NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 4,009,866: 1,755,560 920,587 145,751 1,146,601 516,665 248,937 37,824 973,403 8,069 60,288 337,708: 23,773 16,790
Old : 4,009,866: 1,755,560 920,587 145,751 1,146,601 516,665 248,937 37,824 973,403 8,069 60,288 337,708: 23,773 16,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -95,559: 29,617 -39,986 13,671 12,309 -39,789 10,053 9,924 -71,500 -48,647 23,361 15,530: -4,494 -5,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 23.0 3.6 28.6 12.9 6.2 0.9 24.3 0.2 1.5 8.4: 0.6 0.4
Old : 100.0: 43.8 23.0 3.6 28.6 12.9 6.2 0.9 24.3 0.2 1.5 8.4: 0.6 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 : 216: 103 97 14 20 32 25 12 36 13 20 30:
Old : 216: 103 97 14 20 32 25 12 36 13 20 30:
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 : 23.0 25.0 34.5 39.2 12.4 19.3 17.8 25.3
Old : 23.0 25.0 34.5 39.2 12.4 19.3 17.8 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 322,515: 168,390 222,391 35,727 15,284 65,393 20,014 3,311 9,778 1,891 0 828: 20,494 5,530
Old : 322,515: 168,390 222,391 35,727 15,284 65,393 20,014 3,311 9,778 1,891 0 828: 20,494 5,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 2,600: 3,468 4,389 -833 -1,596 2,519 81 -2,286 -324 -1,902 0 -121: -288 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 69.0 11.1 4.7 20.3 6.2 1.0 3.0 0.6 0.0 0.3: 6.4 1.7
Old : 100.0: 52.2 69.0 11.1 4.7 20.3 6.2 1.0 3.0 0.6 0.0 0.3: 6.4 1.7
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 : 51: 27 24 5 7 10 4 . 6 . 0 .:
Old : 51: 27 24 5 7 10 4 . 6 . 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 54.8 54.6 71.6 23.9 35.5 35.0 39.9
Old : 35.3 54.8 54.6 71.6 23.9 35.5 35.0 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 186,394: 149,905 104,931 7,340 54,072 13,033 9,963 6,351 3,532 0 0 0: 2,621 4,475
Old : 186,394: 149,905 104,931 7,340 54,072 13,033 9,963 6,351 3,532 0 0 0: 2,621 4,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 245: 2,265 -4,403 -298 4,918 -954 424 947 -42 -779 0 0: -371 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 56.3 3.9 29.0 7.0 5.3 3.4 1.9 0.0 0.0 0.0: 1.4 2.4
Old : 100.0: 80.4 56.3 3.9 29.0 7.0 5.3 3.4 1.9 0.0 0.0 0.0: 1.4 2.4
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 : 47: 21 24 . 10 11 4 4 5 0 0 0:
Old : 47: 21 24 . 10 11 4 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 : 60.0 37.1 73.9 59.5 59.1 34.0 70.2 54.7
Old : 60.0 37.1 73.9 59.5 59.1 34.0 70.2 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 354,051: 216,302 112,258 38,736 138,549 61,304 2,343 5,583 30,111 0 1,858 275: 4,980 4,113
Old : 354,051: 216,302 112,258 38,736 138,549 61,304 2,343 5,583 30,111 0 1,858 275: 4,980 4,113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 4,870: 2,897 4,226 -31 -1,227 2,172 -642 377 409 0 -1,784 0: 65 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 31.7 10.9 39.1 17.3 0.7 1.6 8.5 0.0 0.5 0.1: 1.4 1.2
Old : 100.0: 61.1 31.7 10.9 39.1 17.3 0.7 1.6 8.5 0.0 0.5 0.1: 1.4 1.2
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 : 45: 21 17 . 9 11 . 5 5 0 . .:
Old : 45: 21 17 . 9 11 . 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 : 43.9 46.4 64.1 70.4 41.8 38.3 54.8 53.9
Old : 43.9 46.4 64.1 70.4 41.8 38.3 54.8 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 699,595: 472,243 240,715 96,826 326,553 76,373 1,499 5,067 39,667 0 0 0: 12,987 11,220
Old : 699,595: 472,243 240,715 96,826 326,553 76,373 1,499 5,067 39,667 0 0 0: 12,987 11,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 20,656: -2,132 620 19,875 12,606 -5,331 -4,681 -459 4,932 0 0 0: 7,993 8,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 34.4 13.8 46.7 10.9 0.2 0.7 5.7 0.0 0.0 0.0: 1.9 1.6
