Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,217,420 : : Positions : :1,607,794 1,249,167 88,938 963,372 662,970 509,681 49,922 993,077 52,175 5,158 275,566 : : : : Changes from: April 20, 2010 : : 104,714 129,533 10,113 41,489 -12,628 11,983 1,057 -54,615 31,551 -17,078 -22,664 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 29.6 2.1 22.8 15.7 12.1 1.2 23.5 1.2 0.1 6.5 : : : : Number of Traders in Each Category Total Traders: 219 : : 101 91 13 22 33 24 15 36 19 19 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 823,549 : : Positions : : 93,363 102,460 174,750 11,015 84,808 93,336 241,556 214,495 16,323 51,975 71,733 : : : : Changes from: April 20, 2010 : : -6,830 2,615 -13,333 2,017 -2,445 11,420 -19,898 -27,811 -7,391 2,644 -8,776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 12.4 21.2 1.3 10.3 11.3 29.3 26.0 2.0 6.3 8.7 : : : : Number of Traders in Each Category Total Traders: 273 : : 58 48 21 11 26 51 57 63 28 32 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 63,928 : : Positions : : 36,201 27,872 4,062 18,554 6,794 2,797 0 1,800 0 0 0 : : : : Changes from: April 20, 2010 : : 49 453 0 0 0 -114 0 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 43.6 6.4 29.0 10.6 4.4 0.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365B Open Interest is 40,902 : : Positions : : 24,499 12,989 2,483 11,790 5,216 196 438 3,393 0 0 0 : : : : Changes from: April 20, 2010 : : 0 62 0 552 0 0 -800 123 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 31.8 6.1 28.8 12.8 0.5 1.1 8.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 64,935 : : Positions : : 37,400 36,129 10,772 10,939 5,794 0 0 0 0 0 0 : : : : Changes from: April 20, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 55.6 16.6 16.8 8.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 76,971 : : Positions : : 46,444 35,438 12,962 30,727 6,442 0 0 0 0 0 0 : : : : Changes from: April 20, 2010 : : 1,158 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 46.0 16.8 39.9 8.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 90,689 : : Positions : : 55,365 54,055 13,497 18,321 4,347 2,049 2,862 5,671 0 0 0 : : : : Changes from: April 20, 2010 : : 1,178 -1,830 -2,208 0 0 -1,209 451 77 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 59.6 14.9 20.2 4.8 2.3 3.2 6.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 18 . 6 5 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 87,581 : : Positions : : 69,204 34,173 4,843 25,452 1,461 1,720 8,966 3,543 0 0 0 : : : : Changes from: April 20, 2010 : : 377 566 0 0 0 248 -92 224 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 39.0 5.5 29.1 1.7 2.0 10.2 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 15 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 83,997 : : Positions : : 44,261 20,622 8,175 42,245 6,075 5,014 2,028 4,226 0 0 0 : : : : Changes from: April 20, 2010 : : -322 962 0 18 0 1,302 0 -357 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 24.6 9.7 50.3 7.2 6.0 2.4 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 83,198 : : Positions : : 54,200 59,112 26,062 20,050 244 0 0 0 0 0 0 : : : : Changes from: April 20, 2010 : : 1,302 1,426 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 71.0 31.3 24.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 170,346 : : Positions : : 96,026 107,471 40,496 32,597 16,981 4,998 3,530 4,774 0 0 0 : : : : Changes from: April 20, 2010 : : 408 -60 92 428 0 604 554 -659 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 63.1 23.8 19.1 10.0 2.9 2.1 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 25 8 4 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 131,740 : : Positions : : 62,336 73,705 39,743 35,475 11,110 2,160 1,270 2,260 0 0 0 : : : : Changes from: April 20, 2010 : : -32 -276 -124 302 0 0 -805 616 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 55.9 30.2 26.9 8.4 1.6 1.0 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 10 8 4 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 224,376 : : Positions : : 123,789 97,194 32,921 77,263 32,740 6,808 0 11,134 0 0 0 : : : : Changes from: April 20, 2010 : : 1,630 -456 639 0 -116 -1,589 0 609 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 43.3 14.7 34.4 14.6 3.0 0.0 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 23 5 10 10 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,924,704 : : Positions : : 851,734 533,894 76,510 943,364 385,330 558,378 42,501 686,793 135,864 108,445 205,613 : : : : Changes from: April 20, 2010 : : 14,828 11,140 -1,689 -25,007 -8,793 -14,153 -9,502 -23,846 7,314 22,951 -22,062 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 18.3 2.6 32.3 13.2 19.1 1.5 23.5 4.6 3.7 7.0 : : : : Number of Traders in Each Category Total Traders: 188 : : 88 73 9 20 27 23 12 35 12 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,059,125 : : Positions : : 198,991 302,912 336,335 165,777 180,116 111,163 102,012 90,272 41,583 116,564 99,365 : : : : Changes from: April 20, 2010 : : -1,191 8,862 -40,512 -6,242 25,057 30,712 6,604 -4,561 4,797 -16,356 14,041 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 28.6 31.8 15.7 17.0 10.5 9.6 8.5 3.9 11.0 9.4 : : : : Number of Traders in Each Category Total Traders: 98 : : 26 25 15 7 19 11 12 19 12 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 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 (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 21,768 : : Positions : : 19,120 13,765 97 5,817 1,782 0 32 157 0 45 75 : : : : Changes from: April 20, 2010 : : 313 59 0 324 -257 0 -10 35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 63.2 0.4 26.7 8.2 0.0 0.1 0.7 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 27 . 7 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 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 OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 18,349 : : Positions : : 16,693 9,908 0 7,558 593 0 30 0 0 0 0 : : : : Changes from: April 20, 2010 : : -115 25 0 150 0 0 -250 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 54.0 0.0 41.2 3.2 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 6 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 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 OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 11,981 : : Positions : : 9,690 7,925 0 2,018 1,883 57 0 33 0 0 0 : : : : Changes from: April 20, 2010 : : 460 713 0 -103 193 55 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 66.1 0.0 16.8 15.7 0.5 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 15 0 6 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 27, 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 OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,995 : : Positions : : 7,887 7,514 492 1,336 875 0 0 0 430 0 0 : : : : Changes from: April 20, 2010 : : 250 240 0 70 163 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 75.2 4.9 13.4 8.8 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 18 . 5 5 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 30, 2010