NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 741,168: 96,187 115,262 145,162 15,120 85,620 66,738 169,557 192,145 6,396 46,469 67,248: 81,672 49,747
Old : 741,168: 96,187 115,262 145,162 15,120 85,620 66,738 169,557 192,145 6,396 46,469 67,248: 81,672 49,747
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 31,020: 4,732 8,177 -11,287 1,191 10,543 5,045 -14,413 13,215 -1,509 4,887 2,442: 7,839 4,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 15.6 19.6 2.0 11.6 9.0 22.9 25.9 0.9 6.3 9.1: 11.0 6.7
Old : 100.0: 13.0 15.6 19.6 2.0 11.6 9.0 22.9 25.9 0.9 6.3 9.1: 11.0 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 : 259: 58 46 22 11 25 46 50 62 25 34 48:
Old : 259: 58 46 22 11 25 46 50 62 25 34 48:
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 : 22.1 31.8 33.2 43.5 12.2 18.2 17.7 24.2
Old : 22.1 31.8 33.2 43.5 12.2 18.2 17.7 24.2
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 69,637: 51,711 32,589 162 19,571 6,806 3,113 0 1,524 0 98 102: 6,219 8,947
Old : 69,637: 51,711 32,589 162 19,571 6,806 3,113 0 1,524 0 98 102: 6,219 8,947
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 258: 89 330 0 0 0 243 0 -153 0 0 0: 79 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 46.8 0.2 28.1 9.8 4.5 0.0 2.2 0.0 0.1 0.1: 8.9 12.8
Old : 100.0: 74.3 46.8 0.2 28.1 9.8 4.5 0.0 2.2 0.0 0.1 0.1: 8.9 12.8
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: 15 14 . 4 4 . 0 . 0 . .:
Old : 26: 15 14 . 4 4 . 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 : 50.1 44.9 70.2 66.7 47.7 36.8 56.7 50.4
Old : 50.1 44.9 70.2 66.7 47.7 36.8 56.7 50.4
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 78,192: 43,684 45,027 14,175 11,332 6,957 1,903 2,869 400 0 0 0: 11,073 11,607
Old : 78,192: 43,684 45,027 14,175 11,332 6,957 1,903 2,869 400 0 0 0: 11,073 11,607
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,411: 304 2,411 1,860 0 0 247 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 57.6 18.1 14.5 8.9 2.4 3.7 0.5 0.0 0.0 0.0: 14.2 14.8
Old : 100.0: 55.9 57.6 18.1 14.5 8.9 2.4 3.7 0.5 0.0 0.0 0.0: 14.2 14.8
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: 17 18 4 4 7 . . . 0 0 0:
Old : 31: 17 18 4 4 7 . . . 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 : 32.2 35.7 52.5 51.3 24.5 29.7 38.3 39.8
Old : 32.2 35.7 52.5 51.3 24.5 29.7 38.3 39.8
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 83,225: 45,522 39,140 15,995 30,549 7,187 0 0 0 0 0 0: 14,521 6,349
Old : 83,225: 45,522 39,140 15,995 30,549 7,187 0 0 0 0 0 0: 14,521 6,349
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -121: 703 -151 -152 0 91 0 0 0 0 0 0: -763 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 47.0 19.2 36.7 8.6 0.0 0.0 0.0 0.0 0.0 0.0: 17.4 7.6
Old : 100.0: 54.7 47.0 19.2 36.7 8.6 0.0 0.0 0.0 0.0 0.0 0.0: 17.4 7.6
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: 11 14 . 5 6 0 0 0 0 0 0:
Old : 23: 11 14 . 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 : 44.2 50.4 62.8 73.2 42.1 45.3 56.0 62.3
Old : 44.2 50.4 62.8 73.2 42.1 45.3 56.0 62.3
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 90,011: 52,246 57,708 13,703 17,294 4,462 4,253 0 4,156 0 0 0: 11,191 6,391
Old : 90,011: 52,246 57,708 13,703 17,294 4,462 4,253 0 4,156 0 0 0: 11,191 6,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,287: 3,199 2,484 0 0 0 -1,197 0 -79 0 0 0: 364 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 64.1 15.2 19.2 5.0 4.7 0.0 4.6 0.0 0.0 0.0: 12.4 7.1
