NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, December 29, 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 : 881,937: 89,258 111,347 134,497 76,411 124,783 132,752 159,977 234,211 8,517 53,796 83,170: 74,748 38,242
Old : 881,937: 89,258 111,347 134,497 76,411 124,783 132,752 159,977 234,211 8,517 53,796 83,170: 74,748 38,242
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -13,866: -5,108 -5,163 -1,015 -234 -1,358 5,642 8,883 -5,392 -569 -4,155 -4,041: -2,024 -2,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 12.6 15.3 8.7 14.1 15.1 18.1 26.6 1.0 6.1 9.4: 8.5 4.3
Old : 100.0: 10.1 12.6 15.3 8.7 14.1 15.1 18.1 26.6 1.0 6.1 9.4: 8.5 4.3
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 : 253: 56 47 20 13 23 50 40 61 17 40 49:
Old : 253: 56 47 20 13 23 50 40 61 17 40 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 : 27.4 40.1 40.3 52.3 14.7 21.7 19.5 26.7
Old : 27.4 40.1 40.3 52.3 14.7 21.7 19.5 26.7
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 - Options and Futures Combined, December 29, 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 : 69,502: 52,130 32,878 162 19,571 6,806 3,003 0 1,238 0 0 0: 6,163 9,009
Old : 69,502: 52,130 32,878 162 19,571 6,806 3,003 0 1,238 0 0 0: 6,163 9,009
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 432: 432 342 0 0 0 -90 0 90 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 47.3 0.2 28.2 9.8 4.3 0.0 1.8 0.0 0.0 0.0: 8.9 13.0
Old : 100.0: 75.0 47.3 0.2 28.2 9.8 4.3 0.0 1.8 0.0 0.0 0.0: 8.9 13.0
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 : 26: 16 15 . 4 4 . 0 . 0 0 0:
Old : 26: 16 15 . 4 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 : 50.0 45.3 70.0 67.4 47.8 36.9 56.6 50.0
Old : 50.0 45.3 70.0 67.4 47.8 36.9 56.6 50.0
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 - Options and Futures Combined, December 29, 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 : 77,456: 43,783 43,956 13,185 11,332 6,957 1,903 2,869 400 0 0 0: 11,228 11,942
Old : 77,456: 43,783 43,956 13,185 11,332 6,957 1,903 2,869 400 0 0 0: 11,228 11,942
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -1,572: 0 -1,572 -1,572 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 56.7 17.0 14.6 9.0 2.5 3.7 0.5 0.0 0.0 0.0: 14.5 15.4
Old : 100.0: 56.5 56.7 17.0 14.6 9.0 2.5 3.7 0.5 0.0 0.0 0.0: 14.5 15.4
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 : 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 : 32.6 34.6 52.2 50.4 24.4 29.0 37.8 39.3
Old : 32.6 34.6 52.2 50.4 24.4 29.0 37.8 39.3
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 - Options and Futures Combined, December 29, 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 : 83,188: 46,396 39,108 16,851 30,549 7,187 0 0 0 0 0 0: 12,754 6,344
Old : 83,188: 46,396 39,108 16,851 30,549 7,187 0 0 0 0 0 0: 12,754 6,344
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 270: 723 -32 856 0 0 0 0 0 0 0 0: -1,309 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 47.0 20.3 36.7 8.6 0.0 0.0 0.0 0.0 0.0 0.0: 15.3 7.6
Old : 100.0: 55.8 47.0 20.3 36.7 8.6 0.0 0.0 0.0 0.0 0.0 0.0: 15.3 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: 12 14 . 5 6 0 0 0 0 0 0:
Old : 23: 12 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 : 44.7 50.4 63.5 73.2 42.5 45.3 57.4 62.3
Old : 44.7 50.4 63.5 73.2 42.5 45.3 57.4 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 - Options and Futures Combined, December 29, 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 : 97,444: 54,670 65,391 17,269 18,967 3,792 8,022 0 2,479 0 0 0: 11,212 6,815