Old : 100.0: 67.5 34.4 13.8 46.7 10.9 0.2 0.7 5.7 0.0 0.0 0.0: 1.9 1.6
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 : 67: 37 27 8 13 19 4 . 5 0 0 0:
Old : 67: 37 27 8 13 19 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 : 37.1 42.0 51.9 58.6 26.1 32.8 39.3 45.5
Old : 37.1 42.0 51.9 58.6 26.1 32.8 39.3 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 191,052: 148,046 125,769 10,372 47,700 4,553 16,854 0 4,216 0 0 0: 7,011 8,814
Old : 191,052: 148,046 125,769 10,372 47,700 4,553 16,854 0 4,216 0 0 0: 7,011 8,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 710: -257 1,612 1,761 1,772 44 1,117 -1,552 -375 0 0 0: -1,580 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 65.8 5.4 25.0 2.4 8.8 0.0 2.2 0.0 0.0 0.0: 3.7 4.6
Old : 100.0: 77.5 65.8 5.4 25.0 2.4 8.8 0.0 2.2 0.0 0.0 0.0: 3.7 4.6
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: 23 23 . 4 4 5 0 5 0 0 0:
Old : 40: 23 23 . 4 4 5 0 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 : 46.2 65.7 61.6 78.9 44.2 65.3 58.6 71.2
Old : 46.2 65.7 61.6 78.9 44.2 65.3 58.6 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 345,896: 249,203 157,097 27,473 91,418 26,648 18,119 48,512 17,725 0 0 0: 6,728 4,496
Old : 345,896: 249,203 157,097 27,473 91,418 26,648 18,119 48,512 17,725 0 0 0: 6,728 4,496
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -910: 6,393 -2,495 -402 2,342 375 -1,215 4,657 -4,770 0 0 0: -1,291 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 45.4 7.9 26.4 7.7 5.2 14.0 5.1 0.0 0.0 0.0: 1.9 1.3
Old : 100.0: 72.0 45.4 7.9 26.4 7.7 5.2 14.0 5.1 0.0 0.0 0.0: 1.9 1.3
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 : 61: 28 28 4 14 13 4 . 6 0 0 0:
Old : 61: 28 28 4 14 13 4 . 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 : 35.1 38.1 52.9 54.4 29.9 33.5 42.9 47.0
Old : 35.1 38.1 52.9 54.4 29.9 33.5 42.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 121,576: 66,778 21,268 15,067 44,444 18,298 7,780 19,434 7,375 0 0 0: 6,278 10,757
Old : 121,576: 66,778 21,268 15,067 44,444 18,298 7,780 19,434 7,375 0 0 0: 6,278 10,757
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,089: 223 1,003 -209 31 410 1,411 760 -1,118 0 0 0: 372 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 17.5 12.4 36.6 15.1 6.4 16.0 6.1 0.0 0.0 0.0: 5.2 8.8
Old : 100.0: 54.9 17.5 12.4 36.6 15.1 6.4 16.0 6.1 0.0 0.0 0.0: 5.2 8.8
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 : 38: 21 13 5 6 6 . . . 0 0 0:
Old : 38: 21 13 5 6 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 : 35.1 37.5 52.4 63.7 26.1 36.6 37.7 52.3
Old : 35.1 37.5 52.4 63.7 26.1 36.6 37.7 52.3
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, December 21, 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 10,000 MMBTU'S) :
: : Positions :
All : 784,807: 66,251 81,529 215,251 40,543 57,243 106,070 242,117 166,248 28,245 94,294 63,202: 82,297 39,631
Old : 784,807: 66,251 81,529 215,251 40,543 57,243 106,070 242,117 166,248 28,245 94,294 63,202: 82,297 39,631
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -575: -9,361 -10,557 23,155 -1,041 -18,422 -4,423 31,242 4,220 10,038 -6,583 -1,201: -4,581 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.4 27.4 5.2 7.3 13.5 30.9 21.2 3.6 12.0 8.1: 10.5 5.0
Old : 100.0: 8.4 10.4 27.4 5.2 7.3 13.5 30.9 21.2 3.6 12.0 8.1: 10.5 5.0
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 : 294: 48 39 25 13 33 52 65 70 32 40 54:
Old : 294: 48 39 25 13 33 52 65 70 32 40 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 : 17.4 23.7 28.9 35.4 16.3 19.5 25.0 27.7
Old : 17.4 23.7 28.9 35.4 16.3 19.5 25.0 27.7
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, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 56,845: 40,355 31,203 7,424 16,918 2,694 55 0 280 0 0 0: 6,037 5,750
