NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 3,805,438: 1,300,269 839,747 142,699 1,107,400 562,788 459,158 20,940 931,455 57,153 8,612 319,882: 32,034 14,614
Old : 3,805,438: 1,300,269 839,747 142,699 1,107,400 562,788 459,158 20,940 931,455 57,153 8,612 319,882: 32,034 14,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 22.1 3.7 29.1 14.8 12.1 0.6 24.5 1.5 0.2 8.4: 0.8 0.4
Old : 100.0: 34.2 22.1 3.7 29.1 14.8 12.1 0.6 24.5 1.5 0.2 8.4: 0.8 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 : 201: 89 78 11 22 27 24 14 33 24 11 32:
Old : 201: 89 78 11 22 27 24 14 33 24 11 32:
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 : 29.3 29.9 41.9 45.2 12.2 15.3 18.4 24.0
Old : 29.3 29.9 41.9 45.2 12.2 15.3 18.4 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 760,159: 72,969 100,871 166,912 12,364 80,899 82,550 195,730 204,648 7,480 58,110 66,856: 77,845 40,681
Old : 760,159: 72,969 100,871 166,912 12,364 80,899 82,550 195,730 204,648 7,480 58,110 66,856: 77,845 40,681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 36,072: -4,268 552 10,529 -1,110 5,968 6,348 11,080 9,739 1,397 3,886 3,884: 2,475 2,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 13.3 22.0 1.6 10.6 10.9 25.7 26.9 1.0 7.6 8.8: 10.2 5.4
Old : 100.0: 9.6 13.3 22.0 1.6 10.6 10.9 25.7 26.9 1.0 7.6 8.8: 10.2 5.4
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 : 252: 50 39 22 10 27 46 42 60 28 39 50:
Old : 252: 50 39 22 10 27 46 42 60 28 39 50:
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 : 21.6 36.8 34.2 47.7 13.6 23.2 19.4 28.6
Old : 21.6 36.8 34.2 47.7 13.6 23.2 19.4 28.6
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 65,293: 46,541 29,769 500 18,832 6,468 1,859 0 1,761 0 0 0: 8,164 8,463
Old : 65,293: 46,541 29,769 500 18,832 6,468 1,859 0 1,761 0 0 0: 8,164 8,463
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -125: -140 -580 -87 0 87 -788 0 476 0 0 0: 327 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 45.6 0.8 28.8 9.9 2.8 0.0 2.7 0.0 0.0 0.0: 12.5 13.0
Old : 100.0: 71.3 45.6 0.8 28.8 9.9 2.8 0.0 2.7 0.0 0.0 0.0: 12.5 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 : 25: 15 15 . . 4 . 0 . 0 0 0:
Old : 25: 15 15 . . 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 : 49.7 45.5 70.1 65.6 47.1 36.8 54.3 48.9
Old : 49.7 45.5 70.1 65.6 47.1 36.8 54.3 48.9
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 70,390: 40,640 37,390 10,511 11,394 6,492 826 2,469 400 0 0 0: 11,521 12,245
Old : 70,390: 40,640 37,390 10,511 11,394 6,492 826 2,469 400 0 0 0: 11,521 12,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -860: 0 -860 -880 0 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 53.1 14.9 16.2 9.2 1.2 3.5 0.6 0.0 0.0 0.0: 16.4 17.4
Old : 100.0: 57.7 53.1 14.9 16.2 9.2 1.2 3.5 0.6 0.0 0.0 0.0: 16.4 17.4
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 : 30: 17 17 4 4 7 . . . 0 0 0:
Old : 30: 17 17 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 : 35.9 32.8 55.0 49.5 26.6 27.0 38.2 38.8
Old : 35.9 32.8 55.0 49.5 26.6 27.0 38.2 38.8
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 80,500: 47,055 39,482 17,025 30,208 6,970 0 0 0 0 0 0: 9,450 3,840
Old : 80,500: 47,055 39,482 17,025 30,208 6,970 0 0 0 0 0 0: 9,450 3,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 1,032: 2,672 2,309 428 0 0 0 0 0 0 0 0: -2,068 -1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 49.0 21.1 37.5 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 11.7 4.8
