NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 3,899,020: 1,374,747 935,905 99,732 1,072,070 597,572 546,052 25,344 882,001 21,107 21,645 340,782: 37,027 23,701
Old : 3,899,020: 1,374,747 935,905 99,732 1,072,070 597,572 546,052 25,344 882,001 21,107 21,645 340,782: 37,027 23,701
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 175,259: 87,140 78,450 4,550 -3,942 11,089 2,618 5,413 53,750 -10,066 5,121 21,620: 4,558 3,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 24.0 2.6 27.5 15.3 14.0 0.7 22.6 0.5 0.6 8.7: 0.9 0.6
Old : 100.0: 35.3 24.0 2.6 27.5 15.3 14.0 0.7 22.6 0.5 0.6 8.7: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 203: 90 84 12 21 30 27 10 35 21 14 30:
Old : 203: 90 84 12 21 30 27 10 35 21 14 30:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 26.6 40.7 41.5 14.1 13.4 19.0 21.5
Old : 29.9 26.6 40.7 41.5 14.1 13.4 19.0 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(10,000 MMBTU'S) :
: : Positions :
All : 775,827: 72,128 104,561 165,125 15,912 72,596 71,970 169,508 238,226 5,422 58,711 74,086: 76,274 42,227
Old : 775,827: 72,128 104,561 165,125 15,912 72,596 71,970 169,508 238,226 5,422 58,711 74,086: 76,274 42,227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -6,846: -78 -1,364 -9,167 -1,496 -4,011 682 -4,999 -1,406 -286 -3,136 7,331: 89 2,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 13.5 21.3 2.1 9.4 9.3 21.8 30.7 0.7 7.6 9.5: 9.8 5.4
Old : 100.0: 9.3 13.5 21.3 2.1 9.4 9.3 21.8 30.7 0.7 7.6 9.5: 9.8 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 251: 47 39 19 15 29 44 43 60 19 45 53:
Old : 251: 47 39 19 15 29 44 43 60 19 45 53:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 33.9 35.2 44.8 13.2 18.3 18.5 23.2
Old : 23.3 33.9 35.2 44.8 13.2 18.3 18.5 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 65,181: 46,651 29,790 3,821 17,974 6,858 1,700 0 2,283 0 0 0: 3,868 8,276
Old : 65,181: 46,651 29,790 3,821 17,974 6,858 1,700 0 2,283 0 0 0: 3,868 8,276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 1,440: 1,239 1,263 1,712 0 0 -1,207 0 981 0 0 0: -1,285 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 45.7 5.9 27.6 10.5 2.6 0.0 3.5 0.0 0.0 0.0: 5.9 12.7
Old : 100.0: 71.6 45.7 5.9 27.6 10.5 2.6 0.0 3.5 0.0 0.0 0.0: 5.9 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 16 . 4 5 . 0 . 0 0 0:
Old : 27: 17 16 . 4 5 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 46.4 68.2 66.4 43.8 37.8 54.3 46.8
Old : 49.3 46.4 68.2 66.4 43.8 37.8 54.3 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 71,007: 39,980 39,796 14,905 11,450 6,010 434 2,869 0 0 0 0: 9,678 10,882
Old : 71,007: 39,980 39,796 14,905 11,450 6,010 434 2,869 0 0 0 0: 9,678 10,882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 4,800: 0 4,800 4,800 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 56.0 21.0 16.1 8.5 0.6 4.0 0.0 0.0 0.0 0.0: 13.6 15.3
Old : 100.0: 56.3 56.0 21.0 16.1 8.5 0.6 4.0 0.0 0.0 0.0 0.0: 13.6 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 17 5 4 6 . . 0 0 0 0:
Old : 30: 15 17 5 4 6 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 38.2 57.5 54.8 29.2 33.6 43.1 45.8
Old : 37.1 38.2 57.5 54.8 29.2 33.6 43.1 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 79,301: 46,885 38,253 12,762 30,068 7,786 0 0 0 0 0 0: 11,868 3,194
