NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 2,500 MMBTU'S) :
: : Positions :
All : 3,720,691: 1,309,942 907,658 67,901 971,549 620,218 583,905 48,935 789,011 7,659 54,873 315,710: 26,345 12,737
Old : 3,720,691: 1,309,942 907,658 67,901 971,549 620,218 583,905 48,935 789,011 7,659 54,873 315,710: 26,345 12,737
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -201,568: -90,439 -17,771 -35,759 -96,716 -9,894 24,006 2,921 -55,355 2,175 11,675 -29,556: -6,746 -6,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 24.4 1.8 26.1 16.7 15.7 1.3 21.2 0.2 1.5 8.5: 0.7 0.3
Old : 100.0: 35.2 24.4 1.8 26.1 16.7 15.7 1.3 21.2 0.2 1.5 8.5: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 206: 88 81 10 23 31 25 15 37 19 17 33:
Old : 206: 88 81 10 23 31 25 15 37 19 17 33:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 24.7 42.3 39.3 14.7 12.9 20.2 20.0
Old : 29.7 24.7 42.3 39.3 14.7 12.9 20.2 20.0
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, March 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 10,000 MMBTU'S) :
: : Positions :
All : 970,583: 80,693 105,051 155,048 82,874 116,276 140,964 204,419 276,537 18,901 34,726 99,922: 82,243 50,779
Old : 970,583: 80,693 105,051 155,048 82,874 116,276 140,964 204,419 276,537 18,901 34,726 99,922: 82,243 50,779
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 26,863: 2,580 1,386 5,701 2,791 -3,914 9,346 21,773 5,805 6,923 -5,115 -1,993: 2,416 6,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 10.8 16.0 8.5 12.0 14.5 21.1 28.5 1.9 3.6 10.3: 8.5 5.2
Old : 100.0: 8.3 10.8 16.0 8.5 12.0 14.5 21.1 28.5 1.9 3.6 10.3: 8.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 278: 52 47 20 13 26 52 60 68 26 38 55:
Old : 278: 52 47 20 13 26 52 60 68 26 38 55:
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 : 28.2 37.2 40.4 48.7 16.3 18.3 20.7 25.3
Old : 28.2 37.2 40.4 48.7 16.3 18.3 20.7 25.3
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 64,958: 36,753 27,121 4,258 19,022 7,141 1,983 0 2,216 0 0 0: 12,607 9,458
Old : 64,958: 36,753 27,121 4,258 19,022 7,141 1,983 0 2,216 0 0 0: 12,607 9,458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -3,211: -11,220 -2,699 437 -1,011 -868 549 -832 195 0 0 0: 7,696 2,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 41.8 6.6 29.3 11.0 3.1 0.0 3.4 0.0 0.0 0.0: 19.4 14.6
Old : 100.0: 56.6 41.8 6.6 29.3 11.0 3.1 0.0 3.4 0.0 0.0 0.0: 19.4 14.6
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 : 24: 14 14 . 4 5 . 0 . 0 0 0:
Old : 24: 14 14 . 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 : 46.0 45.8 60.9 66.0 37.8 36.9 46.2 47.5
Old : 46.0 45.8 60.9 66.0 37.8 36.9 46.2 47.5
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 69,604: 36,777 40,336 14,682 11,269 4,844 0 0 0 0 0 0: 13,301 13,155
Old : 69,604: 36,777 40,336 14,682 11,269 4,844 0 0 0 0 0 0: 13,301 13,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -3,631: -5,060 -3,835 -943 93 -1,166 -434 0 0 0 0 0: 3,972 1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 58.0 21.1 16.2 7.0 0.0 0.0 0.0 0.0 0.0 0.0: 19.1 18.9
Old : 100.0: 52.8 58.0 21.1 16.2 7.0 0.0 0.0 0.0 0.0 0.0 0.0: 19.1 18.9
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 : 23: 12 14 . 4 4 0 0 0 0 0 0:
Old : 23: 12 14 . 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 43.1 59.0 59.5 30.4 38.8 45.6 51.3
Old : 38.5 43.1 59.0 59.5 30.4 38.8 45.6 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 2,500 MMBTU'S) :
: : Positions :
All : 78,632: 45,673 35,756 13,476 32,107 6,652 0 0 0 0 0 0: 12,831 4,117
Old : 78,632: 45,673 35,756 13,476 32,107 6,652 0 0 0 0 0 0: 12,831 4,117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -3,108: -2,248 -3,231 -16 -155 -217 0 0 0 0 0 0: -627 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 45.5 17.1 40.8 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 16.3 5.2
Old : 100.0: 58.1 45.5 17.1 40.8 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 16.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 13 . 5 4 0 0 0 0 0 0:
