NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 3,723,761: 1,287,607 857,455 95,182 1,076,012 586,483 543,434 19,931 828,251 31,173 16,524 319,162: 32,469 19,943
Old : 3,723,761: 1,287,607 857,455 95,182 1,076,012 586,483 543,434 19,931 828,251 31,173 16,524 319,162: 32,469 19,943
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -165,560: -84,473 -58,447 -14,080 -63,470 -12,681 -22,356 -8,621 -33,720 -2,703 5,289 893: 3,560 5,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 23.0 2.6 28.9 15.7 14.6 0.5 22.2 0.8 0.4 8.6: 0.9 0.5
Old : 100.0: 34.6 23.0 2.6 28.9 15.7 14.6 0.5 22.2 0.8 0.4 8.6: 0.9 0.5
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 : 202: 88 81 12 22 29 27 11 34 22 13 32:
Old : 202: 88 81 12 22 29 27 11 34 22 13 32:
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 : 30.0 28.2 41.3 42.4 14.8 14.4 19.9 22.6
Old : 30.0 28.2 41.3 42.4 14.8 14.4 19.9 22.6
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(10,000 MMBTU'S) :
: : Positions :
All : 946,730: 79,911 112,963 152,862 75,506 125,819 134,405 165,778 275,712 7,266 56,902 90,407: 80,348 43,643
Old : 946,730: 79,911 112,963 152,862 75,506 125,819 134,405 165,778 275,712 7,266 56,902 90,407: 80,348 43,643
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 21,922: 638 2,883 6,903 5,942 30 -10,315 -17,727 20,010 52 3,382 998: 3,606 6,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 11.9 16.1 8.0 13.3 14.2 17.5 29.1 0.8 6.0 9.5: 8.5 4.6
Old : 100.0: 8.4 11.9 16.1 8.0 13.3 14.2 17.5 29.1 0.8 6.0 9.5: 8.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 273: 51 47 20 14 28 45 51 66 28 48 66:
Old : 273: 51 47 20 14 28 45 51 66 28 48 66:
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 : 27.2 36.9 39.9 49.0 15.3 18.6 20.0 23.0
Old : 27.2 36.9 39.9 49.0 15.3 18.6 20.0 23.0
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 63,741: 45,412 28,527 2,109 17,974 6,858 2,907 0 1,302 0 0 0: 5,153 9,080
Old : 63,741: 45,412 28,527 2,109 17,974 6,858 2,907 0 1,302 0 0 0: 5,153 9,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,019: -2,694 -2,962 1,513 -268 -104 780 0 -522 0 0 0: 8 2,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 44.8 3.3 28.2 10.8 4.6 0.0 2.0 0.0 0.0 0.0: 8.1 14.2
Old : 100.0: 71.2 44.8 3.3 28.2 10.8 4.6 0.0 2.0 0.0 0.0 0.0: 8.1 14.2
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 : 26: 17 16 . 4 5 . 0 . 0 0 0:
Old : 26: 17 16 . 4 5 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 45.5 68.6 66.0 42.8 36.7 53.3 46.0
Old : 48.3 45.5 68.6 66.0 42.8 36.7 53.3 46.0
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 66,207: 39,980 34,996 10,105 11,450 6,010 434 2,869 0 0 0 0: 9,678 10,882
Old : 66,207: 39,980 34,996 10,105 11,450 6,010 434 2,869 0 0 0 0: 9,678 10,882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -5,817: -2,712 -5,143 -1,454 56 -372 -392 -48 0 0 0 0: -887 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 52.9 15.3 17.3 9.1 0.7 4.3 0.0 0.0 0.0 0.0: 14.6 16.4
Old : 100.0: 60.4 52.9 15.3 17.3 9.1 0.7 4.3 0.0 0.0 0.0 0.0: 14.6 16.4
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 : 30: 15 17 5 4 6 . . 0 0 0 0:
Old : 30: 15 17 5 4 6 . . 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 : 38.1 33.7 57.2 51.5 28.6 28.8 41.6 41.9
Old : 38.1 33.7 57.2 51.5 28.6 28.8 41.6 41.9
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 78,877: 46,641 38,011 13,217 30,068 7,604 0 0 0 0 0 0: 11,415 3,194
Old : 78,877: 46,641 38,011 13,217 30,068 7,604 0 0 0 0 0 0: 11,415 3,194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -2,051: -842 -1,471 -3,380 -140 206 0 0 0 0 0 0: 1,965 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 48.2 16.8 38.1 9.6 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 4.0
Old : 100.0: 59.1 48.2 16.8 38.1 9.6 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 4.0
