Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 3,956,034 : : Positions : :1,390,539 956,914 110,141 1,079,587 622,099 558,606 31,634 827,153 23,012 25,832 378,384 : : : : Changes from: February 9, 2010 : : 15,792 21,009 10,409 7,517 24,527 12,554 6,290 -54,848 1,905 4,187 37,602 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 24.2 2.8 27.3 15.7 14.1 0.8 20.9 0.6 0.7 9.6 : : : : Number of Traders in Each Category Total Traders: 205 : : 93 86 12 21 30 25 14 35 21 15 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 944,828 : : Positions : : 76,601 107,619 144,700 79,495 123,329 136,733 162,003 268,740 6,031 49,526 108,154 : : : : Changes from: February 9, 2010 : : -3,041 -4,015 1,179 906 3,525 -1,457 2,372 -5,327 270 -2,466 9,135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 11.4 15.3 8.4 13.1 14.5 17.1 28.4 0.6 5.2 11.4 : : : : Number of Traders in Each Category Total Traders: 271 : : 50 45 19 14 27 48 50 71 27 43 68 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 67,838 : : Positions : : 47,631 29,941 3,821 19,881 8,009 1,442 646 2,207 0 0 0 : : : : Changes from: February 9, 2010 : : 980 151 0 1,907 1,151 -258 646 -76 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 44.1 5.6 29.3 11.8 2.1 1.0 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 70,795 : : Positions : : 39,829 41,457 14,905 11,450 6,010 434 0 0 0 0 0 : : : : Changes from: February 9, 2010 : : -151 1,661 0 0 0 0 -2,869 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 58.6 21.1 16.2 8.5 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 5 4 6 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 81,006 : : Positions : : 46,885 38,253 13,492 32,262 6,869 0 0 0 0 0 0 : : : : Changes from: February 9, 2010 : : 0 0 730 2,194 -917 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 47.2 16.7 39.8 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 95,644 : : Positions : : 57,940 63,928 16,729 22,864 3,736 6,399 0 2,654 0 0 0 : : : : Changes from: February 9, 2010 : : 320 814 0 304 0 825 0 -213 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 66.8 17.5 23.9 3.9 6.7 0.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 22 . 7 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 96,047 : : Positions : : 81,104 39,877 6,572 32,029 845 0 11,917 2,749 0 0 0 : : : : Changes from: February 9, 2010 : : 1,159 -182 93 0 0 0 1,434 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 41.5 6.8 33.3 0.9 0.0 12.4 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 87,278 : : Positions : : 45,139 23,285 12,818 45,469 6,211 6,782 1,903 3,724 0 0 0 : : : : Changes from: February 9, 2010 : : 497 1,005 214 0 0 -614 -856 323 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 26.7 14.7 52.1 7.1 7.8 2.2 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 4 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,586,949 : : Positions : : 298,241 278,816 112,737 86,590 591,012 29,411 81,634 209,500 34,978 27,020 306,104 : : : : Changes from: February 9, 2010 : : 750 -1,196 -1,277 1,832 -1,363 -1,021 767 277 2,655 288 1,297 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 17.6 7.1 5.5 37.2 1.9 5.1 13.2 2.2 1.7 19.3 : : : : Number of Traders in Each Category Total Traders: 136 : : 38 39 6 16 22 25 18 34 20 12 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 90,584 : : Positions : : 59,016 61,977 28,130 23,128 368 0 620 0 0 0 0 : : : : Changes from: February 9, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 68.4 31.1 25.5 0.4 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 191,386 : : Positions : : 109,846 119,516 43,213 35,623 18,309 4,850 5,675 6,300 0 0 0 : : : : Changes from: February 9, 2010 : : -1,633 1,572 2,140 857 0 1,253 -279 918 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 62.4 22.6 18.6 9.6 2.5 3.0 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 25 8 4 11 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 142,235 : : Positions : : 70,359 83,862 45,124 37,440 11,854 3,441 2,575 1,589 0 0 0 : : : : Changes from: February 9, 2010 : : 1,603 609 1 0 -0 0 29 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 59.0 31.7 26.3 8.3 2.4 1.8 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 14 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 231,858 : : Positions : : 134,977 95,507 28,780 84,071 35,028 7,030 0 10,900 0 0 0 : : : : Changes from: February 9, 2010 : : 2,464 3,416 628 -88 -247 67 -225 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 41.2 12.4 36.3 15.1 3.0 0.0 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 25 5 10 10 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035657 Open Interest is 62,469 : : Positions : : 22,604 28,472 17,311 14,581 12,111 2,950 1,503 679 0 0 0 : : : : Changes from: February 9, 2010 : : 0 -1,200 0 0 0 -1,086 114 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 45.6 27.7 23.3 19.4 4.7 2.4 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,943,395 : : Positions : : 793,406 529,462 61,788 1,015,493 415,595 598,621 46,412 690,125 160,598 29,546 199,273 : : : : Changes from: February 9, 2010 : : 6,465 1,586 2,607 8,375 -8,614 4,052 -376 -21,557 1,869 5,159 16,454 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 18.0 2.1 34.5 14.1 20.3 1.6 23.4 5.5 1.0 6.8 : : : : Number of Traders in Each Category Total Traders: 180 : : 78 70 8 21 26 27 11 38 15 9 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 999,902 : : Positions : : 169,901 259,070 363,446 181,606 144,779 73,722 144,830 66,950 64,290 86,709 111,689 : : : : Changes from: February 9, 2010 : : -4,202 3,160 -6,452 -13,501 24,985 16,323 3,825 -2,337 5,496 17,838 -4,084 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 25.9 36.3 18.2 14.5 7.4 14.5 6.7 6.4 8.7 11.2 : : : : Number of Traders in Each Category Total Traders: 97 : : 21 20 16 5 19 13 10 18 16 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 22,781 : : Positions : : 18,314 14,275 242 4,656 3,352 426 0 80 85 45 75 : : : : Changes from: February 9, 2010 : : 701 1,007 -25 -435 -60 -50 0 0 6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 62.7 1.1 20.4 14.7 1.9 0.0 0.4 0.4 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 28 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 16,684 : : Positions : : 14,208 8,454 50 6,637 1,298 135 270 25 0 0 0 : : : : Changes from: February 9, 2010 : : 358 846 0 -310 -7 90 270 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 50.7 0.3 39.8 7.8 0.8 1.6 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 8 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 11,529 : : Positions : : 8,836 7,429 202 1,418 2,111 0 184 192 0 0 0 : : : : Changes from: February 9, 2010 : : 205 15 15 75 -30 0 45 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 64.4 1.8 12.3 18.3 0.0 1.6 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 8,814 : : Positions : : 6,511 5,975 504 1,605 945 0 0 0 380 0 0 : : : : Changes from: February 9, 2010 : : 430 85 -321 49 146 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 67.8 5.7 18.2 10.7 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 19 . . 5 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 19, 2010