Old : 22: 13 13 . 5 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 54.3 64.5 73.9 40.0 49.5 53.9 65.1
Old : 43.5 54.3 64.5 73.9 40.0 49.5 53.9 65.1
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 90,932: 49,239 57,464 16,543 21,573 3,674 7,656 0 2,268 0 0 0: 11,552 5,953
Old : 90,932: 49,239 57,464 16,543 21,573 3,674 7,656 0 2,268 0 0 0: 11,552 5,953
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -5,632: -8,328 -6,889 -186 -1,291 -62 -369 0 -329 0 0 0: 3,642 2,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 63.2 18.2 23.7 4.0 8.4 0.0 2.5 0.0 0.0 0.0: 12.7 6.5
Old : 100.0: 54.1 63.2 18.2 23.7 4.0 8.4 0.0 2.5 0.0 0.0 0.0: 12.7 6.5
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 : 31: 13 18 . 7 4 . 0 . 0 0 0:
Old : 31: 13 18 . 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 : 45.8 47.9 66.6 64.1 41.7 46.9 59.2 62.9
Old : 45.8 47.9 66.6 64.1 41.7 46.9 59.2 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 2,500 MMBTU'S) :
: : Positions :
All : 91,430: 74,822 36,187 6,017 31,033 787 0 10,140 2,831 0 0 0: 6,973 10,452
Old : 91,430: 74,822 36,187 6,017 31,033 787 0 10,140 2,831 0 0 0: 6,973 10,452
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -4,024: -4,359 -812 -555 -996 -58 0 -1,618 -178 0 0 0: 1,126 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 39.6 6.6 33.9 0.9 0.0 11.1 3.1 0.0 0.0 0.0: 7.6 11.4
Old : 100.0: 81.8 39.6 6.6 33.9 0.9 0.0 11.1 3.1 0.0 0.0 0.0: 7.6 11.4
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 : 24: 10 12 . 6 . 0 . . 0 0 0:
Old : 24: 10 12 . 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 : 65.7 38.0 83.6 58.0 61.6 36.1 73.0 56.1
Old : 65.7 38.0 83.6 58.0 61.6 36.1 73.0 56.1
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 82,460: 39,726 19,945 13,424 42,729 5,442 6,572 2,158 3,586 0 0 0: 13,710 8,600
Old : 82,460: 39,726 19,945 13,424 42,729 5,442 6,572 2,158 3,586 0 0 0: 13,710 8,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -5,545: -5,751 -3,389 637 -2,808 -800 84 255 -672 0 0 0: 957 1,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 24.2 16.3 51.8 6.6 8.0 2.6 4.3 0.0 0.0 0.0: 16.6 10.4
Old : 100.0: 48.2 24.2 16.3 51.8 6.6 8.0 2.6 4.3 0.0 0.0 0.0: 16.6 10.4
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 : 27: 13 11 4 5 4 . . . 0 0 0:
Old : 27: 13 11 4 5 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 49.5 60.8 67.3 34.9 48.6 52.7 64.0
Old : 38.4 49.5 60.8 67.3 34.9 48.6 52.7 64.0
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, March 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 10,000 MMBTU'S) :
: : Positions :
All : 1,558,332: 285,074 268,195 108,782 95,721 573,076 38,099 80,528 211,110 37,731 23,889 298,149: 6,310 7,663
Old : 1,558,332: 285,074 268,195 108,782 95,721 573,076 38,099 80,528 211,110 37,731 23,889 298,149: 6,310 7,663
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 33,440: 4,630 5,913 1,505 -311 2,969 -2,379 1,652 8,888 6,290 2,909 11,601: -64 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 17.2 7.0 6.1 36.8 2.4 5.2 13.5 2.4 1.5 19.1: 0.4 0.5
Old : 100.0: 18.3 17.2 7.0 6.1 36.8 2.4 5.2 13.5 2.4 1.5 19.1: 0.4 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 : 129: 37 38 8 16 23 22 17 29 19 7 25:
Old : 129: 37 38 8 16 23 22 17 29 19 7 25:
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 : 33.4 32.9 54.5 52.0 8.2 9.7 10.7 12.1
Old : 33.4 32.9 54.5 52.0 8.2 9.7 10.7 12.1
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 85,214: 54,948 59,490 27,262 21,392 244 0 0 0 0 0 0: 2,760 4,088
Old : 85,214: 54,948 59,490 27,262 21,392 244 0 0 0 0 0 0: 2,760 4,088
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -5,370: -4,254 -2,673 -868 -1,736 -124 0 -620 0 0 0 0: -124 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 69.8 32.0 25.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 4.8
Old : 100.0: 64.5 69.8 32.0 25.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 4.8
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 : 22: 11 11 . 5 . 0 0 0 0 0 0:
Old : 22: 11 11 . 5 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 57.9 87.7 78.4 62.1 55.1 74.2 69.4