Old : 79,301: 46,885 38,253 12,762 30,068 7,786 0 0 0 0 0 0: 11,868 3,194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 424: 244 242 -455 0 182 0 0 0 0 0 0: 453 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 48.2 16.1 37.9 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 4.0
Old : 100.0: 59.1 48.2 16.1 37.9 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 15.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 15 . 5 6 0 0 0 0 0 0:
Old : 23: 14 15 . 5 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 52.5 63.8 73.3 40.6 47.5 54.8 62.9
Old : 44.1 52.5 63.8 73.3 40.6 47.5 54.8 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 94,708: 57,620 63,114 16,729 22,560 3,736 5,574 0 2,867 0 0 0: 8,182 2,431
Old : 94,708: 57,620 63,114 16,729 22,560 3,736 5,574 0 2,867 0 0 0: 8,182 2,431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 165: 310 -122 0 0 0 -463 0 287 0 0 0: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 66.6 17.7 23.8 3.9 5.9 0.0 3.0 0.0 0.0 0.0: 8.6 2.6
Old : 100.0: 60.8 66.6 17.7 23.8 3.9 5.9 0.0 3.0 0.0 0.0 0.0: 8.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 22 . 7 4 . 0 . 0 0 0:
Old : 38: 20 22 . 7 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 47.0 63.3 63.9 39.5 44.3 56.8 60.7
Old : 43.6 47.0 63.3 63.9 39.5 44.3 56.8 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 94,795: 79,945 40,059 6,479 32,029 845 0 10,483 2,749 0 0 0: 4,777 8,630
Old : 94,795: 79,945 40,059 6,479 32,029 845 0 10,483 2,749 0 0 0: 4,777 8,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -818: -1,064 721 0 -608 0 0 -1,177 246 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 42.3 6.8 33.8 0.9 0.0 11.1 2.9 0.0 0.0 0.0: 5.0 9.1
Old : 100.0: 84.3 42.3 6.8 33.8 0.9 0.0 11.1 2.9 0.0 0.0 0.0: 5.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 15 . 6 . 0 . . 0 0 0:
Old : 30: 14 15 . 6 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 35.7 83.4 56.1 61.3 34.3 74.6 54.4
Old : 65.8 35.7 83.4 56.1 61.3 34.3 74.6 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 86,858: 44,642 22,280 12,604 45,469 6,211 7,396 2,759 3,401 0 0 0: 12,604 6,738
Old : 86,858: 44,642 22,280 12,604 45,469 6,211 7,396 2,759 3,401 0 0 0: 12,604 6,738
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -764: 399 -1,040 92 144 -116 -1,415 0 248 0 0 0: 28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 25.7 14.5 52.3 7.2 8.5 3.2 3.9 0.0 0.0 0.0: 14.5 7.8
Old : 100.0: 51.4 25.7 14.5 52.3 7.2 8.5 3.2 3.9 0.0 0.0 0.0: 14.5 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 14 4 6 4 . . . 0 0 0:
Old : 31: 16 14 4 6 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 47.7 58.8 66.5 33.4 46.6 52.1 62.0
Old : 37.1 47.7 58.8 66.5 33.4 46.6 52.1 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 90,584: 59,016 61,977 28,130 23,128 368 0 620 0 0 0 0: 3,070 4,491
Old : 90,584: 59,016 61,977 28,130 23,128 368 0 620 0 0 0 0: 3,070 4,491
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 1,070: 1,070 1,070 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 68.4 31.1 25.5 0.4 0.0 0.7 0.0 0.0 0.0 0.0: 3.4 5.0
Old : 100.0: 65.2 68.4 31.1 25.5 0.4 0.0 0.7 0.0 0.0 0.0 0.0: 3.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 12 . 5 . 0 . 0 0 0 0:
Old : 24: 13 12 . 5 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 56.4 86.2 76.1 60.0 51.8 72.9 66.6
