Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 932,819 : : Positions : : 107,481 125,487 137,207 81,349 132,630 119,791 154,904 244,529 10,583 45,159 94,214 : : : : Changes from: December 8, 2009 : : 5,576 8,097 -10,995 -5,330 13,994 128 -12,952 15,341 -723 6,133 3,326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 13.5 14.7 8.7 14.2 12.8 16.6 26.2 1.1 4.8 10.1 : : : : Number of Traders in Each Category Total Traders: 270 : : 60 52 21 12 25 51 49 66 24 40 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 69,637 : : Positions : : 51,711 32,589 162 19,571 6,806 3,113 0 1,524 0 98 102 : : : : Changes from: December 8, 2009 : : 89 330 0 0 0 243 0 -153 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 46.8 0.2 28.1 9.8 4.5 0.0 2.2 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 4 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 78,192 : : Positions : : 43,684 45,027 14,175 11,332 6,957 1,903 2,869 400 0 0 0 : : : : Changes from: December 8, 2009 : : 304 2,411 1,860 0 0 247 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 57.6 18.1 14.5 8.9 2.4 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 15, 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 83,225 : : Positions : : 45,522 39,140 15,995 30,549 7,187 0 0 0 0 0 0 : : : : Changes from: December 8, 2009 : : 703 -151 -152 0 91 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 47.0 19.2 36.7 8.6 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 15, 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 90,011 : : Positions : : 52,246 57,708 13,703 17,294 4,462 4,253 0 4,156 0 0 0 : : : : Changes from: December 8, 2009 : : 3,199 2,484 0 0 0 -1,197 0 -79 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 64.1 15.2 19.2 5.0 4.7 0.0 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 . 6 4 4 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 97,750 : : Positions : : 78,060 43,072 7,361 34,773 955 0 6,297 4,335 0 0 0 : : : : Changes from: December 8, 2009 : : 1,778 3,964 0 0 0 0 -362 87 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 44.1 7.5 35.6 1.0 0.0 6.4 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 . 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 98,175 : : Positions : : 51,015 28,853 12,976 48,225 7,140 11,624 2,342 3,790 0 0 0 : : : : Changes from: December 8, 2009 : : 649 -644 1,890 4 0 -902 -416 607 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 29.4 13.2 49.1 7.3 11.8 2.4 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 . 7 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 1,660,522 : : Positions : : 313,966 306,843 128,689 86,006 621,785 21,298 80,508 218,506 28,066 18,005 323,813 : : : : Changes from: December 8, 2009 : : 8,444 9,947 -4,640 -1,201 13,343 -1,516 -4,017 15,191 -638 -3,102 17,275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 18.5 7.7 5.2 37.4 1.3 4.8 13.2 1.7 1.1 19.5 : : : : Number of Traders in Each Category Total Traders: 131 : : 38 38 5 17 22 18 20 27 18 14 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 98,233 : : Positions : : 61,686 70,231 32,665 18,880 604 0 1,800 0 0 0 0 : : : : Changes from: December 8, 2009 : : 1,246 -251 -37 1,460 -604 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 71.5 33.3 19.2 0.6 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 15, 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 211,804 : : Positions : : 120,184 132,698 49,942 38,821 19,585 6,373 9,969 4,271 0 0 0 : : : : Changes from: December 8, 2009 : : -1,144 -743 -58 -852 638 -515 -1,239 218 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 62.7 23.6 18.3 9.2 3.0 4.7 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 27 9 4 10 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 147,704 : : Positions : : 69,003 86,088 48,814 39,931 12,698 754 524 3,019 0 0 0 : : : : Changes from: December 8, 2009 : : 1,625 1,156 628 -1,042 154 -3,280 0 1,006 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 58.3 33.0 27.0 8.6 0.5 0.4 2.0 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 15, 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 237,271 : : Positions : : 142,220 95,690 21,663 82,330 34,280 8,185 1,021 14,231 0 0 0 : : : : Changes from: December 8, 2009 : : -1,793 6,684 3,321 -2,282 -609 2,665 167 -3,221 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 40.3 9.1 34.7 14.4 3.4 0.4 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 21 5 10 11 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 2,819,327 : : Positions : : 797,915 561,362 77,281 807,693 464,799 458,033 71,529 678,253 129,556 39,818 175,820 : : : : Changes from: December 8, 2009 : : 12,250 3,291 2,725 43,005 -23,259 18,620 9,458 2,670 15,525 -5,276 14,759 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 19.9 2.7 28.6 16.5 16.2 2.5 24.1 4.6 1.4 6.2 : : : : Number of Traders in Each Category Total Traders: 181 : : 78 72 9 19 25 20 19 29 19 4 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 966,112 : : Positions : : 205,549 267,882 321,470 211,449 130,210 85,604 130,446 68,173 38,782 43,110 113,914 : : : : Changes from: December 8, 2009 : : 862 6,308 6,332 2,267 8,465 11,076 -2,029 7,757 -13,108 -932 22,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 27.7 33.3 21.9 13.5 8.9 13.5 7.1 4.0 4.5 11.8 : : : : Number of Traders in Each Category Total Traders: 94 : : 20 19 16 5 19 13 11 17 18 9 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 15,329 : : Positions : : 11,098 10,646 837 1,992 2,610 230 0 20 0 0 0 : : : : Changes from: December 8, 2009 : : -1 7 23 5 -13 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 69.4 5.5 13.0 17.0 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 15, 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 6,887 : : Positions : : 4,667 4,905 604 817 770 0 0 0 200 0 60 : : : : Changes from: December 8, 2009 : : 79 -25 57 87 -68 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 71.2 8.8 11.9 11.2 0.0 0.0 0.0 2.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 4 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 11,035 : : Positions : : 6,396 6,659 2,252 2,335 1,809 214 0 126 0 0 0 : : : : Changes from: December 8, 2009 : : 8 -2 0 10 -0 -6 0 6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 60.3 20.4 21.2 16.4 1.9 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 15, 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 14,253 : : Positions : : 11,580 9,490 982 3,072 1,249 0 63 98 0 0 0 : : : : Changes from: December 8, 2009 : : 471 638 107 -80 -42 0 -35 35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 66.6 6.9 21.6 8.8 0.0 0.4 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 23 . . 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 7,029 : : Positions : : 5,016 4,137 108 414 1,490 0 251 0 0 0 0 : : : : Changes from: December 8, 2009 : : 561 489 -26 -176 143 0 -59 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 58.9 1.5 5.9 21.2 0.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 16 . . 4 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 18, 2009