NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 4,142,564: 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: 20,817 8,426
Old : 4,142,564: 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: 20,817 8,426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 56,252: 8,894 -8,600 7,409 22,530 -13,894 -10,548 2,531 80,247 6,192 660 -17,870: -4,178 -9,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 27.0 1.9 22.3 16.3 12.0 1.2 25.3 0.5 0.5 7.2: 0.5 0.2
Old : 100.0: 36.3 27.0 1.9 22.3 16.3 12.0 1.2 25.3 0.5 0.5 7.2: 0.5 0.2
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 : 212: 98 88 12 23 33 22 16 35 22 15 36:
Old : 212: 98 88 12 23 33 22 16 35 22 15 36:
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 : 28.5 23.2 43.5 38.4 12.2 12.6 17.7 18.6
Old : 28.5 23.2 43.5 38.4 12.2 12.6 17.7 18.6
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, April 20, 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 10,000 MMBTU'S) :
: : Positions :
All : 879,380: 100,193 99,845 188,083 8,998 87,253 81,916 261,454 242,306 23,714 49,331 80,509: 75,406 49,684
Old : 879,380: 100,193 99,845 188,083 8,998 87,253 81,916 261,454 242,306 23,714 49,331 80,509: 75,406 49,684
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 11,012: -1,040 -6,996 3,802 -1,136 6,964 -3,600 9,884 5,008 1,291 -2,350 -1,902: 489 1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 11.4 21.4 1.0 9.9 9.3 29.7 27.6 2.7 5.6 9.2: 8.6 5.6
Old : 100.0: 11.4 11.4 21.4 1.0 9.9 9.3 29.7 27.6 2.7 5.6 9.2: 8.6 5.6
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 : 282: 59 47 23 11 30 46 63 64 29 33 49:
Old : 282: 59 47 23 11 30 46 63 64 29 33 49:
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 : 19.0 30.8 30.5 42.1 12.0 20.5 17.8 27.3
Old : 19.0 30.8 30.5 42.1 12.0 20.5 17.8 27.3
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 63,805: 36,152 27,419 4,062 18,554 6,794 2,911 0 1,770 0 0 0: 12,116 9,268
Old : 63,805: 36,152 27,419 4,062 18,554 6,794 2,911 0 1,770 0 0 0: 12,116 9,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 116: -332 30 0 72 0 434 0 14 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 43.0 6.4 29.1 10.6 4.6 0.0 2.8 0.0 0.0 0.0: 19.0 14.5
Old : 100.0: 56.7 43.0 6.4 29.1 10.6 4.6 0.0 2.8 0.0 0.0 0.0: 19.0 14.5
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 : 26: 17 15 . 4 5 . 0 . 0 0 0:
Old : 26: 17 15 . 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 : 44.2 45.8 59.5 66.7 36.8 37.2 45.3 46.8
Old : 44.2 45.8 59.5 66.7 36.8 37.2 45.3 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Disaggregated Commitments of Traders - Futures Only, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 40,779: 24,499 12,927 2,483 11,238 5,216 196 1,238 3,270 0 0 0: 5,115 6,890
Old : 40,779: 24,499 12,927 2,483 11,238 5,216 196 1,238 3,270 0 0 0: 5,115 6,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,815: 3,069 15 0 0 0 -1,816 1,238 562 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 31.7 6.1 27.6 12.8 0.5 3.0 8.0 0.0 0.0 0.0: 12.5 16.9
Old : 100.0: 60.1 31.7 6.1 27.6 12.8 0.5 3.0 8.0 0.0 0.0 0.0: 12.5 16.9
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 : 20: 8 8 . 4 4 . . . 0 0 0:
Old : 20: 8 8 . 4 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 : 50.2 38.3 76.6 59.6 42.0 32.2 53.4 44.9
Old : 50.2 38.3 76.6 59.6 42.0 32.2 53.4 44.9
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 64,935: 37,400 36,129 10,772 10,939 5,794 0 0 0 0 0 0: 10,969 12,073
Old : 64,935: 37,400 36,129 10,772 10,939 5,794 0 0 0 0 0 0: 10,969 12,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 0: 0 -728 0 0 0 0 0 0 0 0 0: 0 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 55.6 16.6 16.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 16.9 18.6