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 : 23: 14 15 . 5 6 0 0 0 0 0 0:
Old : 23: 14 15 . 5 6 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 : 44.5 52.8 64.2 73.7 41.2 47.8 55.2 63.2
Old : 44.5 52.8 64.2 73.7 41.2 47.8 55.2 63.2
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 94,543: 57,310 63,236 16,729 22,560 3,736 6,037 0 2,580 0 0 0: 8,151 2,431
Old : 94,543: 57,310 63,236 16,729 22,560 3,736 6,037 0 2,580 0 0 0: 8,151 2,431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,226: -3,902 -547 -168 -1,136 -56 1,629 0 -943 0 0 0: -786 -1,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 66.9 17.7 23.9 4.0 6.4 0.0 2.7 0.0 0.0 0.0: 8.6 2.6
Old : 100.0: 60.6 66.9 17.7 23.9 4.0 6.4 0.0 2.7 0.0 0.0 0.0: 8.6 2.6
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 : 38: 20 22 . 7 4 . 0 . 0 0 0:
Old : 38: 20 22 . 7 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 : 43.5 47.1 63.3 64.1 39.4 44.6 56.8 61.1
Old : 43.5 47.1 63.3 64.1 39.4 44.6 56.8 61.1
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 95,613: 81,009 39,338 6,479 32,637 845 0 11,660 2,503 0 0 0: 4,777 8,630
Old : 95,613: 81,009 39,338 6,479 32,637 845 0 11,660 2,503 0 0 0: 4,777 8,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,514: -1,342 -1,840 -420 -1,124 0 0 980 -474 0 0 0: -1,278 -1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 41.1 6.8 34.1 0.9 0.0 12.2 2.6 0.0 0.0 0.0: 5.0 9.0
Old : 100.0: 84.7 41.1 6.8 34.1 0.9 0.0 12.2 2.6 0.0 0.0 0.0: 5.0 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 15 . 6 . 0 . . 0 0 0:
Old : 30: 14 15 . 6 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 36.7 84.9 56.9 61.7 35.6 76.0 55.5
Old : 66.1 36.7 84.9 56.9 61.7 35.6 76.0 55.5
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 87,622: 44,243 23,320 12,512 45,325 6,327 8,811 2,759 3,153 0 0 0: 12,576 6,738
Old : 87,622: 44,243 23,320 12,512 45,325 6,327 8,811 2,759 3,153 0 0 0: 12,576 6,738
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,758: -3,910 -3,381 -1,226 -1,582 304 -152 340 -873 0 0 0: 1,099 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 26.6 14.3 51.7 7.2 10.1 3.1 3.6 0.0 0.0 0.0: 14.4 7.7
Old : 100.0: 50.5 26.6 14.3 51.7 7.2 10.1 3.1 3.6 0.0 0.0 0.0: 14.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 14 4 6 4 . . . 0 0 0:
Old : 31: 16 14 4 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 : 37.2 47.2 58.7 66.2 33.5 46.2 52.3 62.1
Old : 37.2 47.2 58.7 66.2 33.5 46.2 52.3 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(10,000 MMBTU'S) :
: : Positions :
All : 1,559,532: 290,441 278,609 110,688 80,880 588,322 28,617 77,958 206,457 30,891 23,046 298,662: 5,453 5,598
Old : 1,559,532: 290,441 278,609 110,688 80,880 588,322 28,617 77,958 206,457 30,891 23,046 298,662: 5,453 5,598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 29,516: 5,867 5,242 269 1,641 5,615 -1,579 -44 8,815 4,662 2,446 6,942: -1,075 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 17.9 7.1 5.2 37.7 1.8 5.0 13.2 2.0 1.5 19.2: 0.3 0.4
Old : 100.0: 18.6 17.9 7.1 5.2 37.7 1.8 5.0 13.2 2.0 1.5 19.2: 0.3 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 : 132: 37 38 7 15 22 21 19 31 21 11 28:
Old : 132: 37 38 7 15 22 21 19 31 21 11 28:
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 : 34.4 33.2 55.5 52.1 7.7 8.0 10.3 10.4
Old : 34.4 33.2 55.5 52.1 7.7 8.0 10.3 10.4
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 89,514: 57,946 60,907 28,130 23,128 368 0 620 0 0 0 0: 3,070 4,491
Old : 89,514: 57,946 60,907 28,130 23,128 368 0 620 0 0 0 0: 3,070 4,491
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,060: -2,996 -3,224 -784 88 0 0 -560 0 0 0 0: -280 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 68.0 31.4 25.8 0.4 0.0 0.7 0.0 0.0 0.0 0.0: 3.4 5.0