Old : 71.3 57.9 87.7 78.4 62.1 55.1 74.2 69.4
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 180,082: 101,690 114,303 41,247 33,019 17,853 3,517 2,768 6,010 0 0 0: 9,765 6,129
Old : 180,082: 101,690 114,303 41,247 33,019 17,853 3,517 2,768 6,010 0 0 0: 9,765 6,129
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -11,633: -6,002 -6,243 -1,966 -1,748 -780 -1,862 -1,715 -717 0 0 0: -306 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 63.5 22.9 18.3 9.9 2.0 1.5 3.3 0.0 0.0 0.0: 5.4 3.4
Old : 100.0: 56.5 63.5 22.9 18.3 9.9 2.0 1.5 3.3 0.0 0.0 0.0: 5.4 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 : 45: 26 24 8 4 10 4 . 4 0 0 0:
Old : 45: 26 24 8 4 10 4 . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 46.5 53.2 62.4 27.6 44.3 39.3 52.3
Old : 33.7 46.5 53.2 62.4 27.6 44.3 39.3 52.3
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 135,274: 64,081 77,488 41,924 36,307 11,814 2,416 1,389 1,494 0 0 0: 13,545 6,782
Old : 135,274: 64,081 77,488 41,924 36,307 11,814 2,416 1,389 1,494 0 0 0: 13,545 6,782
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -6,757: -5,963 -4,825 -2,048 -1,133 -715 -1,025 201 -819 0 0 0: 3,813 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 57.3 31.0 26.8 8.7 1.8 1.0 1.1 0.0 0.0 0.0: 10.0 5.0
Old : 100.0: 47.4 57.3 31.0 26.8 8.7 1.8 1.0 1.1 0.0 0.0 0.0: 10.0 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 : 31: 14 11 7 5 9 . . . 0 0 0:
Old : 31: 14 11 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 : 51.6 50.6 67.0 76.2 44.3 49.7 57.1 71.7
Old : 51.6 50.6 67.0 76.2 44.3 49.7 57.1 71.7
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 226,739: 125,468 95,550 30,312 77,046 36,565 6,677 658 10,106 0 0 0: 17,611 6,814
Old : 226,739: 125,468 95,550 30,312 77,046 36,565 6,677 658 10,106 0 0 0: 17,611 6,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -4,378: -9,200 -1,296 1,834 -6,811 1,496 -868 658 578 0 0 0: 1,782 997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 42.1 13.4 34.0 16.1 2.9 0.3 4.5 0.0 0.0 0.0: 7.8 3.0
Old : 100.0: 55.3 42.1 13.4 34.0 16.1 2.9 0.3 4.5 0.0 0.0 0.0: 7.8 3.0
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 : 39: 20 18 5 10 10 . . . 0 0 0:
Old : 39: 20 18 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 : 35.6 31.2 54.3 55.4 28.1 27.5 40.4 43.6
Old : 35.6 31.2 54.3 55.4 28.1 27.5 40.4 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 2,500 MMBTU'S) :
: : Positions :
All : 60,985: 20,884 28,164 17,466 14,075 11,671 4,071 1,506 676 0 0 0: 6,217 4,893
Old : 60,985: 20,884 28,164 17,466 14,075 11,671 4,071 1,506 676 0 0 0: 6,217 4,893
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -2,284: -1,720 -1,108 155 -506 -440 321 3 -3 0 0 0: -597 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 46.2 28.6 23.1 19.1 6.7 2.5 1.1 0.0 0.0 0.0: 10.2 8.0
Old : 100.0: 34.2 46.2 28.6 23.1 19.1 6.7 2.5 1.1 0.0 0.0 0.0: 10.2 8.0
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 : 20: 7 7 . 4 4 . . . 0 0 0:
Old : 20: 7 7 . 4 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 54.4 81.4 81.7 57.9 50.0 64.2 63.8
Old : 65.1 54.4 81.4 81.7 57.9 50.0 64.2 63.8
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 2,901,199: 790,623 489,788 89,474 1,005,415 361,226 582,820 45,142 716,191 131,248 60,904 186,018: 43,599 36,515
Old : 2,901,199: 790,623 489,788 89,474 1,005,415 361,226 582,820 45,142 716,191 131,248 60,904 186,018: 43,599 36,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -94,620: -40,638 -46,138 19,280 -15,093 -40,715 -1,743 -9,054 -25,736 -23,073 28,110 -7,678: 25,683 21,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 16.9 3.1 34.7 12.5 20.1 1.6 24.7 4.5 2.1 6.4: 1.5 1.3
Old : 100.0: 27.3 16.9 3.1 34.7 12.5 20.1 1.6 24.7 4.5 2.1 6.4: 1.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 174: 73 67 9 20 25 24 14 36 14 10 21:
Old : 174: 73 67 9 20 25 24 14 36 14 10 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 : 32.5 34.6 43.8 46.7 18.4 22.9 25.1 31.1
Old : 32.5 34.6 43.8 46.7 18.4 22.9 25.1 31.1