Old : 100.0: 58.0 64.1 15.2 19.2 5.0 4.7 0.0 4.6 0.0 0.0 0.0: 12.4 7.1
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 : 35: 18 17 . 6 4 4 0 4 0 0 0:
Old : 35: 18 17 . 6 4 4 0 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 : 38.3 39.9 54.4 58.4 30.7 35.9 44.1 53.0
Old : 38.3 39.9 54.4 58.4 30.7 35.9 44.1 53.0
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 97,750: 78,060 43,072 7,361 34,773 955 0 6,297 4,335 0 0 0: 7,039 8,318
Old : 97,750: 78,060 43,072 7,361 34,773 955 0 6,297 4,335 0 0 0: 7,039 8,318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,333: 1,778 3,964 0 0 0 0 -362 87 0 0 0: -532 -2,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 44.1 7.5 35.6 1.0 0.0 6.4 4.4 0.0 0.0 0.0: 7.2 8.5
Old : 100.0: 79.9 44.1 7.5 35.6 1.0 0.0 6.4 4.4 0.0 0.0 0.0: 7.2 8.5
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 : 30: 13 15 . 6 . 0 . . 0 0 0:
Old : 30: 13 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 : 67.2 33.0 82.4 54.3 63.3 33.0 76.2 52.5
Old : 67.2 33.0 82.4 54.3 63.3 33.0 76.2 52.5
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 98,175: 51,015 28,853 12,976 48,225 7,140 11,624 2,342 3,790 0 0 0: 11,630 7,825
Old : 98,175: 51,015 28,853 12,976 48,225 7,140 11,624 2,342 3,790 0 0 0: 11,630 7,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 965: 649 -644 1,890 4 0 -902 -416 607 0 0 0: -1,279 1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 29.4 13.2 49.1 7.3 11.8 2.4 3.9 0.0 0.0 0.0: 11.8 8.0
Old : 100.0: 52.0 29.4 13.2 49.1 7.3 11.8 2.4 3.9 0.0 0.0 0.0: 11.8 8.0
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 : 34: 17 15 . 7 4 . . . 0 0 0:
Old : 34: 17 15 . 7 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 : 35.6 43.8 56.9 62.2 30.3 43.5 49.6 57.0
Old : 35.6 43.8 56.9 62.2 30.3 43.5 49.6 57.0
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 98,233: 61,686 70,231 32,665 18,880 604 0 1,800 0 0 0 0: 3,278 6,718
Old : 98,233: 61,686 70,231 32,665 18,880 604 0 1,800 0 0 0 0: 3,278 6,718
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 605: 1,246 -251 -37 1,460 -604 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 71.5 33.3 19.2 0.6 0.0 1.8 0.0 0.0 0.0 0.0: 3.3 6.8
Old : 100.0: 62.8 71.5 33.3 19.2 0.6 0.0 1.8 0.0 0.0 0.0 0.0: 3.3 6.8
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 : 22: 12 12 . 4 . 0 . 0 0 0 0:
Old : 22: 12 12 . 4 . 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 : 67.9 52.1 86.0 73.2 56.9 45.3 68.6 58.9
Old : 67.9 52.1 86.0 73.2 56.9 45.3 68.6 58.9
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 211,804: 120,184 132,698 49,942 38,821 19,585 6,373 9,969 4,271 0 0 0: 11,449 6,460
Old : 211,804: 120,184 132,698 49,942 38,821 19,585 6,373 9,969 4,271 0 0 0: 11,449 6,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -893: -1,144 -743 -58 -852 638 -515 -1,239 218 0 0 0: -32 1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 62.7 23.6 18.3 9.2 3.0 4.7 2.0 0.0 0.0 0.0: 5.4 3.0
Old : 100.0: 56.7 62.7 23.6 18.3 9.2 3.0 4.7 2.0 0.0 0.0 0.0: 5.4 3.0
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 : 51: 28 27 9 4 10 5 . 5 0 0 0:
Old : 51: 28 27 9 4 10 5 . 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 : 32.1 44.7 51.5 61.1 28.8 44.0 41.3 53.3
Old : 32.1 44.7 51.5 61.1 28.8 44.0 41.3 53.3
