NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, January 19, 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 : 3,876,559: 1,349,028 880,858 115,446 1,118,555 562,859 501,666 24,463 908,469 51,054 11,044 355,700: 32,337 14,611
Old : 3,876,559: 1,349,028 880,858 115,446 1,118,555 562,859 501,666 24,463 908,469 51,054 11,044 355,700: 32,337 14,611
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 71,121: 48,759 41,111 -27,253 11,155 71 42,508 3,523 -22,986 -6,099 2,432 35,818: 303 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 22.7 3.0 28.9 14.5 12.9 0.6 23.4 1.3 0.3 9.2: 0.8 0.4
Old : 100.0: 34.8 22.7 3.0 28.9 14.5 12.9 0.6 23.4 1.3 0.3 9.2: 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 : 210: 93 81 12 22 29 23 15 34 23 16 35:
Old : 210: 93 81 12 22 29 23 15 34 23 16 35:
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 28.6 41.0 43.3 13.3 14.8 18.6 23.0
Old : 29.3 28.6 41.0 43.3 13.3 14.8 18.6 23.0
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 19, 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 : 782,549: 81,412 109,198 171,534 12,260 80,544 81,808 193,673 213,398 6,759 63,616 72,255: 74,839 37,605
Old : 782,549: 81,412 109,198 171,534 12,260 80,544 81,808 193,673 213,398 6,759 63,616 72,255: 74,839 37,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 22,390: 8,443 8,327 4,622 -104 -355 -742 -2,057 8,750 -721 5,506 5,399: -3,006 -3,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 14.0 21.9 1.6 10.3 10.5 24.7 27.3 0.9 8.1 9.2: 9.6 4.8
Old : 100.0: 10.4 14.0 21.9 1.6 10.3 10.5 24.7 27.3 0.9 8.1 9.2: 9.6 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 : 263: 51 41 21 13 28 48 45 61 30 38 54:
Old : 263: 51 41 21 13 28 48 45 61 30 38 54:
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 : 21.9 36.6 34.6 47.7 13.7 22.8 19.6 27.7
Old : 21.9 36.6 34.6 47.7 13.7 22.8 19.6 27.7
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 19, 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 : 65,897: 46,247 30,695 500 18,832 6,468 3,055 0 1,765 0 0 0: 7,862 8,137
Old : 65,897: 46,247 30,695 500 18,832 6,468 3,055 0 1,765 0 0 0: 7,862 8,137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 604: -294 926 0 0 0 1,196 0 4 0 0 0: -302 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 46.6 0.8 28.6 9.8 4.6 0.0 2.7 0.0 0.0 0.0: 11.9 12.3
Old : 100.0: 70.2 46.6 0.8 28.6 9.8 4.6 0.0 2.7 0.0 0.0 0.0: 11.9 12.3
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 : 27: 16 17 . . 4 . 0 . 0 0 0:
Old : 27: 16 17 . . 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 : 48.5 45.1 69.9 64.0 45.6 36.5 55.6 48.5
Old : 48.5 45.1 69.9 64.0 45.6 36.5 55.6 48.5
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 19, 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 : 71,487: 42,599 39,602 11,191 11,394 6,430 826 2,869 0 0 0 0: 10,441 11,192
Old : 71,487: 42,599 39,602 11,191 11,394 6,430 826 2,869 0 0 0 0: 10,441 11,192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,097: 1,959 2,212 680 0 -62 0 400 -400 0 0 0: -1,080 -1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 55.4 15.7 15.9 9.0 1.2 4.0 0.0 0.0 0.0 0.0: 14.6 15.7
Old : 100.0: 59.6 55.4 15.7 15.9 9.0 1.2 4.0 0.0 0.0 0.0 0.0: 14.6 15.7
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 : 31: 18 20 4 4 7 . . 0 0 0 0:
Old : 31: 18 20 4 4 7 . . 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 : 35.3 33.1 54.4 49.6 26.2 28.1 38.4 39.7
Old : 35.3 33.1 54.4 49.6 26.2 28.1 38.4 39.7
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 19, 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 12, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : 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 19, 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 : 97,494: 60,567 63,527 16,897 23,228 3,792 4,386 0 3,000 0 0 0: 8,852 3,947
Old : 97,494: 60,567 63,527 16,897 23,228 3,792 4,386 0 3,000 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 12, 2010 :
: -74: 2,162 -458 0 0 0 -2,620 0 384 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 65.2 17.3 23.8 3.9 4.5 0.0 3.1 0.0 0.0 0.0: 9.1 4.0
Old : 100.0: 62.1 65.2 17.3 23.8 3.9 4.5 0.0 3.1 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 : 42.1 45.9 62.0 62.9 37.3 43.2 55.8 59.7
Old : 42.1 45.9 62.0 62.9 37.3 43.2 55.8 59.7
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 19, 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 : 96,239: 77,055 43,901 6,899 33,537 897 1,069 3,776 4,284 0 0 0: 6,035 9,844