Old : 100.0: 57.6 55.6 16.6 16.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 16.9 18.6
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 : 24: 13 15 . 4 4 0 0 0 0 0 0:
Old : 24: 13 15 . 4 4 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 : 36.1 42.5 58.9 59.5 28.8 37.7 42.6 50.4
Old : 36.1 42.5 58.9 59.5 28.8 37.7 42.6 50.4
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 76,760: 45,286 35,413 12,962 30,727 6,442 0 0 0 0 0 0: 12,070 4,178
Old : 76,760: 45,286 35,413 12,962 30,727 6,442 0 0 0 0 0 0: 12,070 4,178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 46.1 16.9 40.0 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 15.7 5.4
Old : 100.0: 59.0 46.1 16.9 40.0 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 15.7 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 : 22: 13 13 . 5 4 0 0 0 0 0 0:
Old : 22: 13 13 . 5 4 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 : 45.7 54.0 65.6 73.6 41.3 49.3 55.5 65.0
Old : 45.7 54.0 65.6 73.6 41.3 49.3 55.5 65.0
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 92,763: 54,187 55,885 15,705 18,321 4,347 3,258 2,411 5,594 0 0 0: 9,672 6,205
Old : 92,763: 54,187 55,885 15,705 18,321 4,347 3,258 2,411 5,594 0 0 0: 9,672 6,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 2,312: 453 2,082 0 0 0 841 -1,156 1,108 0 0 0: -90 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 60.2 16.9 19.8 4.7 3.5 2.6 6.0 0.0 0.0 0.0: 10.4 6.7
Old : 100.0: 58.4 60.2 16.9 19.8 4.7 3.5 2.6 6.0 0.0 0.0 0.0: 10.4 6.7
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 : 34: 14 18 . 6 5 . . 4 0 0 0:
Old : 34: 14 18 . 6 5 . . 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 : 43.6 43.4 64.3 58.6 39.1 42.0 56.6 56.4
Old : 43.6 43.4 64.3 58.6 39.1 42.0 56.6 56.4
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 86,637: 68,827 33,607 4,843 25,452 1,461 1,472 9,058 3,319 0 0 0: 6,715 13,740
Old : 86,637: 68,827 33,607 4,843 25,452 1,461 1,472 9,058 3,319 0 0 0: 6,715 13,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 432: -246 -753 0 589 0 0 -988 678 0 0 0: 0 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 38.8 5.6 29.4 1.7 1.7 10.5 3.8 0.0 0.0 0.0: 7.8 15.9
Old : 100.0: 79.4 38.8 5.6 29.4 1.7 1.7 10.5 3.8 0.0 0.0 0.0: 7.8 15.9
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 : 26: 10 14 . 6 . . . . 0 0 0:
Old : 26: 10 14 . 6 . . . . 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 : 62.1 40.0 81.0 57.4 59.2 38.6 71.5 55.7
Old : 62.1 40.0 81.0 57.4 59.2 38.6 71.5 55.7
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 83,374: 44,583 19,660 8,175 42,227 6,075 3,712 2,028 4,583 0 0 0: 16,246 8,801
Old : 83,374: 44,583 19,660 8,175 42,227 6,075 3,712 2,028 4,583 0 0 0: 16,246 8,801
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 962: 2,016 676 -1,460 210 0 182 0 38 0 0 0: 186 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 23.6 9.8 50.6 7.3 4.5 2.4 5.5 0.0 0.0 0.0: 19.5 10.6
Old : 100.0: 53.5 23.6 9.8 50.6 7.3 4.5 2.4 5.5 0.0 0.0 0.0: 19.5 10.6
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 : 26: 13 11 . 6 4 . . . 0 0 0:
Old : 26: 13 11 . 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 : 36.0 46.1 61.4 63.6 30.3 45.8 49.5 61.3
Old : 36.0 46.1 61.4 63.6 30.3 45.8 49.5 61.3
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 81,710: 52,898 57,686 26,062 20,050 244 0 0 0 0 0 0: 2,506 3,730
Old : 81,710: 52,898 57,686 26,062 20,050 244 0 0 0 0 0 0: 2,506 3,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 70.6 31.9 24.5 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 4.6
Old : 100.0: 64.7 70.6 31.9 24.5 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 4.6