Old : 56,845: 40,355 31,203 7,424 16,918 2,694 55 0 280 0 0 0: 6,037 5,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 792: -1,123 4,256 3,040 0 -2,614 -31 0 0 0 0 0: 1,520 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 54.9 13.1 29.8 4.7 0.1 0.0 0.5 0.0 0.0 0.0: 10.6 10.1
Old : 100.0: 71.0 54.9 13.1 29.8 4.7 0.1 0.0 0.5 0.0 0.0 0.0: 10.6 10.1
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 : 25: 14 10 . 5 . . 0 . 0 0 0:
Old : 25: 14 10 . 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 : 36.5 62.4 60.8 81.7 35.0 60.2 57.9 74.1
Old : 36.5 62.4 60.8 81.7 35.0 60.2 57.9 74.1
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, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 56,608: 29,667 27,548 11,484 20,735 4,821 0 0 0 0 0 0: 10,636 3,504
Old : 56,608: 29,667 27,548 11,484 20,735 4,821 0 0 0 0 0 0: 10,636 3,504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 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: 52.4 48.7 20.3 36.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 18.8 6.2
Old : 100.0: 52.4 48.7 20.3 36.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 18.8 6.2
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 : 20: 10 9 . 5 4 0 0 0 0 0 0:
Old : 20: 10 9 . 5 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 : 49.4 53.1 68.6 75.7 46.0 47.9 61.1 68.7
Old : 49.4 53.1 68.6 75.7 46.0 47.9 61.1 68.7
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, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 54,116: 27,336 32,950 11,536 2,520 158 2,332 3,559 4,679 0 0 0: 8,075 10,250
Old : 54,116: 27,336 32,950 11,536 2,520 158 2,332 3,559 4,679 0 0 0: 8,075 10,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -672: 32 -62 0 0 0 0 1,192 -1,160 0 0 0: 456 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 60.9 21.3 4.7 0.3 4.3 6.6 8.6 0.0 0.0 0.0: 14.9 18.9
Old : 100.0: 50.5 60.9 21.3 4.7 0.3 4.3 6.6 8.6 0.0 0.0 0.0: 14.9 18.9
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 : 20: 10 9 . . . . . . 0 0 0:
Old : 20: 10 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 : 48.5 53.2 66.7 74.6 47.9 49.5 65.4 62.1
Old : 48.5 53.2 66.7 74.6 47.9 49.5 65.4 62.1
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, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 63,346: 31,970 5,635 9,892 41,457 3,947 2,399 1,280 3,688 0 0 0: 11,450 7,339
Old : 63,346: 31,970 5,635 9,892 41,457 3,947 2,399 1,280 3,688 0 0 0: 11,450 7,339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 39: 0 0 0 0 0 84 0 -62 0 0 0: 17 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 8.9 15.6 65.4 6.2 3.8 2.0 5.8 0.0 0.0 0.0: 18.1 11.6
Old : 100.0: 50.5 8.9 15.6 65.4 6.2 3.8 2.0 5.8 0.0 0.0 0.0: 18.1 11.6
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 : 23: 12 8 . 5 . . . . 0 0 0:
Old : 23: 12 8 . 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 : 40.7 66.4 61.7 80.9 39.5 65.4 57.9 70.7
Old : 40.7 66.4 61.7 80.9 39.5 65.4 57.9 70.7
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, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 111,997: 59,397 54,692 31,875 29,218 9,008 0 12,485 1,222 0 0 0: 10,495 5,372
Old : 111,997: 59,397 54,692 31,875 29,218 9,008 0 12,485 1,222 0 0 0: 10,495 5,372
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -459: -428 -490 0 0 0 0 177 -53 0 0 0: 22 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 48.8 28.5 26.1 8.0 0.0 11.1 1.1 0.0 0.0 0.0: 9.4 4.8
Old : 100.0: 53.0 48.8 28.5 26.1 8.0 0.0 11.1 1.1 0.0 0.0 0.0: 9.4 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 : 33: 13 15 6 4 7 0 . . 0 0 0:
Old : 33: 13 15 6 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 : 44.5 36.2 66.6 58.5 42.8 36.2 56.0 55.0
Old : 44.5 36.2 66.6 58.5 42.8 36.2 56.0 55.0