Old : 96,239: 77,055 43,901 6,899 33,537 897 1,069 3,776 4,284 0 0 0: 6,035 9,844
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 799: 1,196 3,724 0 0 0 112 -792 -81 0 0 0: -428 -2,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 45.6 7.2 34.8 0.9 1.1 3.9 4.5 0.0 0.0 0.0: 6.3 10.2
Old : 100.0: 80.1 45.6 7.2 34.8 0.9 1.1 3.9 4.5 0.0 0.0 0.0: 6.3 10.2
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 : 30: 13 15 . 6 . . . . 0 0 0:
Old : 30: 13 15 . 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 : 67.0 33.5 83.9 53.4 62.9 33.5 75.6 53.0
Old : 67.0 33.5 83.9 53.4 62.9 33.5 75.6 53.0
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 19, 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 : 92,300: 47,584 26,704 13,738 46,907 6,023 9,707 2,419 3,835 0 0 0: 11,413 6,412
Old : 92,300: 47,584 26,704 13,738 46,907 6,023 9,707 2,419 3,835 0 0 0: 11,413 6,412
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -177: 913 862 0 0 0 -770 0 31 0 0 0: -351 -1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 28.9 14.9 50.8 6.5 10.5 2.6 4.2 0.0 0.0 0.0: 12.4 6.9
Old : 100.0: 51.6 28.9 14.9 50.8 6.5 10.5 2.6 4.2 0.0 0.0 0.0: 12.4 6.9
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 : 33: 17 16 4 6 4 . . . 0 0 0:
Old : 33: 17 16 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 : 34.9 45.7 56.9 64.8 31.7 45.0 50.1 59.6
Old : 34.9 45.7 56.9 64.8 31.7 45.0 50.1 59.6
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 19, 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 12, 2010 :
: 0: 0 0 0 0 0 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 19, 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 : 200,585: 114,520 125,632 46,660 36,264 19,173 5,402 8,160 4,325 0 0 0: 10,505 7,031
Old : 200,585: 114,520 125,632 46,660 36,264 19,173 5,402 8,160 4,325 0 0 0: 10,505 7,031
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,354: 1,338 782 124 -124 124 -687 561 -49 0 0 0: 504 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 62.6 23.3 18.1 9.6 2.7 4.1 2.2 0.0 0.0 0.0: 5.2 3.5
Old : 100.0: 57.1 62.6 23.3 18.1 9.6 2.7 4.1 2.2 0.0 0.0 0.0: 5.2 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 4 . 5 0 0 0:
Old : 49: 28 25 9 . 10 4 . 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 : 33.2 46.4 53.4 62.4 29.6 45.2 41.0 54.2
Old : 33.2 46.4 53.4 62.4 29.6 45.2 41.0 54.2
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 19, 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 : 144,030: 67,716 85,948 47,348 38,562 11,764 3,049 348 2,444 0 0 0: 11,709 4,964
Old : 144,030: 67,716 85,948 47,348 38,562 11,764 3,049 348 2,444 0 0 0: 11,709 4,964
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 2,015: 2,268 2,142 -62 0 0 876 53 -272 0 0 0: -795 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 59.7 32.9 26.8 8.2 2.1 0.2 1.7 0.0 0.0 0.0: 8.1 3.4
Old : 100.0: 47.0 59.7 32.9 26.8 8.2 2.1 0.2 1.7 0.0 0.0 0.0: 8.1 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 : 35: 15 14 7 5 9 . . . 0 0 0:
Old : 35: 15 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 : 47.9 51.8 66.1 76.1 42.4 51.5 56.3 72.5
Old : 47.9 51.8 66.1 76.1 42.4 51.5 56.3 72.5
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 19, 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 : 239,567: 142,380 95,281 26,108 88,976 36,269 8,759 0 11,566 0 0 0: 14,485 7,475
Old : 239,567: 142,380 95,281 26,108 88,976 36,269 8,759 0 11,566 0 0 0: 14,485 7,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 2,691: -1,914 799 905 2,720 612 3,485 -547 -755 0 0 0: 358 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 39.8 10.9 37.1 15.1 3.7 0.0 4.8 0.0 0.0 0.0: 6.0 3.1
Old : 100.0: 59.4 39.8 10.9 37.1 15.1 3.7 0.0 4.8 0.0 0.0 0.0: 6.0 3.1
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 : 44: 23 25 5 10 11 . 0 . 0 0 0:
Old : 44: 23 25 5 10 11 . 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 : 37.5 31.5 54.7 55.0 32.9 28.7 45.2 45.5
Old : 37.5 31.5 54.7 55.0 32.9 28.7 45.2 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 19, 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 : 2,956,809: 802,808 551,687 61,552 983,952 416,430 574,939 36,798 704,195 147,687 22,144 219,084: 30,114 22,519
Old : 2,956,809: 802,808 551,687 61,552 983,952 416,430 574,939 36,798 704,195 147,687 22,144 219,084: 30,114 22,519
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 7,029: 8,500 15,292 -1,798 -4,825 -23,534 -25,795 -9,828 43,918 16,126 -2,648 -9,798: -590 -1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 18.7 2.1 33.3 14.1 19.4 1.2 23.8 5.0 0.7 7.4: 1.0 0.8