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 : 23: 13 11 . 5 . 0 0 0 0 0 0:
Old : 23: 13 11 . 5 . 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 : 68.1 51.1 83.9 75.1 56.3 47.1 68.9 63.9
Old : 68.1 51.1 83.9 75.1 56.3 47.1 68.9 63.9
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 169,809: 95,618 107,531 40,404 32,169 16,981 4,394 2,976 5,433 0 0 0: 6,979 4,719
Old : 169,809: 95,618 107,531 40,404 32,169 16,981 4,394 2,976 5,433 0 0 0: 6,979 4,719
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 352: 1,186 422 308 62 0 0 -360 228 0 0 0: -1,370 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 63.3 23.8 18.9 10.0 2.6 1.8 3.2 0.0 0.0 0.0: 4.1 2.8
Old : 100.0: 56.3 63.3 23.8 18.9 10.0 2.6 1.8 3.2 0.0 0.0 0.0: 4.1 2.8
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 : 45: 25 25 8 4 10 4 . 4 0 0 0:
Old : 45: 25 25 8 4 10 4 . 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 : 32.9 45.0 52.1 61.0 26.7 42.3 38.3 50.4
Old : 32.9 45.0 52.1 61.0 26.7 42.3 38.3 50.4
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 130,976: 62,368 73,981 39,867 35,173 11,110 2,160 2,075 1,644 0 0 0: 13,827 6,993
Old : 130,976: 62,368 73,981 39,867 35,173 11,110 2,160 2,075 1,644 0 0 0: 13,827 6,993
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 244: 153 0 62 0 0 0 -33 91 0 0 0: -62 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 56.5 30.4 26.9 8.5 1.6 1.6 1.3 0.0 0.0 0.0: 10.6 5.3
Old : 100.0: 47.6 56.5 30.4 26.9 8.5 1.6 1.6 1.3 0.0 0.0 0.0: 10.6 5.3
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: 12 10 8 4 8 . . . 0 0 0:
Old : 30: 12 10 8 4 8 . . . 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 : 52.5 49.9 67.2 75.8 44.9 49.4 56.7 71.3
Old : 52.5 49.9 67.2 75.8 44.9 49.4 56.7 71.3
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 224,531: 122,159 97,650 32,282 77,263 32,856 8,397 0 10,525 0 0 0: 18,312 6,237
Old : 224,531: 122,159 97,650 32,282 77,263 32,856 8,397 0 10,525 0 0 0: 18,312 6,237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 470: -1,238 1,665 -403 -1,081 868 1,009 0 -9 0 0 0: 243 -973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 43.5 14.4 34.4 14.6 3.7 0.0 4.7 0.0 0.0 0.0: 8.2 2.8
Old : 100.0: 54.4 43.5 14.4 34.4 14.6 3.7 0.0 4.7 0.0 0.0 0.0: 8.2 2.8
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 : 41: 21 22 5 10 10 . 0 . 0 0 0:
Old : 41: 21 22 5 10 10 . 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 : 34.5 29.2 54.0 52.7 25.9 25.4 37.3 42.9
Old : 34.5 29.2 54.0 52.7 25.9 25.4 37.3 42.9
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 2,976,590: 836,906 522,754 78,199 968,371 394,123 572,531 52,003 710,639 128,550 85,494 227,675: 27,967 15,531
Old : 2,976,590: 836,906 522,754 78,199 968,371 394,123 572,531 52,003 710,639 128,550 85,494 227,675: 27,967 15,531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 25,601: 13,556 -2,189 1,255 -20,620 7,073 -27,663 72 34,155 -10,184 512 5,922: 1,487 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 17.6 2.6 32.5 13.2 19.2 1.7 23.9 4.3 2.9 7.6: 0.9 0.5
Old : 100.0: 28.1 17.6 2.6 32.5 13.2 19.2 1.7 23.9 4.3 2.9 7.6: 0.9 0.5
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 : 177: 81 73 8 21 27 20 12 35 11 13 21:
Old : 177: 81 73 8 21 27 20 12 35 11 13 21:
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 : 33.7 34.1 45.6 46.7 17.9 21.3 25.2 29.1
Old : 33.7 34.1 45.6 46.7 17.9 21.3 25.2 29.1
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, April 20, 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 2,500 MMBTU'S) :
: : Positions :
All : 1,032,209: 200,182 294,050 376,847 172,019 155,059 80,451 95,408 94,833 36,786 132,920 85,324: 2,727 2,596