Old : 100.0: 58.5 49.0 21.1 37.5 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 11.7 4.8
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 : 24: 13 15 . 5 6 0 0 0 0 0 0:
Old : 24: 13 15 . 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 : 44.8 52.2 63.7 73.7 42.6 47.1 57.8 62.9
Old : 44.8 52.2 63.7 73.7 42.6 47.1 57.8 62.9
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 97,568: 58,405 63,985 16,897 23,228 3,792 7,006 0 2,616 0 0 0: 8,852 3,947
Old : 97,568: 58,405 63,985 16,897 23,228 3,792 7,006 0 2,616 0 0 0: 8,852 3,947
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 5,525: 6,789 1,647 0 5,390 0 -64 0 80 0 0 0: -1,280 -1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 65.6 17.3 23.8 3.9 7.2 0.0 2.7 0.0 0.0 0.0: 9.1 4.0
Old : 100.0: 59.9 65.6 17.3 23.8 3.9 7.2 0.0 2.7 0.0 0.0 0.0: 9.1 4.0
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 : 36: 19 18 . 7 4 . 0 . 0 0 0:
Old : 36: 19 18 . 7 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 : 43.3 45.8 64.0 62.8 38.4 43.4 56.8 60.0
Old : 43.3 45.8 64.0 62.8 38.4 43.4 56.8 60.0
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 95,440: 75,859 40,177 6,899 33,537 897 957 4,568 4,365 0 0 0: 6,463 11,896
Old : 95,440: 75,859 40,177 6,899 33,537 897 957 4,568 4,365 0 0 0: 6,463 11,896
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 1,570: 1,662 540 0 -240 0 0 1,146 -92 0 0 0: 0 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 42.1 7.2 35.1 0.9 1.0 4.8 4.6 0.0 0.0 0.0: 6.8 12.5
Old : 100.0: 79.5 42.1 7.2 35.1 0.9 1.0 4.8 4.6 0.0 0.0 0.0: 6.8 12.5
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 : 29: 12 14 . 6 . . . . 0 0 0:
Old : 29: 12 14 . 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 : 67.2 33.8 83.6 54.7 63.0 33.8 74.5 53.4
Old : 67.2 33.8 83.6 54.7 63.0 33.8 74.5 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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 92,477: 46,671 25,842 13,738 46,907 6,023 10,477 2,419 3,804 0 0 0: 11,764 7,482
Old : 92,477: 46,671 25,842 13,738 46,907 6,023 10,477 2,419 3,804 0 0 0: 11,764 7,482
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -124: -256 -60 0 0 0 76 -124 0 0 0 0: 56 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 27.9 14.9 50.7 6.5 11.3 2.6 4.1 0.0 0.0 0.0: 12.7 8.1
Old : 100.0: 50.5 27.9 14.9 50.7 6.5 11.3 2.6 4.1 0.0 0.0 0.0: 12.7 8.1
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 : 32: 16 15 4 6 4 . . . 0 0 0:
Old : 32: 16 15 4 6 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 : 35.6 45.6 57.6 64.7 31.4 45.0 50.6 59.5
Old : 35.6 45.6 57.6 64.7 31.4 45.0 50.6 59.5
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 92,566: 59,580 63,067 28,914 23,096 368 0 1,180 0 0 0 0: 3,704 4,855
Old : 92,566: 59,580 63,067 28,914 23,096 368 0 1,180 0 0 0 0: 3,704 4,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -112: 0 -112 0 112 -112 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 68.1 31.2 25.0 0.4 0.0 1.3 0.0 0.0 0.0 0.0: 4.0 5.2
Old : 100.0: 64.4 68.1 31.2 25.0 0.4 0.0 1.3 0.0 0.0 0.0 0.0: 4.0 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 : 23: 12 12 . 5 . 0 . 0 0 0 0:
Old : 23: 12 12 . 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 : 66.6 53.2 84.3 72.8 55.7 45.0 69.1 59.9
Old : 66.6 53.2 84.3 72.8 55.7 45.0 69.1 59.9