Old : 97,444: 54,670 65,391 17,269 18,967 3,792 8,022 0 2,479 0 0 0: 11,212 6,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -1,022: -800 -400 302 31 0 175 -53 -692 0 0 0: -7 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 67.1 17.7 19.5 3.9 8.2 0.0 2.5 0.0 0.0 0.0: 11.5 7.0
Old : 100.0: 56.1 67.1 17.7 19.5 3.9 8.2 0.0 2.5 0.0 0.0 0.0: 11.5 7.0
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: 18 18 . 6 4 . 0 . 0 0 0:
Old : 34: 18 18 . 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 : 38.8 45.9 59.2 62.2 33.2 42.6 49.9 58.5
Old : 38.8 45.9 59.2 62.2 33.2 42.6 49.9 58.5
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 - Options and Futures Combined, December 29, 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 : 99,032: 78,515 44,261 7,361 34,773 955 665 4,168 4,894 0 0 0: 6,642 9,981
Old : 99,032: 78,515 44,261 7,361 34,773 955 665 4,168 4,894 0 0 0: 6,642 9,981
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 20: 0 0 0 0 0 82 0 -62 0 0 0: 0 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 44.7 7.4 35.1 1.0 0.7 4.2 4.9 0.0 0.0 0.0: 6.7 10.1
Old : 100.0: 79.3 44.7 7.4 35.1 1.0 0.7 4.2 4.9 0.0 0.0 0.0: 6.7 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 15 . 6 . . . . 0 0 0:
Old : 30: 13 15 . 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 : 66.8 33.3 81.9 53.6 62.9 33.3 75.7 53.4
Old : 66.8 33.3 81.9 53.6 62.9 33.3 75.7 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, December 29, 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 : 99,885: 52,601 29,012 12,983 48,450 6,705 10,955 2,598 5,149 0 0 0: 11,492 7,971
Old : 99,885: 52,601 29,012 12,983 48,450 6,705 10,955 2,598 5,149 0 0 0: 11,492 7,971
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,262: 1,405 -1 0 249 0 -1,017 -172 950 0 0 0: -76 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 29.0 13.0 48.5 6.7 11.0 2.6 5.2 0.0 0.0 0.0: 11.5 8.0
Old : 100.0: 52.7 29.0 13.0 48.5 6.7 11.0 2.6 5.2 0.0 0.0 0.0: 11.5 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: 18 16 4 6 4 . . 4 0 0 0:
Old : 34: 18 16 4 6 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 : 34.8 43.0 56.1 61.7 29.0 42.7 47.9 57.1
Old : 34.8 43.0 56.1 61.7 29.0 42.7 47.9 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, December 29, 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 : 1,556,341: 289,496 281,522 116,156 79,539 592,315 25,708 78,358 201,372 26,910 18,458 299,093: 5,291 5,684
Old : 1,556,341: 289,496 281,522 116,156 79,539 592,315 25,708 78,358 201,372 26,910 18,458 299,093: 5,291 5,684
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -127,312: -29,617 -28,468 -13,020 -5,227 -31,209 1,491 -4,065 -20,686 -2,456 -5,630 -31,992: 177 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 18.1 7.5 5.1 38.1 1.7 5.0 12.9 1.7 1.2 19.2: 0.3 0.4
Old : 100.0: 18.6 18.1 7.5 5.1 38.1 1.7 5.0 12.9 1.7 1.2 19.2: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 121: 32 34 4 17 21 19 18 27 15 13 26:
Old : 121: 32 34 4 17 21 19 18 27 15 13 26:
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 34.2 56.1 52.7 8.3 7.6 10.6 10.3
Old : 35.6 34.2 56.1 52.7 8.3 7.6 10.6 10.3
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 - Options and Futures Combined, December 29, 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 : 100,366: 67,217 66,930 29,745 25,898 480 0 1,800 0 0 0 0: 2,924 5,258
Old : 100,366: 67,217 66,930 29,745 25,898 480 0 1,800 0 0 0 0: 2,924 5,258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 3,117: 3,471 -857 0 3,974 0 0 0 0 0 0 0: -354 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 66.7 29.6 25.8 0.5 0.0 1.8 0.0 0.0 0.0 0.0: 2.9 5.2