Old : 69.0 56.4 86.2 76.1 60.0 51.8 72.9 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 188,466: 111,479 117,944 41,073 34,766 18,309 3,597 5,954 5,382 0 0 0: 8,626 6,111
Old : 188,466: 111,479 117,944 41,073 34,766 18,309 3,597 5,954 5,382 0 0 0: 8,626 6,111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -549: -638 -572 -120 0 120 0 36 89 0 0 0: 0 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 62.6 21.8 18.4 9.7 1.9 3.2 2.9 0.0 0.0 0.0: 4.6 3.2
Old : 100.0: 59.2 62.6 21.8 18.4 9.7 1.9 3.2 2.9 0.0 0.0 0.0: 4.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 27 24 8 4 11 4 4 5 0 0 0:
Old : 50: 27 24 8 4 11 4 4 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 46.8 55.2 62.7 30.4 45.3 42.1 53.8
Old : 34.8 46.8 55.2 62.7 30.4 45.3 42.1 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 138,885: 66,787 82,337 44,884 37,440 11,854 3,441 750 1,589 0 0 0: 10,330 4,915
Old : 138,885: 66,787 82,337 44,884 37,440 11,854 3,441 750 1,589 0 0 0: 10,330 4,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 869: 1,828 -580 -1,492 0 798 0 60 -20 0 0 0: -245 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 59.3 32.3 27.0 8.5 2.5 0.5 1.1 0.0 0.0 0.0: 7.4 3.5
Old : 100.0: 48.1 59.3 32.3 27.0 8.5 2.5 0.5 1.1 0.0 0.0 0.0: 7.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 15 14 7 5 9 . . . 0 0 0:
Old : 35: 15 14 7 5 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 51.4 67.8 76.5 43.8 51.1 58.0 72.8
Old : 50.9 51.4 67.8 76.5 43.8 51.1 58.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 229,185: 132,513 92,091 28,152 84,159 35,275 6,963 225 10,885 0 0 0: 15,397 6,550
Old : 229,185: 132,513 92,091 28,152 84,159 35,275 6,963 225 10,885 0 0 0: 15,397 6,550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -1,977: -6,501 -324 794 -3,114 1,547 1,658 92 -392 0 0 0: 917 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 40.2 12.3 36.7 15.4 3.0 0.1 4.7 0.0 0.0 0.0: 6.7 2.9
Old : 100.0: 57.8 40.2 12.3 36.7 15.4 3.0 0.1 4.7 0.0 0.0 0.0: 6.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 24 5 10 10 . . . 0 0 0:
Old : 44: 24 24 5 10 10 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 31.5 53.6 55.3 32.2 28.3 43.8 44.9
Old : 37.1 31.5 53.6 55.3 32.2 28.3 43.8 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 2,943,901: 786,941 527,876 59,181 1,007,118 424,209 594,569 46,788 711,682 158,729 24,387 182,819: 25,771 19,022
Old : 2,943,901: 786,941 527,876 59,181 1,007,118 424,209 594,569 46,788 711,682 158,729 24,387 182,819: 25,771 19,022
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 33,841: 8,362 7,016 3,278 41,919 974 36,719 1,233 1,373 -2,566 -3,635 -14,597: 298 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 17.9 2.0 34.2 14.4 20.2 1.6 24.2 5.4 0.8 6.2: 0.9 0.6
Old : 100.0: 26.7 17.9 2.0 34.2 14.4 20.2 1.6 24.2 5.4 0.8 6.2: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 181: 78 70 8 21 26 27 14 37 16 8 23:
Old : 181: 78 70 8 21 26 27 14 37 16 8 23:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 33.7 45.5 46.2 19.6 21.6 26.2 30.5
Old : 33.2 33.7 45.5 46.2 19.6 21.6 26.2 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 969,724: 174,103 255,910 369,898 195,107 119,794 57,399 141,005 69,287 58,794 68,871 115,773: 4,676 3,977
Old : 969,724: 174,103 255,910 369,898 195,107 119,794 57,399 141,005 69,287 58,794 68,871 115,773: 4,676 3,977
