Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 3,994,477 : : Positions : :1,491,358 1,051,769 51,032 963,137 687,241 559,781 50,438 858,543 12,024 60,945 305,712 : : : : Changes from: March 16, 2010 : : 63,164 43,707 1,989 -11,465 2,460 -47,541 5,695 30,932 8,539 -8,686 11,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 26.3 1.3 24.1 17.2 14.0 1.3 21.5 0.3 1.5 7.7 : : : : Number of Traders in Each Category Total Traders: 211 : : 94 86 12 23 32 20 18 35 18 21 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 987,289 : : Positions : : 95,248 111,190 150,259 79,725 116,276 153,564 228,622 249,843 29,655 42,557 110,455 : : : : Changes from: March 16, 2010 : : 3,376 -136 -4,430 434 -2,237 2,221 1,542 -34,082 5,635 4,721 7,808 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 11.3 15.2 8.1 11.8 15.6 23.2 25.3 3.0 4.3 11.2 : : : : Number of Traders in Each Category Total Traders: 292 : : 50 47 20 13 28 52 65 69 34 37 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 66,707 : : Positions : : 39,484 29,216 3,654 19,350 7,248 2,515 0 1,908 0 0 0 : : : : Changes from: March 16, 2010 : : -125 31 0 12 0 108 0 -329 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 43.8 5.5 29.0 10.9 3.8 0.0 2.9 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 23, 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 69,640 : : Positions : : 37,181 39,364 13,162 11,269 5,884 0 0 0 0 0 0 : : : : Changes from: March 16, 2010 : : -206 16 16 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 56.5 18.9 16.2 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 23, 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 80,418 : : Positions : : 47,393 37,552 13,358 32,107 6,652 0 0 0 0 0 0 : : : : Changes from: March 16, 2010 : : 360 394 -118 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 46.7 16.6 39.9 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 23, 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 93,202 : : Positions : : 51,255 55,787 16,433 21,085 4,099 5,873 1,134 4,608 0 0 0 : : : : Changes from: March 16, 2010 : : 3,350 384 10 0 0 -606 -302 1,595 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 59.9 17.6 22.6 4.4 6.3 1.2 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 17 . 7 5 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 89,880 : : Positions : : 69,805 34,418 5,501 31,033 853 1,767 8,787 4,309 0 0 0 : : : : Changes from: March 16, 2010 : : -4,769 -1,161 214 0 0 1,767 -1,807 1,339 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 38.3 6.1 34.5 0.9 2.0 9.8 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 84,067 : : Positions : : 41,259 20,123 11,752 43,157 5,442 5,195 2,158 3,801 0 0 0 : : : : Changes from: March 16, 2010 : : -371 222 0 0 0 -42 0 58 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 23.9 14.0 51.3 6.5 6.2 2.6 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 4 5 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 1,769,575 : : Positions : : 316,832 310,679 106,018 103,196 615,524 53,030 85,591 264,545 46,234 20,466 360,295 : : : : Changes from: March 16, 2010 : : 13,419 15,875 1,614 3,503 16,714 7,185 2,618 25,566 -1,838 -2,113 31,594 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 17.6 6.0 5.8 34.8 3.0 4.8 14.9 2.6 1.2 20.4 : : : : Number of Traders in Each Category Total Traders: 136 : : 42 41 9 15 24 27 14 31 20 8 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 15,825 : : Positions : : 3,073 4,242 178 844 189 3,174 1,967 5,785 1,896 1,578 594 : : : : Changes from: March 16, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 26.8 1.1 5.3 1.2 20.1 12.4 36.6 12.0 10.0 3.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 5 . . . 4 5 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 85,856 : : Positions : : 55,590 60,132 27,262 21,392 244 0 0 0 0 0 0 : : : : Changes from: March 16, 2010 : : 1,712 1,712 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 70.0 31.8 24.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 192,594 : : Positions : : 113,933 127,936 42,199 32,591 18,035 4,027 2,913 5,932 0 0 0 : : : : Changes from: March 16, 2010 : : 319 106 31 0 90 390 0 -140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 66.4 21.9 16.9 9.4 2.1 1.5 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 27 8 4 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 137,405 : : Positions : : 65,969 76,800 42,535 36,887 11,374 2,416 3,576 1,466 0 0 0 : : : : Changes from: March 16, 2010 : : 129 189 0 0 0 0 -253 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 55.9 31.0 26.8 8.3 1.8 2.6 1.1 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 23, 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 229,540 : : Positions : : 127,097 94,094 31,472 83,471 32,655 8,243 1,683 10,632 0 0 0 : : : : Changes from: March 16, 2010 : : 60 -1,088 358 2,620 -2,188 866 167 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 41.0 13.7 36.4 14.2 3.6 0.7 4.6 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 23, 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 2,983,492 : : Positions : : 847,164 532,244 91,548 1,001,505 375,098 566,492 50,453 707,715 132,460 63,369 234,708 : : : : Changes from: March 16, 2010 : : 7,971 26,785 1,571 -5,572 -6,051 8,050 498 -30,138 -5,835 -5,239 15,893 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 17.8 3.1 33.6 12.6 19.0 1.7 23.7 4.4 2.1 7.9 : : : : Number of Traders in Each Category Total Traders: 185 : : 84 73 9 20 25 29 11 36 12 11 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 1,034,914 : : Positions : : 205,462 282,303 399,949 139,145 151,757 58,665 131,169 81,553 32,497 145,505 99,967 : : : : Changes from: March 16, 2010 : : 9,070 -317 -13,767 -989 17,874 5,157 -7,465 18,145 -10,303 -1,153 13,771 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 27.3 38.6 13.4 14.7 5.7 12.7 7.9 3.1 14.1 9.7 : : : : Number of Traders in Each Category Total Traders: 94 : : 22 23 15 6 19 10 14 18 7 17 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 21,333 : : Positions : : 18,287 13,794 63 4,914 2,285 150 0 50 0 45 75 : : : : Changes from: March 16, 2010 : : 1,047 1,146 25 -54 -174 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 64.7 0.3 23.0 10.7 0.7 0.0 0.2 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 29 . 5 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 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 17,856 : : Positions : : 15,745 8,913 0 7,355 1,068 0 280 40 0 0 0 : : : : Changes from: March 16, 2010 : : -110 -115 0 30 -97 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 49.9 0.0 41.2 6.0 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 23, 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 10,643 : : Positions : : 8,266 6,216 365 2,392 1,792 0 67 31 0 25 0 : : : : Changes from: March 16, 2010 : : 315 535 0 -230 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 58.4 3.4 22.5 16.8 0.0 0.6 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 23, 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 8,893 : : Positions : : 6,626 5,694 503 1,948 917 0 0 0 345 0 0 : : : : Changes from: March 16, 2010 : : -360 -95 -276 -606 202 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 64.0 5.7 21.9 10.3 0.0 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 19 . . 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 26, 2010