Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 4,142,564 : : Positions : :1,503,080 1,119,634 78,825 921,883 675,598 497,698 48,865 1,047,692 20,624 22,236 298,230 : : : : Changes from: April 13, 2010 : : 8,894 -8,600 7,409 22,530 -13,894 -10,548 2,531 80,247 6,192 660 -17,870 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 27.0 1.9 22.3 16.3 12.0 1.2 25.3 0.5 0.5 7.2 : : : : Number of Traders in Each Category Total Traders: 212 : : 98 88 12 23 33 22 16 35 22 15 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 1,025,997 : : Positions : : 105,419 106,249 165,429 81,260 121,897 156,060 249,145 266,882 22,910 39,591 107,235 : : : : Changes from: April 13, 2010 : : -996 -7,163 3,578 489 6,460 -1,535 9,700 4,404 1,417 -1,094 -1,321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 10.4 16.1 7.9 11.9 15.2 24.3 26.0 2.2 3.9 10.5 : : : : Number of Traders in Each Category Total Traders: 295 : : 60 53 22 12 30 50 62 68 35 37 58 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 63,805 : : Positions : : 36,152 27,419 4,062 18,554 6,794 2,911 0 1,770 0 0 0 : : : : Changes from: April 13, 2010 : : -332 30 0 72 0 434 0 14 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 43.0 6.4 29.1 10.6 4.6 0.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 40,779 : : Positions : : 24,499 12,927 2,483 11,238 5,216 196 1,238 3,270 0 0 0 : : : : Changes from: April 13, 2010 : : 3,069 15 0 0 0 -1,816 1,238 562 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 31.7 6.1 27.6 12.8 0.5 3.0 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 64,935 : : Positions : : 37,400 36,129 10,772 10,939 5,794 0 0 0 0 0 0 : : : : Changes from: April 13, 2010 : : 0 -728 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 55.6 16.6 16.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 76,760 : : Positions : : 45,286 35,413 12,962 30,727 6,442 0 0 0 0 0 0 : : : : Changes from: April 13, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 46.1 16.9 40.0 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 April 20, 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 92,763 : : Positions : : 54,187 55,885 15,705 18,321 4,347 3,258 2,411 5,594 0 0 0 : : : : Changes from: April 13, 2010 : : 453 2,082 0 0 0 841 -1,156 1,108 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 60.2 16.9 19.8 4.7 3.5 2.6 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 18 . 6 5 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 86,637 : : Positions : : 68,827 33,607 4,843 25,452 1,461 1,472 9,058 3,319 0 0 0 : : : : Changes from: April 13, 2010 : : -246 -753 0 589 0 0 -988 678 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 38.8 5.6 29.4 1.7 1.7 10.5 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 83,374 : : Positions : : 44,583 19,660 8,175 42,227 6,075 3,712 2,028 4,583 0 0 0 : : : : Changes from: April 13, 2010 : : 2,016 676 -1,460 210 0 182 0 38 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 23.6 9.8 50.6 7.3 4.5 2.4 5.5 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 April 20, 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 1,737,035 : : Positions : : 321,589 306,102 108,666 97,856 623,652 40,296 91,606 232,815 49,508 22,510 353,343 : : : : Changes from: April 13, 2010 : : 6,627 9,541 -2,013 1,246 12,794 7,270 -955 1,178 -2,720 -929 10,683 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 17.6 6.3 5.6 35.9 2.3 5.3 13.4 2.9 1.3 20.3 : : : : Number of Traders in Each Category Total Traders: 132 : : 38 37 8 15 22 23 17 30 21 9 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 25,988 : : Positions : : 4,840 6,858 95 1,036 244 6,711 4,381 8,999 2,389 1,794 1,774 : : : : Changes from: April 13, 2010 : : 801 1,222 -67 267 97 1,138 721 65 160 -149 413 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 26.4 0.4 4.0 0.9 25.8 16.9 34.6 9.2 6.9 6.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 5 . 4 . 5 6 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 81,710 : : Positions : : 52,898 57,686 26,062 20,050 244 0 0 0 0 0 0 : : : : Changes from: April 13, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 70.6 31.9 24.5 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 April 20, 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 190,585 : : Positions : : 116,393 128,307 40,404 32,169 16,981 4,394 2,976 5,433 0 0 0 : : : : Changes from: April 13, 2010 : : 3,232 2,468 308 62 0 -0 -360 228 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 67.3 21.2 16.9 8.9 2.3 1.6 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 26 8 4 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 132,986 : : Positions : : 63,941 75,072 39,867 35,173 11,110 2,160 2,993 1,644 0 0 0 : : : : Changes from: April 13, 2010 : : 775 824 62 0 -0 0 94 91 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 56.5 30.0 26.4 8.4 1.6 2.3 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 11 8 4 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 224,531 : : Positions : : 122,159 97,650 32,282 77,263 32,856 8,397 0 10,525 0 0 0 : : : : Changes from: April 13, 2010 : : -1,238 1,665 -403 -1,081 868 1,009 0 -9 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 43.5 14.4 34.4 14.6 3.7 0.0 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 5 10 10 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 2,976,590 : : Positions : : 836,906 522,754 78,199 968,371 394,123 572,531 52,003 710,639 128,550 85,494 227,675 : : : : Changes from: April 13, 2010 : : 13,556 -2,189 1,255 -20,620 7,073 -27,663 72 34,155 -10,184 512 5,922 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 17.6 2.6 32.5 13.2 19.2 1.7 23.9 4.3 2.9 7.6 : : : : Number of Traders in Each Category Total Traders: 177 : : 81 73 8 21 27 20 12 35 11 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 1,032,209 : : Positions : : 200,182 294,050 376,847 172,019 155,059 80,451 95,408 94,833 36,786 132,920 85,324 : : : : Changes from: April 13, 2010 : : 3,960 277 -13,126 995 3,120 561 -11,215 12,821 -1,847 -1,277 2,666 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 28.5 36.5 16.7 15.0 7.8 9.2 9.2 3.6 12.9 8.3 : : : : Number of Traders in Each Category Total Traders: 94 : : 24 24 14 7 18 10 12 17 10 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 21,587 : : Positions : : 18,807 13,706 97 5,493 2,039 0 42 122 0 45 75 : : : : Changes from: April 13, 2010 : : 704 236 -30 495 97 0 -65 -12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 63.5 0.4 25.4 9.4 0.0 0.2 0.6 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 27 . 7 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 18,389 : : Positions : : 16,808 9,883 0 7,408 593 0 280 25 0 0 0 : : : : Changes from: April 13, 2010 : : 270 350 0 -120 30 0 130 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 53.7 0.0 40.3 3.2 0.0 1.5 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 0 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 11,323 : : Positions : : 9,230 7,212 0 2,121 1,690 2 0 83 0 0 0 : : : : Changes from: April 13, 2010 : : 204 200 0 -108 19 2 -8 54 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 63.7 0.0 18.7 14.9 0.0 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 0 6 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 20, 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 9,582 : : Positions : : 7,637 7,274 492 1,266 712 0 0 0 430 0 0 : : : : Changes from: April 13, 2010 : : 795 620 -130 65 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 75.9 5.1 13.2 7.4 0.0 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 . 4 5 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 28, 2010