Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 881,937 : : Positions : : 89,258 111,347 134,497 76,411 124,783 132,752 159,977 234,211 8,517 53,796 83,170 : : : : Changes from: December 22, 2009 : : -5,108 -5,163 -1,015 -234 -1,358 5,642 8,883 -5,392 -569 -4,155 -4,041 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 12.6 15.3 8.7 14.1 15.1 18.1 26.6 1.0 6.1 9.4 : : : : Number of Traders in Each Category Total Traders: 253 : : 56 47 20 13 23 50 40 61 17 40 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 69,502 : : Positions : : 52,130 32,878 162 19,571 6,806 3,003 0 1,238 0 0 0 : : : : Changes from: December 22, 2009 : : 432 342 0 0 0 -90 0 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 47.3 0.2 28.2 9.8 4.3 0.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 77,456 : : Positions : : 43,783 43,956 13,185 11,332 6,957 1,903 2,869 400 0 0 0 : : : : Changes from: December 22, 2009 : : 0 -1,572 -1,572 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 56.7 17.0 14.6 9.0 2.5 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 29, 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 83,188 : : Positions : : 46,396 39,108 16,851 30,549 7,187 0 0 0 0 0 0 : : : : Changes from: December 22, 2009 : : 723 -32 856 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 47.0 20.3 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 : : 12 14 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 97,444 : : Positions : : 54,670 65,391 17,269 18,967 3,792 8,022 0 2,479 0 0 0 : : : : Changes from: December 22, 2009 : : -800 -400 302 31 0 175 -53 -692 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 67.1 17.7 19.5 3.9 8.2 0.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . 6 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 99,032 : : Positions : : 78,515 44,261 7,361 34,773 955 665 4,168 4,894 0 0 0 : : : : Changes from: December 22, 2009 : : 0 0 0 0 0 82 0 -62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 44.7 7.4 35.1 1.0 0.7 4.2 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 99,885 : : Positions : : 52,601 29,012 12,983 48,450 6,705 10,955 2,598 5,149 0 0 0 : : : : Changes from: December 22, 2009 : : 1,405 -1 0 249 0 -1,017 -172 950 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 29.0 13.0 48.5 6.7 11.0 2.6 5.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 4 6 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 1,556,341 : : Positions : : 289,496 281,522 116,156 79,539 592,315 25,708 78,358 201,372 26,910 18,458 299,093 : : : : Changes from: December 22, 2009 : : -29,617 -28,468 -13,020 -5,227 -31,209 1,491 -4,065 -20,686 -2,456 -5,630 -31,992 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 18.1 7.5 5.1 38.1 1.7 5.0 12.9 1.7 1.2 19.2 : : : : Number of Traders in Each Category Total Traders: 121 : : 32 34 4 17 21 19 18 27 15 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 100,366 : : Positions : : 67,217 66,930 29,745 25,898 480 0 1,800 0 0 0 0 : : : : Changes from: December 22, 2009 : : 3,471 -857 0 3,974 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 66.7 29.6 25.8 0.5 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 214,603 : : Positions : : 121,240 135,529 50,963 38,821 19,321 6,393 9,236 5,346 0 0 0 : : : : Changes from: December 22, 2009 : : 123 -93 188 0 216 7 45 143 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 63.2 23.7 18.1 9.0 3.0 4.3 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 27 10 4 11 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 151,767 : : Positions : : 70,939 88,288 50,296 39,931 12,698 1,774 2,031 3,605 0 0 0 : : : : Changes from: December 22, 2009 : : 54 356 13 0 0 428 170 220 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 58.2 33.1 26.3 8.4 1.2 1.3 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 14 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 237,812 : : Positions : : 140,713 99,065 21,023 79,642 37,662 9,012 0 10,881 0 0 0 : : : : Changes from: December 22, 2009 : : -37 310 -879 349 727 838 -950 -42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 41.7 8.8 33.5 15.8 3.8 0.0 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 21 4 11 11 4 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 3,057,250 : : Positions : : 842,656 625,813 87,619 905,995 475,841 529,471 60,855 733,892 134,716 19,226 215,464 : : : : Changes from: December 22, 2009 : : 39,980 43,464 5,725 21,861 13,968 13,272 2,770 26,789 4,228 -2,692 298 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 20.5 2.9 29.6 15.6 17.3 2.0 24.0 4.4 0.6 7.0 : : : : Number of Traders in Each Category Total Traders: 190 : : 83 72 8 21 27 24 17 34 22 4 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 889,416 : : Positions : : 185,916 249,981 332,914 196,684 102,631 75,305 140,746 44,869 47,125 55,784 95,447 : : : : Changes from: December 22, 2009 : : -26,722 -30,098 14,864 -7,666 -36,494 -18,410 -4,885 -30,292 -12,661 592 -28,777 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 28.1 37.4 22.1 11.5 8.5 15.8 5.0 5.3 6.3 10.7 : : : : Number of Traders in Each Category Total Traders: 91 : : 19 19 15 5 17 12 11 17 13 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 22,216 : : Positions : : 17,832 14,744 980 4,996 2,160 292 0 21 0 0 0 : : : : Changes from: December 22, 2009 : : 464 584 45 74 247 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 66.4 4.4 22.5 9.7 1.3 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 24 . 7 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 14,659 : : Positions : : 9,239 8,873 2,283 2,763 2,310 0 182 245 0 0 0 : : : : Changes from: December 22, 2009 : : 87 47 0 -5 5 0 45 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 60.5 15.6 18.8 15.8 0.0 1.2 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 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 NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,503 : : Positions : : 5,574 5,567 659 1,120 973 0 0 0 0 0 0 : : : : Changes from: December 22, 2009 : : 295 0 276 -440 53 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 58.6 6.9 11.8 10.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 13 . . 5 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 7, 2010