Old : 100.0: 27.2 18.7 2.1 33.3 14.1 19.4 1.2 23.8 5.0 0.7 7.4: 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 : 183: 81 72 8 21 26 27 13 34 18 7 23:
Old : 183: 81 72 8 21 26 27 13 34 18 7 23:
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 : 31.9 32.1 43.6 44.4 19.2 21.1 25.6 30.2
Old : 31.9 32.1 43.6 44.4 19.2 21.1 25.6 30.2
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 19, 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 : 966,626: 192,084 253,612 333,202 205,580 129,599 85,557 139,258 61,832 53,046 68,686 106,006: 5,300 2,053
Old : 966,626: 192,084 253,612 333,202 205,580 129,599 85,557 139,258 61,832 53,046 68,686 106,006: 5,300 2,053
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 29,169: 8,580 -411 -13,018 -8,478 21,415 8,865 4,428 1,210 815 9,723 1,330: -28 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 26.2 34.5 21.3 13.4 8.9 14.4 6.4 5.5 7.1 11.0: 0.5 0.2
Old : 100.0: 19.9 26.2 34.5 21.3 13.4 8.9 14.4 6.4 5.5 7.1 11.0: 0.5 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 : 96: 20 20 15 5 17 10 14 18 17 12 24:
Old : 96: 20 20 15 5 17 10 14 18 17 12 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 : 34.7 39.9 51.1 59.7 29.8 33.9 40.8 47.6
Old : 34.7 39.9 51.1 59.7 29.8 33.9 40.8 47.6
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 19, 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 : 22,555: 18,467 14,875 1,222 5,413 1,971 289 0 15 100 45 75: 416 161
Old : 22,555: 18,467 14,875 1,222 5,413 1,971 289 0 15 100 45 75: 416 161
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,020: 975 521 -30 149 349 -35 0 1 25 0 -25: -240 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 65.9 5.4 24.0 8.7 1.3 0.0 0.1 0.4 0.2 0.3: 1.8 0.7
Old : 100.0: 81.9 65.9 5.4 24.0 8.7 1.3 0.0 0.1 0.4 0.2 0.3: 1.8 0.7
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 : 41: 25 23 . 5 5 . 0 . . . .:
Old : 41: 25 23 . 5 5 . 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 : 44.0 43.2 64.3 68.5 35.4 39.0 48.0 52.1
Old : 44.0 43.2 64.3 68.5 35.4 39.0 48.0 52.1
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 19, 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 : 16,506: 14,656 7,785 0 7,611 1,110 0 0 0 0 0 0: 740 0
Old : 16,506: 14,656 7,785 0 7,611 1,110 0 0 0 0 0 0: 740 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,178: 633 558 0 325 295 0 0 0 0 0 0: 250 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 47.2 0.0 46.1 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.5 0.0
Old : 100.0: 88.8 47.2 0.0 46.1 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.5 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 : 22: 13 11 0 8 4 0 0 0 0 0 0:
Old : 22: 13 11 0 8 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 : 60.5 62.6 83.8 90.9 49.8 56.4 61.0 64.4
Old : 60.5 62.6 83.8 90.9 49.8 56.4 61.0 64.4
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 19, 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 : 12,881: 8,524 7,854 1,847 2,589 2,107 0 12 174 0 0 0: 229 145
Old : 12,881: 8,524 7,854 1,847 2,589 2,107 0 12 174 0 0 0: 229 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -62: 34 334 -77 -147 -38 0 -190 29 0 0 0: -10 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 61.0 14.3 20.1 16.4 0.0 0.1 1.4 0.0 0.0 0.0: 1.8 1.1
Old : 100.0: 66.2 61.0 14.3 20.1 16.4 0.0 0.1 1.4 0.0 0.0 0.0: 1.8 1.1
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 : 27: 14 17 4 4 . 0 . . 0 0 0:
Old : 27: 14 17 4 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 : 49.2 50.5 77.8 75.0 43.9 33.8 51.1 48.2
Old : 49.2 50.5 77.8 75.0 43.9 33.8 51.1 48.2
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 19, 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 : 9,556: 6,254 5,119 743 1,943 977 0 0 0 415 0 0: 1,167 1,517
Old : 9,556: 6,254 5,119 743 1,943 977 0 0 0 415 0 0: 1,167 1,517
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,275: 956 846 208 65 272 0 0 0 0 0 0: -161 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 53.6 7.8 20.3 10.2 0.0 0.0 0.0 4.3 0.0 0.0: 12.2 15.9
Old : 100.0: 65.4 53.6 7.8 20.3 10.2 0.0 0.0 0.0 4.3 0.0 0.0: 12.2 15.9
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: 18 14 4 . 6 0 0 0 . 0 0:
Old : 29: 18 14 4 . 6 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 : 34.6 49.0 52.3 71.0 30.7 39.2 42.2 47.8
Old : 34.6 49.0 52.3 71.0 30.7 39.2 42.2 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2010