Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,086,312 : : Positions : :1,494,186 1,128,234 71,416 899,353 689,492 508,246 46,334 967,445 14,432 21,576 316,100 : : : : Changes from: April 6, 2010 : : 37,530 37,092 10,391 6,332 16,345 -31,283 -171 48,859 7,625 -20,036 11,057 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 27.6 1.7 22.0 16.9 12.4 1.1 23.7 0.4 0.5 7.7 : : : : Number of Traders in Each Category Total Traders: 209 : : 95 84 11 23 32 24 15 34 15 20 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 868,368 : : Positions : : 101,233 106,841 184,281 10,134 80,289 85,516 251,570 237,298 22,423 51,681 82,411 : : : : Changes from: April 6, 2010 : : -5,248 -8,575 7,828 726 6,230 -427 5,143 11,087 -5,355 -1,205 9,179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 12.3 21.2 1.2 9.2 9.8 29.0 27.3 2.6 6.0 9.5 : : : : Number of Traders in Each Category Total Traders: 283 : : 56 45 22 13 28 52 57 66 29 34 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 63,689 : : Positions : : 36,484 27,389 4,062 18,482 6,794 2,477 0 1,756 0 0 0 : : : : Changes from: April 6, 2010 : : 155 155 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 43.0 6.4 29.0 10.7 3.9 0.0 2.8 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 April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365B Open Interest is 38,964 : : Positions : : 21,430 12,912 2,483 11,238 5,216 2,012 0 2,708 0 0 0 : : : : Changes from: April 6, 2010 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 33.1 6.4 28.8 13.4 5.2 0.0 7.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 64,935 : : Positions : : 37,400 36,857 10,772 10,939 5,794 0 0 0 0 0 0 : : : : Changes from: April 6, 2010 : : 1,988 467 -868 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 56.8 16.6 16.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 16 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 76,760 : : Positions : : 45,286 35,413 12,962 30,727 6,442 0 0 0 0 0 0 : : : : Changes from: April 6, 2010 : : 0 -4 8 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 46.1 16.9 40.0 8.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 90,451 : : Positions : : 53,734 53,803 15,705 18,321 4,347 2,417 3,567 4,486 0 0 0 : : : : Changes from: April 6, 2010 : : 436 -74 0 0 0 -368 1,060 365 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 59.5 17.4 20.3 4.8 2.7 3.9 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 16 . 6 5 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 86,205 : : Positions : : 69,073 34,360 4,843 24,863 1,461 1,472 10,046 2,641 0 0 0 : : : : Changes from: April 6, 2010 : : 856 856 0 615 608 0 -120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 39.9 5.6 28.8 1.7 1.7 11.7 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 13 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 82,412 : : Positions : : 42,567 18,984 9,635 42,017 6,075 3,530 2,028 4,545 0 0 0 : : : : Changes from: April 6, 2010 : : 59 -253 0 100 0 -312 0 294 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 23.0 11.7 51.0 7.4 4.3 2.5 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 81,710 : : Positions : : 52,898 57,686 26,062 20,050 244 0 0 0 0 0 0 : : : : Changes from: April 6, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 70.6 31.9 24.5 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 169,457 : : Positions : : 94,432 107,109 40,096 32,107 16,981 4,394 3,336 5,205 0 0 0 : : : : Changes from: April 6, 2010 : : 672 246 153 368 0 0 0 234 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 63.2 23.7 18.9 10.0 2.6 2.0 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 25 8 4 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 130,732 : : Positions : : 62,215 73,981 39,805 35,173 11,110 2,160 2,108 1,553 0 0 0 : : : : Changes from: April 6, 2010 : : 151 818 151 0 -31 0 6 -97 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 56.6 30.4 26.9 8.5 1.7 1.6 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 10 8 4 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 224,061 : : Positions : : 123,397 95,985 32,685 78,344 31,988 7,388 0 10,534 0 0 0 : : : : Changes from: April 6, 2010 : : -81 2,846 1,116 -1,996 1,322 -482 0 762 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 42.8 14.6 35.0 14.3 3.3 0.0 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 21 5 10 10 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,950,989 : : Positions : : 823,350 524,943 76,944 988,991 387,050 600,194 51,931 676,484 138,734 84,982 221,753 : : : : Changes from: April 6, 2010 : : 6,740 5,014 -2,784 18,864 5,651 26,447 -1,200 6,447 4,695 11,362 10,140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 17.8 2.6 33.5 13.1 20.3 1.8 22.9 4.7 2.9 7.5 : : : : Number of Traders in Each Category Total Traders: 181 : : 81 73 8 21 27 22 11 36 15 11 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,026,183 : : Positions : : 196,222 293,773 389,973 171,024 151,939 79,890 106,623 82,012 38,633 134,197 82,658 : : : : Changes from: April 6, 2010 : : 1,449 3,610 -4,988 5,514 10,250 11,244 -8,419 9,534 1,973 8,183 9,650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 28.6 38.0 16.7 14.8 7.8 10.4 8.0 3.8 13.1 8.1 : : : : Number of Traders in Each Category Total Traders: 93 : : 22 23 14 7 18 8 14 17 9 16 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 20,814 : : Positions : : 18,103 13,470 127 4,998 1,942 0 107 134 0 45 75 : : : : Changes from: April 6, 2010 : : 714 519 -10 140 -220 0 75 37 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 64.7 0.6 24.0 9.3 0.0 0.5 0.6 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 27 . 7 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 17,999 : : Positions : : 16,538 9,533 0 7,528 563 0 150 25 0 0 0 : : : : Changes from: April 6, 2010 : : 249 524 0 -130 -108 0 -120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 53.0 0.0 41.8 3.1 0.0 0.8 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 0 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 11,044 : : Positions : : 9,026 7,012 0 2,229 1,671 0 8 29 0 0 0 : : : : Changes from: April 6, 2010 : : 862 464 -286 311 69 0 -49 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 63.5 0.0 20.2 15.1 0.0 0.1 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 14 0 6 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 13, 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 8,897 : : Positions : : 6,842 6,654 622 1,201 622 0 0 0 430 0 0 : : : : Changes from: April 6, 2010 : : 348 855 60 -425 -12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 74.8 7.0 13.5 7.0 0.0 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . . 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 16, 2010