Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 898,244 : : Positions : : 101,905 117,390 148,202 86,678 118,637 119,664 167,856 229,188 11,305 39,027 90,887 : : : : Changes from: December 1, 2009 : : -535 4,103 8,234 -1,786 4,646 -8,710 -25,610 -2,072 -10,414 10,968 2,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 13.1 16.5 9.6 13.2 13.3 18.7 25.5 1.3 4.3 10.1 : : : : Number of Traders in Each Category Total Traders: 268 : : 62 50 21 11 23 49 51 62 25 42 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 69,379 : : Positions : : 51,622 32,259 162 19,571 6,806 2,870 0 1,677 0 98 102 : : : : Changes from: December 1, 2009 : : -14 -815 0 200 0 -86 0 194 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 46.5 0.2 28.2 9.8 4.1 0.0 2.4 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . 4 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 75,781 : : Positions : : 43,380 42,616 12,315 11,332 6,957 1,656 2,869 400 0 0 0 : : : : Changes from: December 1, 2009 : : 90 -2,070 -2,160 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 56.2 16.3 15.0 9.2 2.2 3.8 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 8, 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 83,346 : : Positions : : 44,819 39,291 16,147 30,549 7,096 0 0 0 0 0 0 : : : : Changes from: December 1, 2009 : : -4,589 -1,947 -372 -161 -465 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 47.1 19.4 36.7 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 87,724 : : Positions : : 49,047 55,224 13,703 17,294 4,462 5,450 0 4,235 0 0 0 : : : : Changes from: December 1, 2009 : : -2,434 -1,209 -918 -725 -244 1,759 -1,444 -1,807 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 63.0 15.6 19.7 5.1 6.2 0.0 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 . 6 4 4 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 96,417 : : Positions : : 76,282 39,108 7,361 34,773 955 0 6,659 4,248 0 0 0 : : : : Changes from: December 1, 2009 : : -2,598 -3,036 -345 -1,688 -1,940 -632 665 -836 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 40.6 7.6 36.1 1.0 0.0 6.9 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 97,210 : : Positions : : 50,366 29,497 11,086 48,221 7,140 12,526 2,758 3,183 0 0 0 : : : : Changes from: December 1, 2009 : : -6,165 2,975 -463 -1,580 -257 4,931 -2,374 -1,218 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 30.3 11.4 49.6 7.3 12.9 2.8 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . 7 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 1,613,547 : : Positions : : 305,521 296,897 133,329 87,207 608,443 22,814 84,525 203,315 28,704 21,106 306,538 : : : : Changes from: December 1, 2009 : : 6,918 11,771 -8,965 -3,317 19,004 -2,825 -7,012 20,181 4,844 -1,270 14,719 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 18.4 8.3 5.4 37.7 1.4 5.2 12.6 1.8 1.3 19.0 : : : : Number of Traders in Each Category Total Traders: 130 : : 37 38 5 15 20 21 18 28 21 11 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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: December 1, 2009 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 8, 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 212,697 : : Positions : : 121,328 133,441 50,000 39,673 18,947 6,888 11,208 4,053 0 0 0 : : : : Changes from: December 1, 2009 : : 4,162 -4,684 -4,388 638 1,670 -1,010 2,405 -79 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 62.7 23.5 18.7 8.9 3.2 5.3 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 27 8 5 10 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 146,433 : : Positions : : 67,378 84,933 48,186 40,973 12,544 4,034 524 2,013 0 0 0 : : : : Changes from: December 1, 2009 : : 2,356 -741 103 2,677 1,043 -651 0 -112 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 58.0 32.9 28.0 8.6 2.8 0.4 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 237,154 : : Positions : : 144,013 89,006 18,342 84,612 34,889 5,520 854 17,452 0 0 0 : : : : Changes from: December 1, 2009 : : 473 -140 0 318 -520 293 564 974 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 37.5 7.7 35.7 14.7 2.3 0.4 7.4 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 8, 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 2,774,273 : : Positions : : 785,665 558,071 74,556 764,688 488,058 439,413 62,071 675,583 114,031 45,094 161,061 : : : : Changes from: December 1, 2009 : : 13,185 7,595 -10,998 12,583 -3,407 4,031 -1,644 -1,088 8,099 -4,777 6,162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 20.1 2.7 27.6 17.6 15.8 2.2 24.4 4.1 1.6 5.8 : : : : Number of Traders in Each Category Total Traders: 178 : : 77 70 7 20 25 20 18 30 19 6 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 924,131 : : Positions : : 204,687 261,574 315,138 209,182 121,745 74,528 132,475 60,416 51,890 44,042 91,634 : : : : Changes from: December 1, 2009 : : -189 -5,779 -10,357 -17,970 17,684 7,067 20,262 -1,346 8,337 7,507 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 28.3 34.1 22.6 13.2 8.1 14.3 6.5 5.6 4.8 9.9 : : : : Number of Traders in Each Category Total Traders: 89 : : 20 19 14 6 19 10 12 16 18 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 15,328 : : Positions : : 11,099 10,638 814 1,987 2,624 230 0 20 0 0 0 : : : : Changes from: December 1, 2009 : : -2,174 -1,877 -287 -388 20 -25 -84 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 69.4 5.3 13.0 17.1 1.5 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 26 5 5 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 6,893 : : Positions : : 4,588 4,930 547 730 838 0 0 0 200 0 60 : : : : Changes from: December 1, 2009 : : -73 -4 -2 4 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 71.5 7.9 10.6 12.2 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 8, 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 11,022 : : Positions : : 6,389 6,661 2,252 2,326 1,810 220 0 120 0 0 0 : : : : Changes from: December 1, 2009 : : 0 0 0 0 1 0 0 0 0 0 0 : : : : 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 8, 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 13,637 : : Positions : : 11,109 8,852 875 3,152 1,291 0 98 63 0 0 0 : : : : Changes from: December 1, 2009 : : -898 -904 -110 -433 -218 -83 -72 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 64.9 6.4 23.1 9.5 0.0 0.7 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 22 . 4 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 6,326 : : Positions : : 4,455 3,648 134 590 1,347 0 310 0 0 0 0 : : : : Changes from: December 1, 2009 : : 245 45 -50 0 70 0 90 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 57.7 2.1 9.3 21.3 0.0 4.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . 4 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 11, 2009