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 199,231: 113,182 124,850 46,536 36,388 19,049 6,089 7,599 4,374 0 0 0: 10,001 6,971
Old : 199,231: 113,182 124,850 46,536 36,388 19,049 6,089 7,599 4,374 0 0 0: 10,001 6,971
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 603: 413 945 0 886 0 582 -856 -380 0 0 0: -12 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 62.7 23.4 18.3 9.6 3.1 3.8 2.2 0.0 0.0 0.0: 5.0 3.5
Old : 100.0: 56.8 62.7 23.4 18.3 9.6 3.1 3.8 2.2 0.0 0.0 0.0: 5.0 3.5
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 : 49: 28 25 9 . 10 5 . 5 0 0 0:
Old : 49: 28 25 9 . 10 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 : 33.0 46.3 52.7 62.4 29.1 45.3 40.9 54.0
Old : 33.0 46.3 52.7 62.4 29.1 45.3 40.9 54.0
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 142,015: 65,448 83,806 47,410 38,562 11,764 2,173 295 2,716 0 0 0: 12,504 4,872
Old : 142,015: 65,448 83,806 47,410 38,562 11,764 2,173 295 2,716 0 0 0: 12,504 4,872
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 392: 152 397 183 0 -5 -397 0 0 0 0 0: 459 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 59.0 33.4 27.2 8.3 1.5 0.2 1.9 0.0 0.0 0.0: 8.8 3.4
Old : 100.0: 46.1 59.0 33.4 27.2 8.3 1.5 0.2 1.9 0.0 0.0 0.0: 8.8 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: 14 14 7 5 9 . . . 0 0 0:
Old : 34: 14 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 : 48.2 51.4 66.8 75.7 42.7 51.0 56.8 72.0
Old : 48.2 51.4 66.8 75.7 42.7 51.0 56.8 72.0
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 236,876: 144,294 94,482 25,203 86,256 35,657 5,274 547 12,321 0 0 0: 14,127 7,613
Old : 236,876: 144,294 94,482 25,203 86,256 35,657 5,274 547 12,321 0 0 0: 14,127 7,613
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 1,938: 1,092 1,165 56 -165 314 -1,517 -115 774 0 0 0: 1,219 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 39.9 10.6 36.4 15.1 2.2 0.2 5.2 0.0 0.0 0.0: 6.0 3.2
Old : 100.0: 60.9 39.9 10.6 36.4 15.1 2.2 0.2 5.2 0.0 0.0 0.0: 6.0 3.2
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 : 44: 23 25 . 12 11 . . . 0 0 0:
Old : 44: 23 25 . 12 11 . . . 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 : 37.8 32.5 54.6 55.2 33.1 29.0 45.9 45.5
Old : 37.8 32.5 54.6 55.2 33.1 29.0 45.9 45.5
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,949,780: 794,308 536,395 63,350 988,777 439,964 600,734 46,626 660,277 131,561 24,792 228,882: 30,704 24,067
Old : 2,949,780: 794,308 536,395 63,350 988,777 439,964 600,734 46,626 660,277 131,561 24,792 228,882: 30,704 24,067
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 87,508: 15,854 -118 2,097 39,666 17,120 9,292 -3,547 11,235 15,287 -857 16,959: -336 7,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 18.2 2.1 33.5 14.9 20.4 1.6 22.4 4.5 0.8 7.8: 1.0 0.8
Old : 100.0: 26.9 18.2 2.1 33.5 14.9 20.4 1.6 22.4 4.5 0.8 7.8: 1.0 0.8
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 : 180: 77 69 8 21 26 27 13 35 20 5 22:
Old : 180: 77 69 8 21 26 27 13 35 20 5 22:
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 : 31.8 31.7 43.8 44.1 19.9 20.8 26.0 29.9
Old : 31.8 31.7 43.8 44.1 19.9 20.8 26.0 29.9
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 937,457: 183,504 254,023 346,220 214,058 108,184 76,692 134,830 60,622 52,231 58,963 104,676: 5,328 2,101
Old : 937,457: 183,504 254,023 346,220 214,058 108,184 76,692 134,830 60,622 52,231 58,963 104,676: 5,328 2,101