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 146,684: 68,707 85,073 48,090 39,931 12,698 758 524 3,015 0 0 0: 13,416 5,443
Old : 146,684: 68,707 85,073 48,090 39,931 12,698 758 524 3,015 0 0 0: 13,416 5,443
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 744: 1,629 633 97 -1,042 154 -3,276 0 1,002 0 0 0: 1,138 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 58.0 32.8 27.2 8.7 0.5 0.4 2.1 0.0 0.0 0.0: 9.1 3.7
Old : 100.0: 46.8 58.0 32.8 27.2 8.7 0.5 0.4 2.1 0.0 0.0 0.0: 9.1 3.7
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 : 33: 15 14 7 5 9 . . . 0 0 0:
Old : 33: 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 : 47.4 50.6 66.6 74.2 42.2 50.2 57.1 70.1
Old : 47.4 50.6 66.6 74.2 42.2 50.2 57.1 70.1
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 237,271: 142,220 95,690 21,663 82,330 34,280 8,185 1,021 14,231 0 0 0: 16,692 9,719
Old : 237,271: 142,220 95,690 21,663 82,330 34,280 8,185 1,021 14,231 0 0 0: 16,692 9,719
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 117: -1,793 6,684 3,321 -2,282 -609 2,665 167 -3,221 0 0 0: -246 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 40.3 9.1 34.7 14.4 3.4 0.4 6.0 0.0 0.0 0.0: 7.0 4.1
Old : 100.0: 59.9 40.3 9.1 34.7 14.4 3.4 0.4 6.0 0.0 0.0 0.0: 7.0 4.1
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 : 42: 21 21 5 10 11 . . 4 0 0 0:
Old : 42: 21 21 5 10 11 . . 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 : 36.5 30.4 54.8 51.4 29.1 28.5 41.6 45.0
Old : 36.5 30.4 54.8 51.4 29.1 28.5 41.6 45.0
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,819,327: 797,915 561,362 77,281 807,693 464,799 458,033 71,529 678,253 129,556 39,818 175,820: 37,670 20,053
Old : 2,819,327: 797,915 561,362 77,281 807,693 464,799 458,033 71,529 678,253 129,556 39,818 175,820: 37,670 20,053
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 45,054: 12,250 3,291 2,725 43,005 -23,259 18,620 9,458 2,670 15,525 -5,276 14,759: 1,764 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 19.9 2.7 28.6 16.5 16.2 2.5 24.1 4.6 1.4 6.2: 1.3 0.7
Old : 100.0: 28.3 19.9 2.7 28.6 16.5 16.2 2.5 24.1 4.6 1.4 6.2: 1.3 0.7
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 : 181: 78 72 9 19 25 20 19 29 19 4 24:
Old : 181: 78 72 9 19 25 20 19 29 19 4 24:
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 31.6 42.4 43.9 16.1 18.7 22.2 26.3
Old : 29.9 31.6 42.4 43.9 16.1 18.7 22.2 26.3
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 966,112: 205,549 267,882 321,470 211,449 130,210 85,604 130,446 68,173 38,782 43,110 113,914: 2,410 928
Old : 966,112: 205,549 267,882 321,470 211,449 130,210 85,604 130,446 68,173 38,782 43,110 113,914: 2,410 928
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 41,981: 862 6,308 6,332 2,267 8,465 11,076 -2,029 7,757 -13,108 -932 22,280: -1,683 -2,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 27.7 33.3 21.9 13.5 8.9 13.5 7.1 4.0 4.5 11.8: 0.2 0.1
Old : 100.0: 21.3 27.7 33.3 21.9 13.5 8.9 13.5 7.1 4.0 4.5 11.8: 0.2 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 : 94: 20 19 16 5 19 13 11 17 18 9 20:
Old : 94: 20 19 16 5 19 13 11 17 18 9 20:
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 : 36.6 43.3 53.2 60.6 32.9 37.3 43.2 47.4
Old : 36.6 43.3 53.2 60.6 32.9 37.3 43.2 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 14,531: 10,525 10,323 1,079 1,918 2,230 230 0 20 0 0 0: 447 40
