Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 3,916,704 : : Positions : :1,428,194 1,008,062 49,043 974,602 684,781 607,322 44,743 827,611 3,485 69,631 294,390 : : : : Changes from: March 9, 2010 : : 75,959 48,981 -24,261 -13,170 27,116 1,872 -2,194 27,553 -3,130 28,240 -10,311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 25.7 1.3 24.9 17.5 15.5 1.1 21.1 0.1 1.8 7.5 : : : : Number of Traders in Each Category Total Traders: 212 : : 94 84 11 23 32 23 14 36 12 28 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,013,781 : : Positions : : 91,872 111,326 154,688 79,291 118,513 151,343 227,080 283,925 24,019 37,835 102,647 : : : : Changes from: March 9, 2010 : : 4,268 -823 -2,432 -7,512 -1,151 2,400 14,810 -872 3,979 2,511 -1,286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 11.0 15.3 7.8 11.7 14.9 22.4 28.0 2.4 3.7 10.1 : : : : Number of Traders in Each Category Total Traders: 283 : : 48 46 21 12 28 53 64 71 30 35 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 66,993 : : Positions : : 39,609 29,185 3,654 19,338 7,248 2,407 0 2,237 0 0 0 : : : : Changes from: March 9, 2010 : : 1,181 581 -604 192 162 226 0 -33 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 43.6 5.5 28.9 10.8 3.6 0.0 3.3 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 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 69,830 : : Positions : : 37,387 39,348 13,146 11,269 5,884 0 0 0 0 0 0 : : : : Changes from: March 9, 2010 : : 610 -988 -1,536 0 1,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 56.3 18.8 16.1 8.4 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 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 80,176 : : Positions : : 47,033 37,158 13,476 32,107 6,652 0 0 0 0 0 0 : : : : Changes from: March 9, 2010 : : 630 1,306 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 46.3 16.8 40.0 8.3 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 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 90,677 : : Positions : : 47,905 55,403 16,423 21,085 4,099 6,479 1,436 3,013 0 0 0 : : : : Changes from: March 9, 2010 : : 910 -1,330 -120 -488 425 -2,306 0 716 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 61.1 18.1 23.3 4.5 7.1 1.6 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 17 . 7 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 91,329 : : Positions : : 74,574 35,579 5,287 31,033 853 0 10,594 2,970 0 0 0 : : : : Changes from: March 9, 2010 : : -122 -272 0 0 0 0 332 16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 39.0 5.8 34.0 0.9 0.0 11.6 3.3 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 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 83,750 : : Positions : : 41,630 19,901 11,752 43,157 5,442 5,237 2,158 3,743 0 0 0 : : : : Changes from: March 9, 2010 : : 861 280 -944 428 0 -762 0 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 23.8 14.0 51.5 6.5 6.3 2.6 4.5 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 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 (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,675,179 : : Positions : : 303,413 294,804 104,404 99,692 598,810 45,845 82,972 238,980 48,072 22,580 328,701 : : : : Changes from: March 9, 2010 : : 9,315 14,786 -7,269 1,226 14,620 35 -1,522 18,777 9,921 -2,523 14,008 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 17.6 6.2 6.0 35.7 2.7 5.0 14.3 2.9 1.3 19.6 : : : : Number of Traders in Each Category Total Traders: 134 : : 41 41 7 17 24 28 14 32 21 5 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 (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 9, 2010 : : 0 0 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 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 192,876 : : Positions : : 113,614 127,830 42,168 32,591 17,945 3,637 2,913 6,072 0 0 0 : : : : Changes from: March 9, 2010 : : 5,375 4,460 429 0 0 -796 145 305 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 66.3 21.9 16.9 9.3 1.9 1.5 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 26 8 4 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 136,646 : : Positions : : 65,840 76,611 42,535 36,887 11,374 2,416 3,829 1,216 0 0 0 : : : : Changes from: March 9, 2010 : : 1,245 -421 851 580 -440 0 2,134 -182 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 56.1 31.1 27.0 8.3 1.8 2.8 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 11 7 5 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 230,309 : : Positions : : 127,037 95,182 31,114 80,851 34,843 7,377 1,516 10,782 0 0 0 : : : : Changes from: March 9, 2010 : : 2,341 763 72 1,464 -72 -100 1,222 486 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 41.3 13.5 35.1 15.1 3.2 0.7 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 19 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035657 Open Interest is 61,575 : : Positions : : 20,934 28,305 17,466 14,399 11,671 4,611 1,506 676 0 0 0 : : : : Changes from: March 9, 2010 : : 0 216 0 0 0 216 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 46.0 28.4 23.4 19.0 7.5 2.4 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 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,998,434 : : Positions : : 839,193 505,459 89,977 1,007,077 381,149 558,442 49,955 737,853 138,295 68,608 218,815 : : : : Changes from: March 9, 2010 : : 20,343 16,973 2,679 286 14,269 -13,235 2,642 17,881 11,998 2,762 10,694 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 16.9 3.0 33.6 12.7 18.6 1.7 24.6 4.6 2.3 7.3 : : : : Number of Traders in Each Category Total Traders: 179 : : 78 70 9 20 25 26 12 37 13 10 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 995,798 : : Positions : : 196,392 282,620 413,716 140,134 133,883 53,508 138,634 63,408 42,800 146,658 86,196 : : : : Changes from: March 9, 2010 : : 9,545 1,553 2,210 -24,441 6,995 -460 2,232 1,185 -575 33,318 -7,021 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 28.4 41.5 14.1 13.4 5.4 13.9 6.4 4.3 14.7 8.7 : : : : Number of Traders in Each Category Total Traders: 91 : : 22 23 15 5 18 12 12 19 10 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 20,435 : : Positions : : 17,240 12,648 38 4,968 2,459 150 0 50 0 45 75 : : : : Changes from: March 9, 2010 : : 985 713 -40 92 -211 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 61.9 0.2 24.3 12.0 0.7 0.0 0.2 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 29 . 7 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 18,033 : : Positions : : 15,855 9,028 0 7,325 1,165 0 280 40 0 0 0 : : : : Changes from: March 9, 2010 : : 934 174 0 675 -95 -110 10 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 50.1 0.0 40.6 6.5 0.0 1.6 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 10,128 : : Positions : : 7,951 5,681 365 2,622 1,592 0 67 31 0 25 0 : : : : Changes from: March 9, 2010 : : 158 270 50 175 -60 0 -175 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 56.1 3.6 25.9 15.7 0.0 0.7 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . 6 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 9,252 : : Positions : : 6,986 5,789 779 2,554 715 0 0 0 345 0 0 : : : : Changes from: March 9, 2010 : : 744 594 261 526 -187 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 62.6 8.4 27.6 7.7 0.0 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 20 4 . 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 19, 2010