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, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 92,087: 52,087 33,660 18,105 33,823 9,673 0 872 1,674 0 0 0: 10,548 12,385
Old : 92,087: 52,087 33,660 18,105 33,823 9,673 0 872 1,674 0 0 0: 10,548 12,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 114: 0 0 0 0 0 0 -80 80 0 0 0: 34 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 36.6 19.7 36.7 10.5 0.0 0.9 1.8 0.0 0.0 0.0: 11.5 13.4
Old : 100.0: 56.6 36.6 19.7 36.7 10.5 0.0 0.9 1.8 0.0 0.0 0.0: 11.5 13.4
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 : 21: 7 8 6 4 6 0 . . 0 0 0:
Old : 21: 7 8 6 4 6 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 : 61.1 53.2 76.9 71.9 53.4 52.3 65.0 64.3
Old : 61.1 53.2 76.9 71.9 53.4 52.3 65.0 64.3
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, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 153,712: 78,528 60,214 26,312 57,283 20,336 6,909 1,110 6,284 0 0 0: 15,343 8,485
Old : 153,712: 78,528 60,214 26,312 57,283 20,336 6,909 1,110 6,284 0 0 0: 15,343 8,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 355: 249 253 0 -600 424 80 814 -496 0 0 0: 98 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 39.2 17.1 37.3 13.2 4.5 0.7 4.1 0.0 0.0 0.0: 10.0 5.5
Old : 100.0: 51.1 39.2 17.1 37.3 13.2 4.5 0.7 4.1 0.0 0.0 0.0: 10.0 5.5
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 : 37: 18 17 5 7 7 . . . 0 0 0:
Old : 37: 18 17 5 7 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 : 31.9 35.6 54.2 59.1 28.3 28.6 40.7 46.5
Old : 31.9 35.6 54.2 59.1 28.3 28.6 40.7 46.5
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, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 2,594,365: 702,530 407,521 103,978 819,652 438,962 396,011 29,052 577,906 117,879 67,221 235,478: 21,621 18,573
Old : 2,594,365: 702,530 407,521 103,978 819,652 438,962 396,011 29,052 577,906 117,879 67,221 235,478: 21,621 18,573
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -32,460: -1,669 -10,997 10,872 16,067 -9,092 -21,522 11,842 -27,802 10,460 -17,092 6,321: -28 -1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 15.7 4.0 31.6 16.9 15.3 1.1 22.3 4.5 2.6 9.1: 0.8 0.7
Old : 100.0: 27.1 15.7 4.0 31.6 16.9 15.3 1.1 22.3 4.5 2.6 9.1: 0.8 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 : 179: 78 63 13 18 27 22 13 34 16 13 27:
Old : 179: 78 63 13 18 27 22 13 34 16 13 27:
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 : 25.1 27.8 35.6 43.4 14.4 22.0 20.2 29.2
Old : 25.1 27.8 35.6 43.4 14.4 22.0 20.2 29.2
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, December 21, 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 2,500 MMBTU'S) :
: : Positions :
All : 1,024,285: 178,158 162,364 158,816 256,087 302,244 152,216 50,400 90,840 47,761 68,060 90,729: 3,521 3,561
Old : 1,024,285: 178,158 162,364 158,816 256,087 302,244 152,216 50,400 90,840 47,761 68,060 90,729: 3,521 3,561
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 34,667: 8,496 -3,472 -24,329 14,491 16,811 35,207 2,175 1,276 -5,226 869 2,903: -471 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 15.9 15.5 25.0 29.5 14.9 4.9 8.9 4.7 6.6 8.9: 0.3 0.3
Old : 100.0: 17.4 15.9 15.5 25.0 29.5 14.9 4.9 8.9 4.7 6.6 8.9: 0.3 0.3
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 : 100: 20 19 13 10 20 14 13 19 11 18 26:
Old : 100: 20 19 13 10 20 14 13 19 11 18 26:
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 : 25.3 33.5 42.3 53.6 16.1 26.2 25.5 35.2
Old : 25.3 33.5 42.3 53.6 16.1 26.2 25.5 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, December 21, 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 : 28,175: 24,573 16,965 235 8,404 1,984 367 0 491 115 0 50: 360 281