Old : 100.0: 67.0 66.7 29.6 25.8 0.5 0.0 1.8 0.0 0.0 0.0 0.0: 2.9 5.2
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 : 27: 15 13 . 5 . 0 . 0 0 0 0:
Old : 27: 15 13 . 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 : 63.5 50.7 82.5 69.6 53.9 41.9 67.6 57.0
Old : 63.5 50.7 82.5 69.6 53.9 41.9 67.6 57.0
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 - Options and Futures Combined, December 29, 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 : 214,603: 121,240 135,529 50,963 38,821 19,321 6,393 9,236 5,346 0 0 0: 11,340 6,350
Old : 214,603: 121,240 135,529 50,963 38,821 19,321 6,393 9,236 5,346 0 0 0: 11,340 6,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 275: 123 -93 188 0 216 7 45 143 0 0 0: -402 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 63.2 23.7 18.1 9.0 3.0 4.3 2.5 0.0 0.0 0.0: 5.3 3.0
Old : 100.0: 56.5 63.2 23.7 18.1 9.0 3.0 4.3 2.5 0.0 0.0 0.0: 5.3 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 : 53: 29 27 10 4 11 5 . 5 0 0 0:
Old : 53: 29 27 10 4 11 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 : 31.7 44.6 51.6 60.9 28.5 44.0 40.4 53.2
Old : 31.7 44.6 51.6 60.9 28.5 44.0 40.4 53.2
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 - Options and Futures Combined, December 29, 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 : 151,767: 70,939 88,288 50,296 39,931 12,698 1,774 2,031 3,605 0 0 0: 12,454 5,214
Old : 151,767: 70,939 88,288 50,296 39,931 12,698 1,774 2,031 3,605 0 0 0: 12,454 5,214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 715: 54 356 13 0 0 428 170 220 0 0 0: 0 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 58.2 33.1 26.3 8.4 1.2 1.3 2.4 0.0 0.0 0.0: 8.2 3.4
Old : 100.0: 46.7 58.2 33.1 26.3 8.4 1.2 1.3 2.4 0.0 0.0 0.0: 8.2 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 : 34: 15 14 7 5 9 . . . 0 0 0:
Old : 34: 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 : 47.0 49.7 65.3 73.0 41.7 49.3 56.2 69.7
Old : 47.0 49.7 65.3 73.0 41.7 49.3 56.2 69.7
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 - Options and Futures Combined, December 29, 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 : 237,812: 140,713 99,065 21,023 79,642 37,662 9,012 0 10,881 0 0 0: 18,521 10,562
Old : 237,812: 140,713 99,065 21,023 79,642 37,662 9,012 0 10,881 0 0 0: 18,521 10,562
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 426: -37 310 -879 349 727 838 -950 -42 0 0 0: -181 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 41.7 8.8 33.5 15.8 3.8 0.0 4.6 0.0 0.0 0.0: 7.8 4.4
Old : 100.0: 59.2 41.7 8.8 33.5 15.8 3.8 0.0 4.6 0.0 0.0 0.0: 7.8 4.4
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 : 43: 22 21 4 11 11 4 0 4 0 0 0:
Old : 43: 22 21 4 11 11 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 : 36.0 30.6 54.1 51.8 28.5 29.0 41.0 44.8
Old : 36.0 30.6 54.1 51.8 28.5 29.0 41.0 44.8
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 - Options and Futures Combined, December 29, 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 : 3,057,250: 842,656 625,813 87,619 905,995 475,841 529,471 60,855 733,892 134,716 19,226 215,464: 37,591 20,164
Old : 3,057,250: 842,656 625,813 87,619 905,995 475,841 529,471 60,855 733,892 134,716 19,226 215,464: 37,591 20,164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 103,916: 39,980 43,464 5,725 21,861 13,968 13,272 2,770 26,789 4,228 -2,692 298: -344 -2,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 20.5 2.9 29.6 15.6 17.3 2.0 24.0 4.4 0.6 7.0: 1.2 0.7
Old : 100.0: 27.6 20.5 2.9 29.6 15.6 17.3 2.0 24.0 4.4 0.6 7.0: 1.2 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 : 190: 83 72 8 21 27 24 17 34 22 4 23:
Old : 190: 83 72 8 21 27 24 17 34 22 4 23:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 31.2 42.5 43.9 16.7 19.0 22.5 26.6
Old : 30.2 31.2 42.5 43.9 16.7 19.0 22.5 26.6
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 - Options and Futures Combined, December 29, 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 : 889,416: 185,916 249,981 332,914 196,684 102,631 75,305 140,746 44,869 47,125 55,784 95,447: 5,209 3,274
Old : 889,416: 185,916 249,981 332,914 196,684 102,631 75,305 140,746 44,869 47,125 55,784 95,447: 5,209 3,274
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -136,875: -26,722 -30,098 14,864 -7,666 -36,494 -18,410 -4,885 -30,292 -12,661 592 -28,777: 1,617 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 28.1 37.4 22.1 11.5 8.5 15.8 5.0 5.3 6.3 10.7: 0.6 0.4
Old : 100.0: 20.9 28.1 37.4 22.1 11.5 8.5 15.8 5.0 5.3 6.3 10.7: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 91: 19 19 15 5 17 12 11 17 13 13 20:
Old : 91: 19 19 15 5 17 12 11 17 13 13 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 : 37.8 43.1 55.3 61.6 33.9 36.7 46.3 48.9
Old : 37.8 43.1 55.3 61.6 33.9 36.7 46.3 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, December 29, 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 : 22,216: 17,832 14,744 980 4,996 2,160 292 0 21 0 0 0: 931 295
Old : 22,216: 17,832 14,744 980 4,996 2,160 292 0 21 0 0 0: 931 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 169: 464 584 45 74 247 150 0 0 0 0 0: -737 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 66.4 4.4 22.5 9.7 1.3 0.0 0.1 0.0 0.0 0.0: 4.2 1.3
Old : 100.0: 80.3 66.4 4.4 22.5 9.7 1.3 0.0 0.1 0.0 0.0 0.0: 4.2 1.3
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 : 39: 25 24 . 7 5 . 0 . 0 0 0:
Old : 39: 25 24 . 7 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 : 41.9 43.1 63.0 70.8 38.3 39.4 53.3 56.3
Old : 41.9 43.1 63.0 70.8 38.3 39.4 53.3 56.3
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 - Options and Futures Combined, December 29, 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 : 14,659: 9,239 8,873 2,283 2,763 2,310 0 182 245 0 0 0: 582 286
Old : 14,659: 9,239 8,873 2,283 2,763 2,310 0 182 245 0 0 0: 582 286
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 57: 87 47 0 -5 5 0 45 30 0 0 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 60.5 15.6 18.8 15.8 0.0 1.2 1.7 0.0 0.0 0.0: 4.0 2.0
Old : 100.0: 63.0 60.5 15.6 18.8 15.8 0.0 1.2 1.7 0.0 0.0 0.0: 4.0 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 : 30: 17 16 . 5 4 0 . . 0 0 0:
Old : 30: 17 16 . 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 : 46.1 43.7 72.7 72.2 46.0 31.8 52.3 45.4
Old : 46.1 43.7 72.7 72.2 46.0 31.8 52.3 45.4
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 - Options and Futures Combined, December 29, 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 : 9,503: 5,574 5,567 659 1,120 973 0 0 0 0 0 0: 2,297 1,843
Old : 9,503: 5,574 5,567 659 1,120 973 0 0 0 0 0 0: 2,297 1,843
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 519: 295 0 276 -440 53 0 0 0 0 0 0: -105 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 58.6 6.9 11.8 10.2 0.0 0.0 0.0 0.0 0.0 0.0: 24.2 19.4
Old : 100.0: 58.7 58.6 6.9 11.8 10.2 0.0 0.0 0.0 0.0 0.0 0.0: 24.2 19.4
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 : 26: 19 13 . . 5 0 0 0 0 0 0:
Old : 26: 19 13 . . 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 : 27.7 41.5 44.0 62.9 21.4 32.3 32.2 41.2
Old : 27.7 41.5 44.0 62.9 21.4 32.3 32.2 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2010