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, March 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 2,500 MMBTU'S) :
: : Positions :
All : 954,397: 169,583 267,046 409,683 165,585 121,057 52,314 135,565 60,245 43,224 106,573 92,147: 6,144 6,179
Old : 954,397: 169,583 267,046 409,683 165,585 121,057 52,314 135,565 60,245 43,224 106,573 92,147: 6,144 6,179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -97,849: -14,135 -19,903 24,883 -28,863 -27,209 -8,726 6,105 -25,921 -31,489 14,371 -17,555: 2,303 1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 28.0 42.9 17.3 12.7 5.5 14.2 6.3 4.5 11.2 9.7: 0.6 0.6
Old : 100.0: 17.8 28.0 42.9 17.3 12.7 5.5 14.2 6.3 4.5 11.2 9.7: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 87: 20 21 15 6 19 11 11 18 10 11 21:
Old : 87: 20 21 15 6 19 11 11 18 10 11 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 : 40.9 39.7 55.6 60.8 36.5 35.7 46.5 48.3
Old : 40.9 39.7 55.6 60.8 36.5 35.7 46.5 48.3
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, March 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 : 22,598: 18,749 14,316 171 5,002 2,905 301 0 80 0 45 75: 317 175
Old : 22,598: 18,749 14,316 171 5,002 2,905 301 0 80 0 45 75: 317 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 106: 532 467 10 -10 -424 0 0 0 -81 0 0: 69 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 63.4 0.8 22.1 12.9 1.3 0.0 0.4 0.0 0.2 0.3: 1.4 0.8
Old : 100.0: 83.0 63.4 0.8 22.1 12.9 1.3 0.0 0.4 0.0 0.2 0.3: 1.4 0.8
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 : 46: 32 32 . 4 6 . 0 . 0 . .:
Old : 46: 32 32 . 4 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 : 38.7 41.1 60.0 61.2 28.8 34.0 43.4 45.8
Old : 38.7 41.1 60.0 61.2 28.8 34.0 43.4 45.8
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, March 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 : 16,528: 14,411 8,719 0 6,275 1,089 140 270 25 0 0 0: 863 150
Old : 16,528: 14,411 8,719 0 6,275 1,089 140 270 25 0 0 0: 863 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -1,323: -647 -800 -50 -332 -341 5 0 0 0 0 0: -290 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 52.8 0.0 38.0 6.6 0.8 1.6 0.2 0.0 0.0 0.0: 5.2 0.9
Old : 100.0: 87.2 52.8 0.0 38.0 6.6 0.8 1.6 0.2 0.0 0.0 0.0: 5.2 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 : 25: 13 10 0 7 . . . . 0 0 0:
Old : 25: 13 10 0 7 . . . . 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 : 63.9 64.9 86.7 89.1 55.5 56.2 66.8 69.0
Old : 63.9 64.9 86.7 89.1 55.5 56.2 66.8 69.0
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, March 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 : 10,114: 7,899 5,809 302 2,117 1,765 0 222 31 0 25 0: 117 145
Old : 10,114: 7,899 5,809 302 2,117 1,765 0 222 31 0 25 0: 117 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -1,427: -737 -1,495 -100 464 -381 0 183 -188 0 0 0: -21 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 57.4 3.0 20.9 17.5 0.0 2.2 0.3 0.0 0.2 0.0: 1.2 1.4
Old : 100.0: 78.1 57.4 3.0 20.9 17.5 0.0 2.2 0.3 0.0 0.2 0.0: 1.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . 6 4 0 . . 0 . 0:
Old : 28: 15 15 . 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 : 63.2 52.6 82.8 74.4 47.9 31.2 51.6 41.3
Old : 63.2 52.6 82.8 74.4 47.9 31.2 51.6 41.3
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, March 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 : 8,151: 5,840 5,175 780 1,893 744 0 0 0 345 0 0: 442 339
Old : 8,151: 5,840 5,175 780 1,893 744 0 0 0 345 0 0: 442 339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -1,221: -1,061 -825 219 -139 -272 0 0 0 -35 0 0: -72 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 63.5 9.6 23.2 9.1 0.0 0.0 0.0 4.2 0.0 0.0: 5.4 4.2
Old : 100.0: 71.6 63.5 9.6 23.2 9.1 0.0 0.0 0.0 4.2 0.0 0.0: 5.4 4.2
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 : 33: 24 19 4 . . 0 0 0 . 0 0:
Old : 33: 24 19 4 . . 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 : 30.7 52.8 53.1 71.3 26.3 45.9 39.7 55.4
Old : 30.7 52.8 53.1 71.3 26.3 45.9 39.7 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2010