.5
Old : 100.0: 76.3 74.1 2.8 12.6 10.7 0.0 0.0 0.0 7.0 0.0 0.0: 3.2 2.5
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 : 32: 21 15 . 5 5 0 0 0 . 0 0:
Old : 32: 21 15 . 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 : 44.2 47.3 65.3 74.0 36.2 38.5 50.2 55.0
Old : 44.2 47.3 65.3 74.0 36.2 38.5 50.2 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 14, 2010