Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 3,922,259 : : Positions : :1,400,381 925,429 103,660 1,068,265 630,112 559,899 46,014 844,366 5,484 43,198 345,266 : : : : Changes from: February 16, 2010 : : 9,842 -31,485 -6,481 -11,322 8,013 1,293 14,380 17,213 -17,528 17,366 -33,118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 23.6 2.6 27.2 16.1 14.3 1.2 21.5 0.1 1.1 8.8 : : : : Number of Traders in Each Category Total Traders: 206 : : 93 88 12 22 32 23 14 37 15 21 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 794,836 : : Positions : : 72,213 97,962 170,738 13,435 79,699 64,559 195,461 239,297 11,985 47,374 79,890 : : : : Changes from: February 16, 2010 : : 2,851 -2,900 2,409 -3,041 4,343 -7,655 19,855 9,560 6,111 -9,400 -2,921 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 12.3 21.5 1.7 10.0 8.1 24.6 30.1 1.5 6.0 10.1 : : : : Number of Traders in Each Category Total Traders: 257 : : 49 39 20 13 27 50 52 62 21 35 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 68,169 : : Positions : : 47,973 29,820 3,821 20,033 8,009 1,434 832 2,021 0 0 0 : : : : Changes from: February 16, 2010 : : 342 -121 0 152 0 -8 186 -186 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 43.7 5.6 29.4 11.7 2.1 1.2 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365B Open Interest is 41,415 : : Positions : : 22,060 9,630 2,335 13,813 6,276 4,094 0 3,064 0 0 0 : : : : Changes from: February 16, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 23.3 5.6 33.4 15.2 9.9 0.0 7.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 73,235 : : Positions : : 41,837 44,171 15,625 11,176 6,010 434 0 0 0 0 0 : : : : Changes from: February 16, 2010 : : 2,008 2,714 720 -274 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 60.3 21.3 15.3 8.2 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 5 4 6 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 81,740 : : Positions : : 47,921 38,987 13,492 32,262 6,869 0 0 0 0 0 0 : : : : Changes from: February 16, 2010 : : 1,036 734 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 47.7 16.5 39.5 8.4 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 23, 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 96,564 : : Positions : : 57,567 64,353 16,729 22,864 3,736 8,025 0 2,597 0 0 0 : : : : Changes from: February 16, 2010 : : -373 425 0 0 0 1,626 0 -57 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 66.6 17.3 23.7 3.9 8.3 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 22 . 7 4 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 95,454 : : Positions : : 79,181 36,999 6,572 32,029 845 0 11,758 3,009 0 0 0 : : : : Changes from: February 16, 2010 : : -1,923 -2,878 0 0 0 0 -159 260 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 38.8 6.9 33.6 0.9 0.0 12.3 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 88,005 : : Positions : : 45,477 23,334 12,787 45,537 6,242 6,488 1,903 4,258 0 0 0 : : : : Changes from: February 16, 2010 : : 338 49 -31 68 31 -294 0 534 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 26.5 14.5 51.7 7.1 7.4 2.2 4.8 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 23, 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 INDEX SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #023A10 Open Interest is 16,219 : : Positions : : 8,395 12,752 7,452 2,115 0 248 0 0 0 0 0 : : : : Changes from: February 16, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 78.6 45.9 13.0 0.0 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 10 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 90,584 : : Positions : : 59,202 62,163 28,130 23,128 368 0 620 0 0 0 0 : : : : Changes from: February 16, 2010 : : 186 186 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 68.6 31.1 25.5 0.4 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 190,599 : : Positions : : 106,576 119,430 43,213 34,767 18,633 5,379 4,483 6,727 0 0 0 : : : : Changes from: February 16, 2010 : : -3,270 -86 0 -856 324 529 -1,192 427 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 62.7 22.7 18.2 9.8 2.8 2.4 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 25 8 4 11 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 139,978 : : Positions : : 68,427 81,241 43,794 37,440 12,529 3,441 206 2,313 0 0 0 : : : : Changes from: February 16, 2010 : : 784 -1,096 -1,090 0 675 0 -544 724 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 58.0 31.3 26.7 9.0 2.5 0.1 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 14 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 231,117 : : Positions : : 134,668 96,846 28,478 83,857 35,069 7,545 0 9,528 0 0 0 : : : : Changes from: February 16, 2010 : : -309 1,339 -302 -214 41 515 0 -1,372 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 41.9 12.3 36.3 15.2 3.3 0.0 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 25 5 10 10 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 2,995,819 : : Positions : : 831,261 535,926 70,194 1,020,508 401,941 584,563 54,196 741,927 154,321 32,794 193,696 : : : : Changes from: February 16, 2010 : : 37,855 6,464 8,406 5,015 -13,654 -14,058 7,784 51,802 -6,277 3,248 -5,577 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 17.9 2.3 34.1 13.4 19.5 1.8 24.8 5.2 1.1 6.5 : : : : Number of Traders in Each Category Total Traders: 190 : : 85 73 9 21 27 26 14 38 17 6 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 1,052,246 : : Positions : : 183,718 286,949 384,800 194,448 148,266 61,040 129,460 86,166 74,713 92,202 109,702 : : : : Changes from: February 16, 2010 : : 13,817 27,879 21,354 12,842 3,487 -12,682 -15,370 19,216 10,423 5,493 -1,987 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 27.3 36.6 18.5 14.1 5.8 12.3 8.2 7.1 8.8 10.4 : : : : Number of Traders in Each Category Total Traders: 102 : : 27 24 17 5 19 12 11 17 17 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 22,492 : : Positions : : 18,217 13,849 161 5,012 3,329 301 0 80 81 45 75 : : : : Changes from: February 16, 2010 : : -97 -426 -81 356 -23 -125 0 0 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 61.6 0.7 22.3 14.8 1.3 0.0 0.4 0.4 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 29 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 17,851 : : Positions : : 15,058 9,519 50 6,607 1,430 135 270 25 0 0 0 : : : : Changes from: February 16, 2010 : : 850 1,065 0 -30 132 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 53.3 0.3 37.0 8.0 0.8 1.5 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 8 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 11,541 : : Positions : : 8,636 7,304 402 1,653 2,146 0 39 219 0 25 0 : : : : Changes from: February 16, 2010 : : -200 -125 200 235 35 0 -145 27 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 63.3 3.5 14.3 18.6 0.0 0.3 1.9 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 17 . 4 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 9,372 : : Positions : : 6,901 6,000 561 2,032 1,016 0 0 0 380 0 0 : : : : Changes from: February 16, 2010 : : 390 25 57 427 71 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 64.0 6.0 21.7 10.8 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 20 . . 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 26, 2010