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 46,066: 1,421 3,545 20,168 21,086 3,603 -10,322 89 15,457 10,271 -2,805 5,463: 5 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 27.1 36.9 22.8 11.5 8.2 14.4 6.5 5.6 6.3 11.2: 0.6 0.2
Old : 100.0: 19.6 27.1 36.9 22.8 11.5 8.2 14.4 6.5 5.6 6.3 11.2: 0.6 0.2
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 : 95: 20 20 15 5 17 10 14 17 17 11 24:
Old : 95: 20 20 15 5 17 10 14 17 17 11 24:
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 : 36.1 40.5 53.2 60.6 31.2 34.8 42.8 48.6
Old : 36.1 40.5 53.2 60.6 31.2 34.8 42.8 48.6
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 21,535: 17,492 14,354 1,252 5,264 1,622 324 0 14 75 45 100: 656 136
Old : 21,535: 17,492 14,354 1,252 5,264 1,622 324 0 14 75 45 100: 656 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -1,451: -813 -1,401 47 395 -424 -33 0 -7 -25 45 100: -296 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 66.7 5.8 24.4 7.5 1.5 0.0 0.1 0.3 0.2 0.5: 3.0 0.6
Old : 100.0: 81.2 66.7 5.8 24.4 7.5 1.5 0.0 0.1 0.3 0.2 0.5: 3.0 0.6
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 : 40: 24 23 . 5 4 . 0 . . . .:
Old : 40: 24 23 . 5 4 . 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 : 43.1 44.8 64.4 70.4 39.1 40.2 51.9 54.5
Old : 43.1 44.8 64.4 70.4 39.1 40.2 51.9 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 15,328: 14,023 7,227 0 7,286 815 0 0 0 0 0 0: 490 0
Old : 15,328: 14,023 7,227 0 7,286 815 0 0 0 0 0 0: 490 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 47.1 0.0 47.5 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 0.0
Old : 100.0: 91.5 47.1 0.0 47.5 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 0.0
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 : 21: 13 9 0 6 4 0 0 0 0 0 0:
Old : 21: 13 9 0 6 4 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 : 61.7 62.9 85.4 92.5 51.0 56.7 64.9 67.5
Old : 61.7 62.9 85.4 92.5 51.0 56.7 64.9 67.5
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,943: 8,490 7,520 1,924 2,736 2,145 0 202 145 0 0 0: 239 195
Old : 12,943: 8,490 7,520 1,924 2,736 2,145 0 202 145 0 0 0: 239 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 67: 128 288 -125 -230 99 0 -115 -35 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 58.1 14.9 21.1 16.6 0.0 1.6 1.1 0.0 0.0 0.0: 1.8 1.5
Old : 100.0: 65.6 58.1 14.9 21.1 16.6 0.0 1.6 1.1 0.0 0.0 0.0: 1.8 1.5
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: 14 16 . 5 . 0 . . 0 0 0:
Old : 26: 14 16 . 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 : 48.4 48.0 76.9 75.1 43.1 33.4 51.3 45.6
Old : 48.4 48.0 76.9 75.1 43.1 33.4 51.3 45.6
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 8,281: 5,298 4,273 535 1,878 705 0 0 0 415 0 0: 1,328 1,425
Old : 8,281: 5,298 4,273 535 1,878 705 0 0 0 415 0 0: 1,328 1,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 406: 415 -55 -90 275 23 0 0 0 415 0 0: -357 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 51.6 6.5 22.7 8.5 0.0 0.0 0.0 5.0 0.0 0.0: 16.0 17.2
Old : 100.0: 64.0 51.6 6.5 22.7 8.5 0.0 0.0 0.0 5.0 0.0 0.0: 16.0 17.2
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 : 26: 17 13 . . 5 0 0 0 . 0 0:
Old : 26: 17 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 : 35.6 49.9 53.7 71.9 33.3 45.3 44.5 53.0
Old : 35.6 49.9 53.7 71.9 33.3 45.3 44.5 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2010