Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 3,807,279 : : Positions : :1,352,235 959,081 73,304 987,772 657,665 605,450 46,937 800,058 6,615 41,391 304,701 : : : : Changes from: March 2, 2010 : : 42,293 51,423 5,403 16,223 37,447 21,545 -1,998 11,047 -1,044 -13,482 -11,009 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 25.2 1.9 25.9 17.3 15.9 1.2 21.0 0.2 1.1 8.0 : : : : Number of Traders in Each Category Total Traders: 210 : : 89 82 11 22 31 23 15 36 16 26 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 1,005,014 : : Positions : : 87,604 112,149 157,121 86,803 119,664 148,943 212,270 284,797 20,040 35,324 103,933 : : : : Changes from: March 2, 2010 : : 6,911 7,098 2,073 3,929 3,388 7,979 7,851 8,260 1,139 598 4,011 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 11.2 15.6 8.6 11.9 14.8 21.1 28.3 2.0 3.5 10.3 : : : : Number of Traders in Each Category Total Traders: 278 : : 49 45 20 12 26 53 60 67 31 35 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 66,061 : : Positions : : 38,428 28,604 4,258 19,146 7,086 2,181 0 2,270 0 0 0 : : : : Changes from: March 2, 2010 : : 1,675 1,483 0 124 -55 198 0 54 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 43.3 6.4 29.0 10.7 3.3 0.0 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 69,716 : : Positions : : 36,777 40,336 14,682 11,269 4,844 0 0 0 0 0 0 : : : : Changes from: March 2, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 57.9 21.1 16.2 6.9 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 9, 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 79,362 : : Positions : : 46,403 35,852 13,476 32,107 6,652 0 0 0 0 0 0 : : : : Changes from: March 2, 2010 : : 730 96 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 45.2 17.0 40.5 8.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 91,346 : : Positions : : 46,995 56,733 16,543 21,573 3,674 8,785 1,436 2,297 0 0 0 : : : : Changes from: March 2, 2010 : : -2,244 -731 0 0 0 1,129 1,436 29 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 62.1 18.1 23.6 4.0 9.6 1.6 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 17 . 7 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 91,191 : : Positions : : 74,696 35,851 5,287 31,033 853 0 10,262 2,954 0 0 0 : : : : Changes from: March 2, 2010 : : -126 -336 -730 0 66 0 122 123 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 39.3 5.8 34.0 0.9 0.0 11.3 3.2 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 9, 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 82,424 : : Positions : : 40,769 19,621 12,696 42,729 5,442 5,999 2,158 3,788 0 0 0 : : : : Changes from: March 2, 2010 : : 1,043 -324 -728 0 0 -573 0 202 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 23.8 15.4 51.8 6.6 7.3 2.6 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 4 5 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 1,615,465 : : Positions : : 294,098 280,018 111,672 98,466 584,190 45,809 84,494 220,203 38,152 25,103 314,693 : : : : Changes from: March 2, 2010 : : 9,023 11,823 2,890 2,745 11,114 7,710 3,966 9,093 421 1,214 16,544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 17.3 6.9 6.1 36.2 2.8 5.2 13.6 2.4 1.6 19.5 : : : : Number of Traders in Each Category Total Traders: 132 : : 38 39 8 16 23 27 15 30 20 6 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 84,144 : : Positions : : 53,878 58,420 27,262 21,392 244 0 0 0 0 0 0 : : : : Changes from: March 2, 2010 : : -1,070 -1,070 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 69.4 32.4 25.4 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 188,570 : : Positions : : 108,239 123,370 41,739 32,591 17,945 4,433 2,768 5,767 0 0 0 : : : : Changes from: March 2, 2010 : : 6,549 9,067 492 -428 92 916 0 -243 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 65.4 22.1 17.3 9.5 2.4 1.5 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 25 8 4 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 135,090 : : Positions : : 64,595 77,031 41,684 36,307 11,814 2,416 1,695 1,398 0 0 0 : : : : Changes from: March 2, 2010 : : 514 -456 -240 0 0 0 306 -96 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 57.0 30.9 26.9 8.7 1.8 1.3 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 11 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 226,307 : : Positions : : 124,696 94,419 31,042 79,387 34,915 7,477 294 10,296 0 0 0 : : : : Changes from: March 2, 2010 : : -772 -1,131 730 2,341 -1,650 800 -364 190 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 41.7 13.7 35.1 15.4 3.3 0.1 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 9, 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 61,359 : : Positions : : 20,934 28,089 17,466 14,399 11,671 4,395 1,506 676 0 0 0 : : : : Changes from: March 2, 2010 : : 50 -75 0 324 0 324 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 45.8 28.5 23.5 19.0 7.2 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 9, 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 2,924,766 : : Positions : : 818,850 488,486 87,298 1,006,791 366,880 571,677 47,313 719,972 126,297 65,846 208,121 : : : : Changes from: March 2, 2010 : : 28,227 -1,302 -2,176 1,376 5,654 -11,143 2,171 3,781 -4,951 4,942 22,103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 16.7 3.0 34.4 12.5 19.5 1.6 24.6 4.3 2.3 7.1 : : : : Number of Traders in Each Category Total Traders: 176 : : 77 68 9 20 25 24 13 36 13 11 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 984,179 : : Positions : : 186,847 281,067 411,506 164,575 126,888 53,968 136,402 62,223 43,375 113,340 93,217 : : : : Changes from: March 2, 2010 : : 17,264 14,021 1,823 -1,010 5,831 1,654 837 1,978 151 6,767 1,070 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 28.6 41.8 16.7 12.9 5.5 13.9 6.3 4.4 11.5 9.5 : : : : Number of Traders in Each Category Total Traders: 88 : : 21 22 15 5 17 13 10 18 9 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 19,761 : : Positions : : 16,255 11,935 78 4,876 2,670 150 0 50 0 45 75 : : : : Changes from: March 2, 2010 : : -2,494 -2,381 -93 -126 -235 -151 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 60.4 0.4 24.7 13.5 0.8 0.0 0.3 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 29 . 6 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 17,219 : : Positions : : 14,921 8,854 0 6,650 1,260 110 270 35 0 0 0 : : : : Changes from: March 2, 2010 : : 510 135 0 375 171 -30 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 51.4 0.0 38.6 7.3 0.6 1.6 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 0 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 9,883 : : Positions : : 7,793 5,411 315 2,447 1,652 0 242 6 0 25 0 : : : : Changes from: March 2, 2010 : : -106 -398 13 330 -113 0 20 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 54.8 3.2 24.8 16.7 0.0 2.4 0.1 0.0 0.3 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 9, 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 8,455 : : Positions : : 6,242 5,195 518 2,028 902 0 0 0 345 0 0 : : : : Changes from: March 2, 2010 : : 402 20 -262 135 158 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 61.4 6.1 24.0 10.7 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 18 . . . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 12, 2010