Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 3,868,776 : : Positions : :1,370,840 1,028,872 65,009 893,015 675,111 535,339 41,717 886,652 7,895 26,793 299,283 : : : : Changes from: March 23, 2010 : : -120,518 -22,897 13,977 -70,122 -12,130 -24,442 -8,721 28,109 -4,129 -34,152 -6,429 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 26.6 1.7 23.1 17.5 13.8 1.1 22.9 0.2 0.7 7.7 : : : : Number of Traders in Each Category Total Traders: 207 : : 91 83 11 23 32 21 17 35 17 19 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 956,495 : : Positions : : 99,430 114,801 147,186 81,451 107,693 161,092 223,755 244,312 24,146 42,010 96,115 : : : : Changes from: March 23, 2010 : : 4,182 3,611 -3,072 1,726 -8,583 7,528 -4,868 -5,530 -5,509 -546 -14,339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 12.0 15.4 8.5 11.3 16.8 23.4 25.5 2.5 4.4 10.0 : : : : Number of Traders in Each Category Total Traders: 281 : : 51 48 19 12 26 54 61 67 31 35 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 67,040 : : Positions : : 40,089 29,503 3,654 19,364 7,234 2,701 0 1,768 0 0 0 : : : : Changes from: March 23, 2010 : : 605 287 0 14 -14 186 0 -140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 44.0 5.5 28.9 10.8 4.0 0.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365B Open Interest is 42,523 : : Positions : : 21,936 14,068 2,025 12,713 5,914 5,103 0 2,040 0 0 0 : : : : Changes from: March 23, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 33.1 4.8 29.9 13.9 12.0 0.0 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 70,052 : : Positions : : 37,662 39,600 13,162 11,269 5,884 0 0 0 0 0 0 : : : : Changes from: March 23, 2010 : : 481 236 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 56.5 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 30, 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 80,825 : : Positions : : 47,792 37,552 13,366 32,107 6,652 0 0 0 0 0 0 : : : : Changes from: March 23, 2010 : : 399 0 8 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 46.5 16.5 39.7 8.2 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 30, 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 93,997 : : Positions : : 52,211 56,808 16,433 20,229 4,955 6,031 1,993 3,409 0 0 0 : : : : Changes from: March 23, 2010 : : 956 1,021 0 -856 856 158 859 -1,199 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 60.4 17.5 21.5 5.3 6.4 2.1 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 16 . 7 5 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 90,337 : : Positions : : 69,869 34,662 5,501 30,673 1,093 1,712 9,274 4,155 0 0 0 : : : : Changes from: March 23, 2010 : : 64 244 0 -360 240 -55 487 -154 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 38.4 6.1 34.0 1.2 1.9 10.3 4.6 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 30, 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 86,625 : : Positions : : 45,754 19,618 9,785 43,102 6,883 2,507 2,158 5,110 0 0 0 : : : : Changes from: March 23, 2010 : : 4,495 -505 -1,967 -55 1,441 -2,688 0 1,309 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 22.6 11.3 49.8 7.9 2.9 2.5 5.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 1,626,073 : : Positions : : 302,553 286,514 108,327 97,263 589,710 37,489 89,185 211,649 45,442 19,158 323,232 : : : : Changes from: March 23, 2010 : : -14,279 -24,165 2,309 -5,933 -25,814 -15,540 3,594 -52,896 -792 -1,308 -37,063 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 17.6 6.7 6.0 36.3 2.3 5.5 13.0 2.8 1.2 19.9 : : : : Number of Traders in Each Category Total Traders: 120 : : 37 37 8 15 22 22 12 24 21 . 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 17,789 : : Positions : : 3,362 4,746 186 841 195 4,145 2,305 6,032 2,221 1,912 881 : : : : Changes from: March 23, 2010 : : 288 504 9 -3 5 971 338 247 325 334 287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 26.7 1.0 4.7 1.1 23.3 13.0 33.9 12.5 10.7 5.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 5 . . . 4 6 7 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 87,946 : : Positions : : 57,458 60,912 27,262 22,570 244 0 0 0 0 0 0 : : : : Changes from: March 23, 2010 : : 1,868 780 0 1,178 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 69.3 31.0 25.7 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 194,796 : : Positions : : 114,542 129,996 43,043 33,019 18,313 5,068 2,796 5,393 0 0 0 : : : : Changes from: March 23, 2010 : : 608 2,060 844 428 278 1,041 -117 -539 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 66.7 22.1 17.0 9.4 2.6 1.4 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 28 8 4 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 138,471 : : Positions : : 66,710 77,414 41,335 36,899 11,842 2,416 3,420 1,559 0 0 0 : : : : Changes from: March 23, 2010 : : 741 614 -1,200 12 468 0 -156 93 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 55.9 29.9 26.6 8.6 1.7 2.5 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 30, 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 230,755 : : Positions : : 129,535 94,971 32,154 84,639 32,343 6,412 953 10,822 0 0 0 : : : : Changes from: March 23, 2010 : : 2,438 877 682 1,168 -312 -1,831 -730 190 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 41.2 13.9 36.7 14.0 2.8 0.4 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 30, 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 2,876,445 : : Positions : : 802,600 508,099 77,533 970,784 371,218 577,713 52,452 662,965 135,730 73,047 218,802 : : : : Changes from: March 23, 2010 : : -44,564 -24,145 -14,015 -30,721 -3,880 11,221 1,999 -44,750 3,270 9,678 -15,906 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 17.7 2.7 33.7 12.9 20.1 1.8 23.0 4.7 2.5 7.6 : : : : Number of Traders in Each Category Total Traders: 176 : : 78 71 8 21 26 22 12 36 13 9 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 955,604 : : Positions : : 189,152 289,319 400,024 152,998 131,505 54,633 115,390 68,939 37,045 124,693 70,107 : : : : Changes from: March 23, 2010 : : -16,310 7,016 75 13,853 -20,252 -4,032 -15,779 -12,614 4,548 -20,812 -29,860 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 30.3 41.9 16.0 13.8 5.7 12.1 7.2 3.9 13.0 7.3 : : : : Number of Traders in Each Category Total Traders: 84 : : 20 21 14 7 19 8 13 16 7 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 22,437 : : Positions : : 19,267 14,744 63 5,014 2,343 171 0 176 0 45 75 : : : : Changes from: March 23, 2010 : : 980 950 0 100 58 21 0 126 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 65.7 0.3 22.3 10.4 0.8 0.0 0.8 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 29 . 6 8 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 18,752 : : Positions : : 17,073 9,111 0 8,470 651 0 295 25 0 0 0 : : : : Changes from: March 23, 2010 : : 1,328 198 0 1,115 -417 0 15 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 48.6 0.0 45.2 3.5 0.0 1.6 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 0 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 10,966 : : Positions : : 8,556 6,662 236 2,117 1,944 0 57 41 0 25 0 : : : : Changes from: March 23, 2010 : : 290 446 -129 -275 152 0 -10 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 60.8 2.2 19.3 17.7 0.0 0.5 0.4 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 30, 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 9,163 : : Positions : : 6,761 5,924 473 1,943 962 0 0 0 465 0 0 : : : : Changes from: March 23, 2010 : : 135 230 -30 -5 45 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 64.7 5.2 21.2 10.5 0.0 0.0 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 19 . . 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 2, 2010