Old : 100.0: 64.7 68.0 31.4 25.8 0.4 0.0 0.7 0.0 0.0 0.0 0.0: 3.4 5.0
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 : 24: 13 12 . 5 . 0 . 0 0 0 0:
Old : 24: 13 12 . 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 : 66.8 55.1 83.6 75.1 56.4 47.7 69.0 62.6
Old : 66.8 55.1 83.6 75.1 56.4 47.7 69.0 62.6
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 189,015: 112,117 118,516 41,193 34,766 18,189 3,597 5,918 5,293 0 0 0: 8,626 6,333
Old : 189,015: 112,117 118,516 41,193 34,766 18,189 3,597 5,918 5,293 0 0 0: 8,626 6,333
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -13,124: -7,031 -7,918 -2,274 -1,498 -994 -1,027 -1,865 -133 0 0 0: -1,665 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 62.7 21.8 18.4 9.6 1.9 3.1 2.8 0.0 0.0 0.0: 4.6 3.4
Old : 100.0: 59.3 62.7 21.8 18.4 9.6 1.9 3.1 2.8 0.0 0.0 0.0: 4.6 3.4
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 : 50: 27 24 8 4 11 4 4 5 0 0 0:
Old : 50: 27 24 8 4 11 4 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 : 34.8 46.7 55.0 62.5 30.4 45.2 42.1 53.4
Old : 34.8 46.7 55.0 62.5 30.4 45.2 42.1 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 140,945: 67,035 84,016 46,616 37,440 11,056 3,441 2,520 1,609 0 0 0: 11,189 4,304
Old : 140,945: 67,035 84,016 46,616 37,440 11,056 3,441 2,520 1,609 0 0 0: 11,189 4,304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -6,790: -3,315 -3,615 -2,151 -1,184 -708 392 -410 -448 0 0 0: -559 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 59.6 33.1 26.6 7.8 2.4 1.8 1.1 0.0 0.0 0.0: 7.9 3.1
Old : 100.0: 47.6 59.6 33.1 26.6 7.8 2.4 1.8 1.1 0.0 0.0 0.0: 7.9 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 : 36: 17 14 7 5 9 . . . 0 0 0:
Old : 36: 17 14 7 5 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 : 48.8 51.0 66.2 75.9 42.4 50.7 56.2 72.2
Old : 48.8 51.0 66.2 75.9 42.4 50.7 56.2 72.2
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 231,162: 139,014 92,415 27,358 87,273 33,728 5,305 133 11,277 0 0 0: 14,480 6,336
Old : 231,162: 139,014 92,415 27,358 87,273 33,728 5,305 133 11,277 0 0 0: 14,480 6,336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -10,391: -3,286 -5,963 608 -2,075 -1,685 -5,481 133 350 0 0 0: -897 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 40.0 11.8 37.8 14.6 2.3 0.1 4.9 0.0 0.0 0.0: 6.3 2.7
Old : 100.0: 60.1 40.0 11.8 37.8 14.6 2.3 0.1 4.9 0.0 0.0 0.0: 6.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 25 5 10 10 . . . 0 0 0:
Old : 44: 24 25 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 : 37.5 32.1 53.7 56.0 32.7 28.4 44.6 45.8
Old : 37.5 32.1 53.7 56.0 32.7 28.4 44.6 45.8
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 2,910,060: 778,579 520,860 55,903 965,199 423,235 557,850 45,555 710,309 161,295 28,022 197,416: 25,473 19,464
Old : 2,910,060: 778,579 520,860 55,903 965,199 423,235 557,850 45,555 710,309 161,295 28,022 197,416: 25,473 19,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -62,660: -44,520 -27,207 1,773 -7,348 -12,942 10,055 11,534 -27,796 13,849 4,002 -6,313: 3,234 3,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 17.9 1.9 33.2 14.5 19.2 1.6 24.4 5.5 1.0 6.8: 0.9 0.7
Old : 100.0: 26.8 17.9 1.9 33.2 14.5 19.2 1.6 24.4 5.5 1.0 6.8: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 179: 77 69 8 21 26 27 13 36 15 9 23:
Old : 179: 77 69 8 21 26 27 13 36 15 9 23:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 32.9 44.6 45.2 19.0 20.7 25.4 29.7
Old : 32.4 32.9 44.6 45.2 19.0 20.7 25.4 29.7
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 - Options and Futures Combined, February 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 944,490: 180,687 250,973 359,489 196,022 115,070 64,838 136,973 62,210 49,028 70,131 108,555: 4,613 4,556
