Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 3,720,691 : : Positions : :1,309,942 907,658 67,901 971,549 620,218 583,905 48,935 789,011 7,659 54,873 315,710 : : : : Changes from: February 23, 2010 : : -90,439 -17,771 -35,759 -96,716 -9,894 24,006 2,921 -55,355 2,175 11,675 -29,556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 24.4 1.8 26.1 16.7 15.7 1.3 21.2 0.2 1.5 8.5 : : : : Number of Traders in Each Category Total Traders: 206 : : 88 81 10 23 31 25 15 37 19 17 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 970,583 : : Positions : : 80,693 105,051 155,048 82,874 116,276 140,964 204,419 276,537 18,901 34,726 99,922 : : : : Changes from: February 23, 2010 : : 2,580 1,386 5,701 2,791 -3,914 9,346 21,773 5,805 6,923 -5,115 -1,993 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 10.8 16.0 8.5 12.0 14.5 21.1 28.5 1.9 3.6 10.3 : : : : Number of Traders in Each Category Total Traders: 278 : : 52 47 20 13 26 52 60 68 26 38 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 64,958 : : Positions : : 36,753 27,121 4,258 19,022 7,141 1,983 0 2,216 0 0 0 : : : : Changes from: February 23, 2010 : : -11,220 -2,699 437 -1,011 -868 549 -832 195 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 41.8 6.6 29.3 11.0 3.1 0.0 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 69,604 : : Positions : : 36,777 40,336 14,682 11,269 4,844 0 0 0 0 0 0 : : : : Changes from: February 23, 2010 : : -5,060 -3,835 -943 93 -1,166 -434 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 58.0 21.1 16.2 7.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 78,632 : : Positions : : 45,673 35,756 13,476 32,107 6,652 0 0 0 0 0 0 : : : : Changes from: February 23, 2010 : : -2,248 -3,231 -16 -155 -217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 45.5 17.1 40.8 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 90,932 : : Positions : : 49,239 57,464 16,543 21,573 3,674 7,656 0 2,268 0 0 0 : : : : Changes from: February 23, 2010 : : -8,328 -6,889 -186 -1,291 -62 -369 0 -329 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 63.2 18.2 23.7 4.0 8.4 0.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 . 7 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 91,430 : : Positions : : 74,822 36,187 6,017 31,033 787 0 10,140 2,831 0 0 0 : : : : Changes from: February 23, 2010 : : -4,359 -812 -555 -996 -58 0 -1,618 -178 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 39.6 6.6 33.9 0.9 0.0 11.1 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 12 . 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 82,460 : : Positions : : 39,726 19,945 13,424 42,729 5,442 6,572 2,158 3,586 0 0 0 : : : : Changes from: February 23, 2010 : : -5,751 -3,389 637 -2,808 -800 84 255 -672 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 24.2 16.3 51.8 6.6 8.0 2.6 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 4 5 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,558,332 : : Positions : : 285,074 268,195 108,782 95,721 573,076 38,099 80,528 211,110 37,731 23,889 298,149 : : : : Changes from: February 23, 2010 : : 4,630 5,913 1,505 -311 2,969 -2,379 1,652 8,888 6,290 2,909 11,601 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 17.2 7.0 6.1 36.8 2.4 5.2 13.5 2.4 1.5 19.1 : : : : Number of Traders in Each Category Total Traders: 129 : : 37 38 8 16 23 22 17 29 19 7 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 85,214 : : Positions : : 54,948 59,490 27,262 21,392 244 0 0 0 0 0 0 : : : : Changes from: February 23, 2010 : : -4,254 -2,673 -868 -1,736 -124 0 -620 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 69.8 32.0 25.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 180,082 : : Positions : : 101,690 114,303 41,247 33,019 17,853 3,517 2,768 6,010 0 0 0 : : : : Changes from: February 23, 2010 : : -6,002 -6,243 -1,966 -1,748 -780 -1,862 -1,715 -717 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 63.5 22.9 18.3 9.9 2.0 1.5 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 24 8 4 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 135,274 : : Positions : : 64,081 77,488 41,924 36,307 11,814 2,416 1,389 1,494 0 0 0 : : : : Changes from: February 23, 2010 : : -5,963 -4,825 -2,048 -1,133 -715 -1,025 201 -819 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 57.3 31.0 26.8 8.7 1.8 1.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 226,739 : : Positions : : 125,468 95,550 30,312 77,046 36,565 6,677 658 10,106 0 0 0 : : : : Changes from: February 23, 2010 : : -9,200 -1,296 1,834 -6,811 1,496 -868 658 578 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 42.1 13.4 34.0 16.1 2.9 0.3 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 18 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035657 Open Interest is 60,985 : : Positions : : 20,884 28,164 17,466 14,075 11,671 4,071 1,506 676 0 0 0 : : : : Changes from: February 23, 2010 : : -1,720 -1,108 155 -506 -440 321 3 -3 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 46.2 28.6 23.1 19.1 6.7 2.5 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,901,199 : : Positions : : 790,623 489,788 89,474 1,005,415 361,226 582,820 45,142 716,191 131,248 60,904 186,018 : : : : Changes from: February 23, 2010 : : -40,638 -46,138 19,280 -15,093 -40,715 -1,743 -9,054 -25,736 -23,073 28,110 -7,678 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 16.9 3.1 34.7 12.5 20.1 1.6 24.7 4.5 2.1 6.4 : : : : Number of Traders in Each Category Total Traders: 174 : : 73 67 9 20 25 24 14 36 14 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 954,397 : : Positions : : 169,583 267,046 409,683 165,585 121,057 52,314 135,565 60,245 43,224 106,573 92,147 : : : : Changes from: February 23, 2010 : : -14,135 -19,903 24,883 -28,863 -27,209 -8,726 6,105 -25,921 -31,489 14,371 -17,555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 28.0 42.9 17.3 12.7 5.5 14.2 6.3 4.5 11.2 9.7 : : : : Number of Traders in Each Category Total Traders: 87 : : 20 21 15 6 19 11 11 18 10 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 22,598 : : Positions : : 18,749 14,316 171 5,002 2,905 301 0 80 0 45 75 : : : : Changes from: February 23, 2010 : : 532 467 10 -10 -424 0 0 0 -81 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 63.4 0.8 22.1 12.9 1.3 0.0 0.4 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 32 32 . 4 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 16,528 : : Positions : : 14,411 8,719 0 6,275 1,089 140 270 25 0 0 0 : : : : Changes from: February 23, 2010 : : -647 -800 -50 -332 -341 5 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 52.8 0.0 38.0 6.6 0.8 1.6 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 0 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 10,114 : : Positions : : 7,899 5,809 302 2,117 1,765 0 222 31 0 25 0 : : : : Changes from: February 23, 2010 : : -737 -1,495 -100 464 -381 0 183 -188 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 57.4 3.0 20.9 17.5 0.0 2.2 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 6 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 8,151 : : Positions : : 5,840 5,175 780 1,893 744 0 0 0 345 0 0 : : : : Changes from: February 23, 2010 : : -1,061 -825 219 -139 -272 0 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 63.5 9.6 23.2 9.1 0.0 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 19 4 . . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 2, 2010