Old : 14,531: 10,525 10,323 1,079 1,918 2,230 230 0 20 0 0 0: 447 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 15: 15 15 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 71.0 7.4 13.2 15.3 1.6 0.0 0.1 0.0 0.0 0.0: 3.1 0.3
Old : 100.0: 72.4 71.0 7.4 13.2 15.3 1.6 0.0 0.1 0.0 0.0 0.0: 3.1 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 : 38: 22 23 5 5 6 . 0 . 0 0 0:
Old : 38: 22 23 5 5 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 : 33.8 39.8 54.2 62.2 27.1 31.6 37.2 43.1
Old : 33.8 39.8 54.2 62.2 27.1 31.6 37.2 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,546: 4,586 4,639 530 927 585 0 0 0 200 0 60: 585 335
Old : 6,546: 4,586 4,639 530 927 585 0 0 0 200 0 60: 585 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -3: 75 -19 61 80 -64 0 0 0 0 0 0: -75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 70.9 8.1 14.2 8.9 0.0 0.0 0.0 3.1 0.0 0.9: 8.9 5.1
Old : 100.0: 70.1 70.9 8.1 14.2 8.9 0.0 0.0 0.0 3.1 0.0 0.9: 8.9 5.1
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 : 28: 19 16 . . 4 0 0 0 . 0 .:
Old : 28: 19 16 . . 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 : 42.0 60.3 60.1 81.0 35.7 51.1 47.7 58.6
Old : 42.0 60.3 60.1 81.0 35.7 51.1 47.7 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
Disaggregated Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,011: 6,391 6,659 2,252 2,330 1,791 214 0 126 0 0 0: 237 105
Old : 11,011: 6,391 6,659 2,252 2,330 1,791 214 0 126 0 0 0: 237 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 6: 6 -2 0 8 -6 -6 0 6 0 0 0: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 60.5 20.5 21.2 16.3 1.9 0.0 1.1 0.0 0.0 0.0: 2.2 1.0
Old : 100.0: 58.0 60.5 20.5 21.2 16.3 1.9 0.0 1.1 0.0 0.0 0.0: 2.2 1.0
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 : 29: 18 13 . 5 4 . 0 . 0 0 0:
Old : 29: 18 13 . 5 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 : 62.5 50.8 82.1 77.5 62.5 46.6 70.7 60.2
Old : 62.5 50.8 82.1 77.5 62.5 46.6 70.7 60.2
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 14,253: 11,580 9,490 982 3,072 1,249 0 63 98 0 0 0: 344 281
Old : 14,253: 11,580 9,490 982 3,072 1,249 0 63 98 0 0 0: 344 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 616: 471 638 107 -80 -42 0 -35 35 0 0 0: 45 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 66.6 6.9 21.6 8.8 0.0 0.4 0.7 0.0 0.0 0.0: 2.4 2.0
Old : 100.0: 81.2 66.6 6.9 21.6 8.8 0.0 0.4 0.7 0.0 0.0 0.0: 2.4 2.0
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 : 33: 20 23 . . 6 0 . . 0 0 0:
Old : 33: 20 23 . . 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 : 48.2 40.2 71.0 67.2 35.2 33.8 47.7 54.0
Old : 48.2 40.2 71.0 67.2 35.2 33.8 47.7 54.0
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,029: 5,016 4,137 108 414 1,490 0 251 0 0 0 0: 415 737
Old : 7,029: 5,016 4,137 108 414 1,490 0 251 0 0 0 0: 415 737
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 703: 561 489 -26 -176 143 0 -59 0 0 0 0: 25 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 58.9 1.5 5.9 21.2 0.0 3.6 0.0 0.0 0.0 0.0: 5.9 10.5
Old : 100.0: 71.4 58.9 1.5 5.9 21.2 0.0 3.6 0.0 0.0 0.0 0.0: 5.9 10.5
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 : 23: 14 16 . . 4 0 . 0 0 0 0:
Old : 23: 14 16 . . 4 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 : 57.2 51.7 76.4 67.2 38.6 29.0 45.3 38.1
Old : 57.2 51.7 76.4 67.2 38.6 29.0 45.3 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009