Old : 1,032,209: 200,182 294,050 376,847 172,019 155,059 80,451 95,408 94,833 36,786 132,920 85,324: 2,727 2,596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 6,026: 3,960 277 -13,126 995 3,120 561 -11,215 12,821 -1,847 -1,277 2,666: -2,129 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 28.5 36.5 16.7 15.0 7.8 9.2 9.2 3.6 12.9 8.3: 0.3 0.3
Old : 100.0: 19.4 28.5 36.5 16.7 15.0 7.8 9.2 9.2 3.6 12.9 8.3: 0.3 0.3
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 : 94: 24 24 14 7 18 10 12 17 10 15 22:
Old : 94: 24 24 14 7 18 10 12 17 10 15 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 : 38.8 38.3 53.5 57.4 33.5 32.7 45.2 43.4
Old : 38.8 38.3 53.5 57.4 33.5 32.7 45.2 43.4
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, April 20, 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 : 21,587: 18,807 13,706 97 5,493 2,039 0 42 122 0 45 75: 447 65
Old : 21,587: 18,807 13,706 97 5,493 2,039 0 42 122 0 45 75: 447 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 773: 704 236 -30 495 97 0 -65 -12 0 0 0: 14 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 63.5 0.4 25.4 9.4 0.0 0.2 0.6 0.0 0.2 0.3: 2.1 0.3
Old : 100.0: 87.1 63.5 0.4 25.4 9.4 0.0 0.2 0.6 0.0 0.2 0.3: 2.1 0.3
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 : 43: 28 27 . 7 7 0 . . 0 . .:
Old : 43: 28 27 . 7 7 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 : 39.5 40.4 58.7 62.3 31.7 36.7 47.0 49.0
Old : 39.5 40.4 58.7 62.3 31.7 36.7 47.0 49.0
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, April 20, 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 : 18,389: 16,808 9,883 0 7,408 593 0 280 25 0 0 0: 963 200
Old : 18,389: 16,808 9,883 0 7,408 593 0 280 25 0 0 0: 963 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 390: 270 350 0 -120 30 0 130 0 0 0 0: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 53.7 0.0 40.3 3.2 0.0 1.5 0.1 0.0 0.0 0.0: 5.2 1.1
Old : 100.0: 91.4 53.7 0.0 40.3 3.2 0.0 1.5 0.1 0.0 0.0 0.0: 5.2 1.1
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 : 22: 11 10 0 6 . 0 . . 0 0 0:
Old : 22: 11 10 0 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 : 62.0 61.7 87.1 84.3 45.9 55.5 61.0 64.0
Old : 62.0 61.7 87.1 84.3 45.9 55.5 61.0 64.0
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, April 20, 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 : 11,323: 9,230 7,212 0 2,121 1,690 2 0 83 0 0 0: 318 217
Old : 11,323: 9,230 7,212 0 2,121 1,690 2 0 83 0 0 0: 318 217
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 279: 204 200 0 -108 19 2 -8 54 0 0 0: 0 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 63.7 0.0 18.7 14.9 0.0 0.0 0.7 0.0 0.0 0.0: 2.8 1.9
Old : 100.0: 81.5 63.7 0.0 18.7 14.9 0.0 0.0 0.7 0.0 0.0 0.0: 2.8 1.9
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 : 24: 11 13 0 6 4 . 0 . 0 0 0:
Old : 24: 11 13 0 6 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 : 70.1 42.3 85.3 70.5 66.6 31.3 69.2 53.1
Old : 70.1 42.3 85.3 70.5 66.6 31.3 69.2 53.1
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, April 20, 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 : 9,582: 7,637 7,274 492 1,266 712 0 0 0 430 0 0: 311 330
Old : 9,582: 7,637 7,274 492 1,266 712 0 0 0 430 0 0: 311 330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 685: 795 620 -130 65 90 0 0 0 0 0 0: -70 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 75.9 5.1 13.2 7.4 0.0 0.0 0.0 4.5 0.0 0.0: 3.2 3.4
Old : 100.0: 79.7 75.9 5.1 13.2 7.4 0.0 0.0 0.0 4.5 0.0 0.0: 3.2 3.4
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 : 32: 21 17 . 4 5 0 0 0 . 0 0:
Old : 32: 21 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 : 47.7 48.8 67.0 75.5 37.9 43.9 53.0 63.1
Old : 47.7 48.8 67.0 75.5 37.9 43.9 53.0 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2010