Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 3,723,761 : : Positions : :1,287,607 857,455 95,182 1,076,012 586,483 543,434 19,931 828,251 31,173 16,524 319,162 : : : : Changes from: January 26, 2010 : : -84,473 -58,447 -14,080 -63,470 -12,681 -22,356 -8,621 -33,720 -2,703 5,289 893 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 23.0 2.6 28.9 15.7 14.6 0.5 22.2 0.8 0.4 8.6 : : : : Number of Traders in Each Category Total Traders: 202 : : 88 81 12 22 29 27 11 34 22 13 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 782,673 : : Positions : : 72,206 105,925 174,292 17,408 76,607 71,288 174,507 239,632 5,708 61,847 66,755 : : : : Changes from: January 26, 2010 : : 130 2,442 6,926 5,048 -2,163 -11,763 -18,540 17,949 280 3,861 -1,447 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 13.5 22.3 2.2 9.8 9.1 22.3 30.6 0.7 7.9 8.5 : : : : Number of Traders in Each Category Total Traders: 262 : : 49 42 21 13 28 44 49 63 24 44 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 63,741 : : Positions : : 45,412 28,527 2,109 17,974 6,858 2,907 0 1,302 0 0 0 : : : : Changes from: January 26, 2010 : : -2,694 -2,962 1,513 -268 -104 780 0 -522 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 44.8 3.3 28.2 10.8 4.6 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 66,207 : : Positions : : 39,980 34,996 10,105 11,450 6,010 434 2,869 0 0 0 0 : : : : Changes from: January 26, 2010 : : -2,712 -5,143 -1,454 56 -372 -392 -48 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 52.9 15.3 17.3 9.1 0.7 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 5 4 6 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 78,877 : : Positions : : 46,641 38,011 13,217 30,068 7,604 0 0 0 0 0 0 : : : : Changes from: January 26, 2010 : : -842 -1,471 -3,380 -140 206 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 48.2 16.8 38.1 9.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 94,543 : : Positions : : 57,310 63,236 16,729 22,560 3,736 6,037 0 2,580 0 0 0 : : : : Changes from: January 26, 2010 : : -3,902 -547 -168 -1,136 -56 1,629 0 -943 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 66.9 17.7 23.9 4.0 6.4 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 22 . 7 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 95,613 : : Positions : : 81,009 39,338 6,479 32,637 845 0 11,660 2,503 0 0 0 : : : : Changes from: January 26, 2010 : : -1,342 -1,840 -420 -1,124 0 0 980 -474 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 41.1 6.8 34.1 0.9 0.0 12.2 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 87,622 : : Positions : : 44,243 23,320 12,512 45,325 6,327 8,811 2,759 3,153 0 0 0 : : : : Changes from: January 26, 2010 : : -3,910 -3,381 -1,226 -1,582 304 -152 340 -873 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 26.6 14.3 51.7 7.2 10.1 3.1 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 4 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 89,514 : : Positions : : 57,946 60,907 28,130 23,128 368 0 620 0 0 0 0 : : : : Changes from: January 26, 2010 : : -2,996 -3,224 -784 88 0 0 -560 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 68.0 31.4 25.8 0.4 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 189,015 : : Positions : : 112,117 118,516 41,193 34,766 18,189 3,597 5,918 5,293 0 0 0 : : : : Changes from: January 26, 2010 : : -7,031 -7,918 -2,274 -1,498 -994 -1,027 -1,865 -133 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 62.7 21.8 18.4 9.6 1.9 3.1 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 24 8 4 11 4 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 138,016 : : Positions : : 64,959 82,917 46,376 37,440 11,056 3,441 690 1,609 0 0 0 : : : : Changes from: January 26, 2010 : : -3,520 -3,908 -2,151 -1,184 -708 392 -446 -448 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 60.1 33.6 27.1 8.0 2.5 0.5 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 14 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 231,162 : : Positions : : 139,014 92,415 27,358 87,273 33,728 5,305 133 11,277 0 0 0 : : : : Changes from: January 26, 2010 : : -3,286 -5,963 608 -2,075 -1,685 -5,481 133 350 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 40.0 11.8 37.8 14.6 2.3 0.1 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,910,060 : : Positions : : 778,579 520,860 55,903 965,199 423,235 557,850 45,555 710,309 161,295 28,022 197,416 : : : : Changes from: January 26, 2010 : : -44,520 -27,207 1,773 -7,348 -12,942 10,055 11,534 -27,796 13,849 4,002 -6,313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 17.9 1.9 33.2 14.5 19.2 1.6 24.4 5.5 1.0 6.8 : : : : Number of Traders in Each Category Total Traders: 179 : : 77 69 8 21 26 27 13 36 15 9 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 944,490 : : Positions : : 180,687 250,973 359,489 196,022 115,070 64,838 136,973 62,210 49,028 70,131 108,555 : : : : Changes from: January 26, 2010 : : -14,029 -15,482 58,434 21,935 -66,711 -19,082 -4,320 -13,221 -20,697 -53 -7,135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 26.6 38.1 20.8 12.2 6.9 14.5 6.6 5.2 7.4 11.5 : : : : Number of Traders in Each Category Total Traders: 95 : : 21 19 16 5 19 13 10 19 14 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 24,163 : : Positions : : 20,101 15,760 402 5,525 2,466 609 0 72 0 45 75 : : : : Changes from: January 26, 2010 : : 606 360 -115 213 159 105 0 28 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 65.2 1.7 22.9 10.2 2.5 0.0 0.3 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 27 . 5 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 15,975 : : Positions : : 14,071 7,784 50 6,957 1,209 45 0 25 0 0 0 : : : : Changes from: January 26, 2010 : : -574 -350 0 -489 24 20 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 48.7 0.3 43.5 7.6 0.3 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . 8 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 11,281 : : Positions : : 8,636 7,304 137 1,343 2,151 0 159 219 0 0 0 : : : : Changes from: January 26, 2010 : : -725 -744 -837 -921 -183 0 32 58 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 64.7 1.2 11.9 19.1 0.0 1.4 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 16 . 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 8,437 : : Positions : : 5,884 5,875 828 1,526 802 0 0 0 380 0 0 : : : : Changes from: January 26, 2010 : : -1,138 -759 -35 -507 45 0 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 69.6 9.8 18.1 9.5 0.0 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 16 4 . 5 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 5, 2010