Old : 944,490: 180,687 250,973 359,489 196,022 115,070 64,838 136,973 62,210 49,028 70,131 108,555: 4,613 4,556
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -86,703: -14,029 -15,482 58,434 21,935 -66,711 -19,082 -4,320 -13,221 -20,697 -53 -7,135: -4,262 -1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 26.6 38.1 20.8 12.2 6.9 14.5 6.6 5.2 7.4 11.5: 0.5 0.5
Old : 100.0: 19.1 26.6 38.1 20.8 12.2 6.9 14.5 6.6 5.2 7.4 11.5: 0.5 0.5
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 : 95: 21 19 16 5 19 13 10 19 14 14 21:
Old : 95: 21 19 16 5 19 13 10 19 14 14 21:
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 : 36.6 39.8 52.4 61.6 30.6 33.5 43.0 47.9
Old : 36.6 39.8 52.4 61.6 30.6 33.5 43.0 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, February 2, 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 : 24,163: 20,101 15,760 402 5,525 2,466 609 0 72 0 45 75: 438 220
Old : 24,163: 20,101 15,760 402 5,525 2,466 609 0 72 0 45 75: 438 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 731: 606 360 -115 213 159 105 0 28 0 0 0: -52 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 65.2 1.7 22.9 10.2 2.5 0.0 0.3 0.0 0.2 0.3: 1.8 0.9
Old : 100.0: 83.2 65.2 1.7 22.9 10.2 2.5 0.0 0.3 0.0 0.2 0.3: 1.8 0.9
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 : 46: 30 27 . 5 6 . 0 . 0 . .:
Old : 46: 30 27 . 5 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 : 41.3 39.6 60.9 64.4 34.8 35.6 46.7 49.8
Old : 41.3 39.6 60.9 64.4 34.8 35.6 46.7 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, February 2, 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 : 15,975: 14,071 7,784 50 6,957 1,209 45 0 25 0 0 0: 575 0
Old : 15,975: 14,071 7,784 50 6,957 1,209 45 0 25 0 0 0: 575 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -790: -574 -350 0 -489 24 20 0 25 0 0 0: -285 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 48.7 0.3 43.5 7.6 0.3 0.0 0.2 0.0 0.0 0.0: 3.6 0.0
Old : 100.0: 88.1 48.7 0.3 43.5 7.6 0.3 0.0 0.2 0.0 0.0 0.0: 3.6 0.0
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 : 24: 13 9 . 8 4 . 0 . 0 0 0:
Old : 24: 13 9 . 8 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 : 62.4 64.3 81.9 91.2 52.6 54.7 61.9 65.4
Old : 62.4 64.3 81.9 91.2 52.6 54.7 61.9 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, February 2, 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 : 11,281: 8,636 7,304 137 1,343 2,151 0 159 219 0 0 0: 138 105
Old : 11,281: 8,636 7,304 137 1,343 2,151 0 159 219 0 0 0: 138 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,728: -725 -744 -837 -921 -183 0 32 58 0 0 0: -41 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 64.7 1.2 11.9 19.1 0.0 1.4 1.9 0.0 0.0 0.0: 1.2 0.9
Old : 100.0: 76.6 64.7 1.2 11.9 19.1 0.0 1.4 1.9 0.0 0.0 0.0: 1.2 0.9
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 : 24: 13 16 . 4 5 0 . . 0 0 0:
Old : 24: 13 16 . 4 5 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 49.3 81.9 72.6 46.7 28.2 49.3 40.5
Old : 62.0 49.3 81.9 72.6 46.7 28.2 49.3 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, February 2, 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 : 8,437: 5,884 5,875 828 1,526 802 0 0 0 380 0 0: 543 234
Old : 8,437: 5,884 5,875 828 1,526 802 0 0 0 380 0 0: 543 234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,362: -1,138 -759 -35 -507 45 0 0 0 -35 0 0: -199 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 69.6 9.8 18.1 9.5 0.0 0.0 0.0 4.5 0.0 0.0: 6.4 2.8
Old : 100.0: 69.7 69.6 9.8 18.1 9.5 0.0 0.0 0.0 4.5 0.0 0.0: 6.4 2.8
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: 22 16 4 . 5 0 0 0 . 0 0:
Old : 32: 22 16 4 . 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 : 33.0 54.6 52.2 74.7 26.8 44.5 40.8 54.1
Old : 33.0 54.6 52.2 74.7 26.8 44.5 40.8 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2010