Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 3,899,020 : : Positions : :1,374,747 935,905 99,732 1,072,070 597,572 546,052 25,344 882,001 21,107 21,645 340,782 : : : : Changes from: February 2, 2010 : : 87,140 78,450 4,550 -3,942 11,089 2,618 5,413 53,750 -10,066 5,121 21,620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 24.0 2.6 27.5 15.3 14.0 0.7 22.6 0.5 0.6 8.7 : : : : Number of Traders in Each Category Total Traders: 203 : : 90 84 12 21 30 27 10 35 21 14 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 940,245 : : Positions : : 79,642 111,634 143,521 78,589 119,805 138,191 159,631 274,068 5,761 51,992 99,019 : : : : Changes from: February 2, 2010 : : -269 -1,329 -9,341 3,084 -6,015 3,786 -6,148 -1,644 -1,506 -4,910 8,612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 11.9 15.3 8.4 12.7 14.7 17.0 29.1 0.6 5.5 10.5 : : : : Number of Traders in Each Category Total Traders: 262 : : 49 45 18 16 29 46 44 63 23 47 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 65,181 : : Positions : : 46,651 29,790 3,821 17,974 6,858 1,700 0 2,283 0 0 0 : : : : Changes from: February 2, 2010 : : 1,239 1,263 1,712 0 0 -1,207 0 981 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 45.7 5.9 27.6 10.5 2.6 0.0 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 71,007 : : Positions : : 39,980 39,796 14,905 11,450 6,010 434 2,869 0 0 0 0 : : : : Changes from: February 2, 2010 : : 0 4,800 4,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 56.0 21.0 16.1 8.5 0.6 4.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 5 4 6 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 79,301 : : Positions : : 46,885 38,253 12,762 30,068 7,786 0 0 0 0 0 0 : : : : Changes from: February 2, 2010 : : 244 242 -455 0 182 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 48.2 16.1 37.9 9.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 94,708 : : Positions : : 57,620 63,114 16,729 22,560 3,736 5,574 0 2,867 0 0 0 : : : : Changes from: February 2, 2010 : : 310 -122 0 0 0 -463 0 287 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 66.6 17.7 23.8 3.9 5.9 0.0 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 22 . 7 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 94,795 : : Positions : : 79,945 40,059 6,479 32,029 845 0 10,483 2,749 0 0 0 : : : : Changes from: February 2, 2010 : : -1,064 721 0 -608 0 0 -1,177 246 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 42.3 6.8 33.8 0.9 0.0 11.1 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 86,858 : : Positions : : 44,642 22,280 12,604 45,469 6,211 7,396 2,759 3,401 0 0 0 : : : : Changes from: February 2, 2010 : : 399 -1,040 92 144 -116 -1,415 0 248 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 25.7 14.5 52.3 7.2 8.5 3.2 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 4 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,585,865 : : Positions : : 297,491 280,012 114,014 84,758 592,375 30,432 80,867 209,222 32,323 26,732 304,807 : : : : Changes from: February 2, 2010 : : 7,051 1,404 3,326 3,878 4,052 1,814 2,909 2,765 1,432 3,685 6,145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 17.7 7.2 5.3 37.4 1.9 5.1 13.2 2.0 1.7 19.2 : : : : Number of Traders in Each Category Total Traders: 134 : : 38 39 8 14 22 22 19 32 19 13 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 90,584 : : Positions : : 59,016 61,977 28,130 23,128 368 0 620 0 0 0 0 : : : : Changes from: February 2, 2010 : : 1,070 1,070 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 68.4 31.1 25.5 0.4 0.0 0.7 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 188,466 : : Positions : : 111,479 117,944 41,073 34,766 18,309 3,597 5,954 5,382 0 0 0 : : : : Changes from: February 2, 2010 : : -638 -572 -120 0 120 0 36 89 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 62.6 21.8 18.4 9.7 1.9 3.2 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 24 8 4 11 4 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 141,598 : : Positions : : 68,756 83,253 45,123 37,440 11,854 3,441 2,546 1,589 0 0 0 : : : : Changes from: February 2, 2010 : : 1,721 -763 -1,493 0 798 0 26 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 58.8 31.9 26.4 8.4 2.4 1.8 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 229,185 : : Positions : : 132,513 92,091 28,152 84,159 35,275 6,963 225 10,885 0 0 0 : : : : Changes from: February 2, 2010 : : -6,501 -324 794 -3,114 1,547 1,658 92 -392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 40.2 12.3 36.7 15.4 3.0 0.1 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 24 5 10 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035657 Open Interest is 63,555 : : Positions : : 22,604 29,672 17,311 14,581 12,111 4,036 1,389 679 0 0 0 : : : : Changes from: February 2, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 46.7 27.2 22.9 19.1 6.3 2.2 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,943,901 : : Positions : : 786,941 527,876 59,181 1,007,118 424,209 594,569 46,788 711,682 158,729 24,387 182,819 : : : : Changes from: February 2, 2010 : : 8,362 7,016 3,278 41,919 974 36,719 1,233 1,373 -2,566 -3,635 -14,597 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 17.9 2.0 34.2 14.4 20.2 1.6 24.2 5.4 0.8 6.2 : : : : Number of Traders in Each Category Total Traders: 181 : : 78 70 8 21 26 27 14 37 16 8 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 (2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 969,724 : : Positions : : 174,103 255,910 369,898 195,107 119,794 57,399 141,005 69,287 58,794 68,871 115,773 : : : : Changes from: February 2, 2010 : : -6,584 4,937 10,409 -915 4,724 -7,439 4,032 7,077 9,766 -1,260 7,218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 26.4 38.1 20.1 12.4 5.9 14.5 7.1 6.1 7.1 11.9 : : : : Number of Traders in Each Category Total Traders: 96 : : 21 20 15 6 19 13 10 18 16 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 22,174 : : Positions : : 17,613 13,268 267 5,091 3,412 476 0 80 79 45 75 : : : : Changes from: February 2, 2010 : : -2,488 -2,492 -135 -434 946 -133 0 8 79 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 59.8 1.2 23.0 15.4 2.1 0.0 0.4 0.4 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 27 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 15,900 : : Positions : : 13,850 7,608 50 6,947 1,305 45 0 25 0 0 0 : : : : Changes from: February 2, 2010 : : -221 -176 0 -10 96 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 47.8 0.3 43.7 8.2 0.3 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 8 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 11,364 : : Positions : : 8,631 7,414 187 1,343 2,141 0 139 237 0 0 0 : : : : Changes from: February 2, 2010 : : -5 110 50 0 -10 0 -20 18 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 65.2 1.6 11.8 18.8 0.0 1.2 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 8,549 : : Positions : : 6,081 5,890 825 1,556 799 0 0 0 380 0 0 : : : : Changes from: February 2, 2010 : : 197 15 -3 30 -3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 68.9 9.7 18.2 9.3 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 17 4 . 5 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 7, 2010