Old : 28,175: 24,573 16,965 235 8,404 1,984 367 0 491 115 0 50: 360 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,063: 1,033 1,078 0 -103 35 262 0 116 80 0 50: -513 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 60.2 0.8 29.8 7.0 1.3 0.0 1.7 0.4 0.0 0.2: 1.3 1.0
Old : 100.0: 87.2 60.2 0.8 29.8 7.0 1.3 0.0 1.7 0.4 0.0 0.2: 1.3 1.0
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 : 47: 33 29 . 6 7 . 0 . . 0 .:
Old : 47: 33 29 . 6 7 . 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 : 37.1 44.2 53.2 64.0 21.1 36.5 33.3 49.6
Old : 37.1 44.2 53.2 64.0 21.1 36.5 33.3 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, December 21, 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 : 16,962: 15,785 9,023 200 7,060 323 10 0 65 435 0 0: 144 491
Old : 16,962: 15,785 9,023 200 7,060 323 10 0 65 435 0 0: 144 491
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 360: 355 55 0 325 -50 0 0 30 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 53.2 1.2 41.6 1.9 0.1 0.0 0.4 2.6 0.0 0.0: 0.8 2.9
Old : 100.0: 93.1 53.2 1.2 41.6 1.9 0.1 0.0 0.4 2.6 0.0 0.0: 0.8 2.9
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 : 24: 16 13 . 4 4 . 0 . . 0 0:
Old : 24: 16 13 . 4 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 : 62.3 63.9 84.4 86.6 49.7 54.3 67.2 69.9
Old : 62.3 63.9 84.4 86.6 49.7 54.3 67.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, December 21, 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 : 8,859: 6,943 5,485 212 1,718 1,107 150 0 45 60 0 0: 342 504
Old : 8,859: 6,943 5,485 212 1,718 1,107 150 0 45 60 0 0: 342 504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -156: 45 -45 0 30 -6 150 0 45 0 0 0: -390 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 61.9 2.4 19.4 12.5 1.7 0.0 0.5 0.7 0.0 0.0: 3.9 5.7
Old : 100.0: 78.4 61.9 2.4 19.4 12.5 1.7 0.0 0.5 0.7 0.0 0.0: 3.9 5.7
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: 19 15 . 6 4 . 0 . . 0 0:
Old : 31: 19 15 . 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 : 57.4 52.6 72.6 70.4 54.6 39.8 61.7 53.0
Old : 57.4 52.6 72.6 70.4 54.6 39.8 61.7 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, December 21, 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 : 10,944: 9,727 6,745 433 3,363 289 0 0 0 0 0 0: 495 547
Old : 10,944: 9,727 6,745 433 3,363 289 0 0 0 0 0 0: 495 547
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 211: 241 121 0 45 15 0 0 0 0 0 0: -45 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 61.6 4.0 30.7 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 4.5 5.0
Old : 100.0: 88.9 61.6 4.0 30.7 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 4.5 5.0
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 : 27: 16 15 . 6 5 0 0 0 0 0 0:
Old : 27: 16 15 . 6 5 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 : 58.1 61.4 78.6 79.0 55.8 59.9 72.1 75.9
Old : 58.1 61.4 78.6 79.0 55.8 59.9 72.1 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Futures Only, December 21, 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 : 4,113: 3,254 3,062 487 587 313 0 0 0 0 0 0: 59 151
Old : 4,113: 3,254 3,062 487 587 313 0 0 0 0 0 0: 59 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 135: 90 180 60 -30 -15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 74.4 11.8 14.3 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 3.7
Old : 100.0: 79.1 74.4 11.8 14.3 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 3.7
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 : 20: 14 7 . . . 0 0 0 0 0 0:
Old : 20: 14 7 . . . 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 : 68.7 67.3 82.6 91.2 57.1 63.2 70.0 75.5
Old : 68.7 67.3 82.6 91.2 57.1 63.2 70.0 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2010