Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 910,468 : : Positions : : 102,440 113,287 139,968 88,464 113,991 128,374 193,465 231,260 21,720 28,059 88,862 : : : : Changes from: November 24, 2009 : : 1,121 1,644 3,356 -4,477 2,857 -5,071 -581 5,024 -228 3,113 1,725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 12.4 15.4 9.7 12.5 14.1 21.2 25.4 2.4 3.1 9.8 : : : : Number of Traders in Each Category Total Traders: 264 : : 62 49 24 9 26 46 51 60 31 29 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 69,586 : : Positions : : 51,636 33,074 162 19,371 6,806 2,956 0 1,483 0 98 102 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 47.5 0.2 27.8 9.8 4.2 0.0 2.1 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . 4 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 77,851 : : Positions : : 43,290 44,686 14,475 11,332 6,957 1,656 2,869 400 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 57.4 18.6 14.6 8.9 2.1 3.7 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 4 4 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 87,008 : : Positions : : 49,408 41,238 16,519 30,710 7,561 0 0 0 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 47.4 19.0 35.3 8.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 92,729 : : Positions : : 51,481 56,433 14,621 18,019 4,706 3,691 1,444 6,042 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 60.9 15.8 19.4 5.1 4.0 1.6 6.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 . 6 5 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 101,948 : : Positions : : 78,880 42,144 7,706 36,461 2,895 632 5,994 5,084 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 41.3 7.6 35.8 2.8 0.6 5.9 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 15 . 8 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 99,985 : : Positions : : 56,531 26,522 11,549 49,801 7,397 7,595 5,132 4,401 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 26.5 11.6 49.8 7.4 7.6 5.1 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 . 8 6 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,559,614 : : Positions : : 298,604 285,126 142,294 90,524 589,439 25,640 91,537 183,134 23,861 22,376 291,819 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 18.3 9.1 5.8 37.8 1.6 5.9 11.7 1.5 1.4 18.7 : : : : Number of Traders in Each Category Total Traders: 131 : : 37 38 5 15 20 22 18 27 22 10 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 97,628 : : Positions : : 60,440 70,482 32,702 17,420 1,208 0 1,800 0 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 72.2 33.5 17.8 1.2 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 212,502 : : Positions : : 117,166 138,125 54,388 39,035 17,277 7,898 8,803 4,132 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 65.0 25.6 18.4 8.1 3.7 4.1 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 27 9 4 9 6 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 143,844 : : Positions : : 65,022 85,673 48,082 38,296 11,501 4,685 524 2,125 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 59.6 33.4 26.6 8.0 3.3 0.4 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 14 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 235,844 : : Positions : : 143,540 89,146 18,342 84,294 35,409 5,227 290 16,478 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 37.8 7.8 35.7 15.0 2.2 0.1 7.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 21 4 11 11 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,758,769 : : Positions : : 772,480 550,476 85,554 752,105 491,465 435,382 63,715 676,671 105,932 49,871 154,899 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 20.0 3.1 27.3 17.8 15.8 2.3 24.5 3.8 1.8 5.6 : : : : Number of Traders in Each Category Total Traders: 174 : : 75 67 8 19 25 20 18 30 17 7 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 902,950 : : Positions : : 204,876 267,353 325,495 227,152 104,061 67,461 112,213 61,762 43,553 36,535 91,444 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 29.6 36.0 25.2 11.5 7.5 12.4 6.8 4.8 4.0 10.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 21 20 14 6 19 8 12 14 17 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #066653 Open Interest is 17,783 : : Positions : : 13,273 12,515 1,100 2,375 2,603 255 84 20 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 70.4 6.2 13.4 14.6 1.4 0.5 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 25 5 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #066654 Open Interest is 6,970 : : Positions : : 4,661 4,934 549 726 840 0 0 0 200 0 60 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 70.8 7.9 10.4 12.1 0.0 0.0 0.0 2.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 4 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #066657 Open Interest is 11,021 : : Positions : : 6,389 6,661 2,252 2,326 1,809 220 0 120 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 60.4 20.4 21.1 16.4 2.0 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 15,358 : : Positions : : 12,007 9,756 985 3,585 1,509 83 170 113 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 63.5 6.4 23.3 9.8 0.5 1.1 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 24 . 4 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 20,754 : : Positions : : 13,581 6,213 210 6,390 529 0 310 0 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 29.9 1.0 30.8 2.5 0.0 1.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 6,076 : : Positions : : 4,210 3,603 184 590 1,277 0 220 15 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 59.3 3.0 9.7 21.0 0.0 3.6 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . 4 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 4, 2009