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 25,234: -6,584 4,937 10,409 -915 4,724 -7,439 4,032 7,077 9,766 -1,260 7,218: 63 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 26.4 38.1 20.1 12.4 5.9 14.5 7.1 6.1 7.1 11.9: 0.5 0.4
Old : 100.0: 18.0 26.4 38.1 20.1 12.4 5.9 14.5 7.1 6.1 7.1 11.9: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 96: 21 20 15 6 19 13 10 18 16 13 22:
Old : 96: 21 20 15 6 19 13 10 18 16 13 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 38.6 53.3 60.0 31.2 33.0 42.7 46.9
Old : 37.7 38.6 53.3 60.0 31.2 33.0 42.7 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 22,174: 17,613 13,268 267 5,091 3,412 476 0 80 79 45 75: 172 203
Old : 22,174: 17,613 13,268 267 5,091 3,412 476 0 80 79 45 75: 172 203
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -1,989: -2,488 -2,492 -135 -434 946 -133 0 8 79 0 0: -266 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 59.8 1.2 23.0 15.4 2.1 0.0 0.4 0.4 0.2 0.3: 0.8 0.9
Old : 100.0: 79.4 59.8 1.2 23.0 15.4 2.1 0.0 0.4 0.4 0.2 0.3: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 28 27 . 5 6 . 0 . . . .:
Old : 45: 28 27 . 5 6 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 44.2 61.4 67.9 29.8 35.7 44.1 50.4
Old : 41.2 44.2 61.4 67.9 29.8 35.7 44.1 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 15,900: 13,850 7,608 50 6,947 1,305 45 0 25 0 0 0: 625 15
Old : 15,900: 13,850 7,608 50 6,947 1,305 45 0 25 0 0 0: 625 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -75: -221 -176 0 -10 96 0 0 0 0 0 0: 50 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 47.8 0.3 43.7 8.2 0.3 0.0 0.2 0.0 0.0 0.0: 3.9 0.1
Old : 100.0: 87.1 47.8 0.3 43.7 8.2 0.3 0.0 0.2 0.0 0.0 0.0: 3.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 9 . 8 . . 0 . 0 0 0:
Old : 23: 11 9 . 8 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 65.5 84.6 91.7 52.6 56.7 63.4 66.8
Old : 62.4 65.5 84.6 91.7 52.6 56.7 63.4 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 11,364: 8,631 7,414 187 1,343 2,141 0 139 237 0 0 0: 168 90
Old : 11,364: 8,631 7,414 187 1,343 2,141 0 139 237 0 0 0: 168 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 83: -5 110 50 0 -10 0 -20 18 0 0 0: 30 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 65.2 1.6 11.8 18.8 0.0 1.2 2.1 0.0 0.0 0.0: 1.5 0.8
Old : 100.0: 76.0 65.2 1.6 11.8 18.8 0.0 1.2 2.1 0.0 0.0 0.0: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 17 . 4 5 0 . . 0 0 0:
Old : 26: 14 17 . 4 5 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 49.0 81.0 72.0 45.7 26.8 48.8 39.9
Old : 60.7 49.0 81.0 72.0 45.7 26.8 48.8 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,549: 6,081 5,890 825 1,556 799 0 0 0 380 0 0: 464 304
Old : 8,549: 6,081 5,890 825 1,556 799 0 0 0 380 0 0: 464 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 112: 197 15 -3 30 -3 0 0 0 0 0 0: -79 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 68.9 9.7 18.2 9.3 0.0 0.0 0.0 4.4 0.0 0.0: 5.4 3.6
Old : 100.0: 71.1 68.9 9.7 18.2 9.3 0.0 0.0 0.0 4.4 0.0 0.0: 5.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 17 4 . 5 0 0 0 . 0 0:
Old : 34: 24 17 4 . 5 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 52.2 52.3 73.3 26.8 43.7 39.9 52.7
Old : 33.6 52.2 52.3 73.3 26.8 43.7 39.9 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2010