NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, January 5, 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 : 905,434: 86,760 107,650 134,890 74,819 129,542 135,655 167,608 244,003 8,785 53,275 86,442: 79,357 42,094
Old : 905,434: 86,760 107,650 134,890 74,819 129,542 135,655 167,608 244,003 8,785 53,275 86,442: 79,357 42,094
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 23,496: -2,499 -3,697 393 -1,592 4,759 2,902 7,631 9,792 267 -521 3,272: 4,609 3,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.9 14.9 8.3 14.3 15.0 18.5 26.9 1.0 5.9 9.5: 8.8 4.6
Old : 100.0: 9.6 11.9 14.9 8.3 14.3 15.0 18.5 26.9 1.0 5.9 9.5: 8.8 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 : 260: 55 46 20 12 24 47 45 66 25 40 52:
Old : 260: 55 46 20 12 24 47 45 66 25 40 52:
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 : 27.7 39.9 40.4 52.4 14.9 21.7 19.4 26.8
Old : 27.7 39.9 40.4 52.4 14.9 21.7 19.4 26.8
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 - Options and Futures Combined, January 5, 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 : 65,418: 46,681 30,349 587 18,832 6,381 2,647 0 1,285 0 0 0: 7,837 8,571
Old : 65,418: 46,681 30,349 587 18,832 6,381 2,647 0 1,285 0 0 0: 7,837 8,571
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -4,084: -5,449 -2,529 425 -739 -425 -356 0 47 0 0 0: 1,674 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 46.4 0.9 28.8 9.8 4.0 0.0 2.0 0.0 0.0 0.0: 12.0 13.1
Old : 100.0: 71.4 46.4 0.9 28.8 9.8 4.0 0.0 2.0 0.0 0.0 0.0: 12.0 13.1
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: 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 : 49.6 45.8 70.6 65.7 47.3 36.8 55.8 49.6
Old : 49.6 45.8 70.6 65.7 47.3 36.8 55.8 49.6
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 - Options and Futures Combined, January 5, 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 : 71,250: 40,640 38,250 11,391 11,394 6,492 826 2,469 400 0 0 0: 11,501 12,245
Old : 71,250: 40,640 38,250 11,391 11,394 6,492 826 2,469 400 0 0 0: 11,501 12,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -6,206: -3,143 -5,706 -1,794 62 -465 -1,077 -400 0 0 0 0: 273 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 53.7 16.0 16.0 9.1 1.2 3.5 0.6 0.0 0.0 0.0: 16.1 17.2
Old : 100.0: 57.0 53.7 16.0 16.0 9.1 1.2 3.5 0.6 0.0 0.0 0.0: 16.1 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 : 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 : 35.4 33.6 54.3 50.1 26.3 27.9 37.9 39.6
Old : 35.4 33.6 54.3 50.1 26.3 27.9 37.9 39.6
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 - Options and Futures Combined, January 5, 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 : 79,468: 44,383 37,173 16,597 30,208 6,970 0 0 0 0 0 0: 11,518 5,117
Old : 79,468: 44,383 37,173 16,597 30,208 6,970 0 0 0 0 0 0: 11,518 5,117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -3,720: -2,013 -1,935 -254 -341 -217 0 0 0 0 0 0: -1,236 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 46.8 20.9 38.0 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 6.4
Old : 100.0: 55.9 46.8 20.9 38.0 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 14.5 6.4
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 : 23: 12 14 . 5 6 0 0 0 0 0 0:
Old : 23: 12 14 . 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 : 44.9 52.3 64.0 74.9 42.6 47.1 57.9 63.9
Old : 44.9 52.3 64.0 74.9 42.6 47.1 57.9 63.9
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 - Options and Futures Combined, January 5, 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 : 92,043: 51,616 62,338 16,897 17,838 3,792 7,070 0 2,536 0 0 0: 10,132 5,539
Old : 92,043: 51,616 62,338 16,897 17,838 3,792 7,070 0 2,536 0 0 0: 10,132 5,539
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -5,401: -3,054 -3,053 -372 -1,129 0 -952 0 57 0 0 0: -1,080 -1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 67.7 18.4 19.4 4.1 7.7 0.0 2.8 0.0 0.0 0.0: 11.0 6.0
Old : 100.0: 56.1 67.7 18.4 19.4 4.1 7.7 0.0 2.8 0.0 0.0 0.0: 11.0 6.0
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 : 34: 18 18 . 6 4 . 0 . 0 0 0:
Old : 34: 18 18 . 6 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 : 41.0 47.9 61.1 64.0 35.7 45.3 52.4 61.0
Old : 41.0 47.9 61.1 64.0 35.7 45.3 52.4 61.0
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 - Options and Futures Combined, January 5, 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 : 93,870: 74,197 39,637 6,899 33,777 897 957 3,422 4,457 0 0 0: 6,463 11,680
Old : 93,870: 74,197 39,637 6,899 33,777 897 957 3,422 4,457 0 0 0: 6,463 11,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -5,162: -4,318 -4,624 -462 -996 -58 292 -746 -437 0 0 0: -179 1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 42.2 7.3 36.0 1.0 1.0 3.6 4.7 0.0 0.0 0.0: 6.9 12.4
Old : 100.0: 79.0 42.2 7.3 36.0 1.0 1.0 3.6 4.7 0.0 0.0 0.0: 6.9 12.4
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 : 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 : 68.2 34.3 83.3 54.9 64.5 34.3 76.1 54.5
Old : 68.2 34.3 83.3 54.9 64.5 34.3 76.1 54.5
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 - Options and Futures Combined, January 5, 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 : 92,601: 46,927 25,902 13,738 46,907 6,023 10,401 2,543 3,804 0 0 0: 11,708 7,422
Old : 92,601: 46,927 25,902 13,738 46,907 6,023 10,401 2,543 3,804 0 0 0: 11,708 7,422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -7,284: -5,674 -3,110 755 -1,543 -682 -554 -55 -1,345 0 0 0: 216 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 28.0 14.8 50.7 6.5 11.2 2.7 4.1 0.0 0.0 0.0: 12.6 8.0
Old : 100.0: 50.7 28.0 14.8 50.7 6.5 11.2 2.7 4.1 0.0 0.0 0.0: 12.6 8.0
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 : 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 : 35.4 45.6 57.3 64.8 30.9 44.9 50.0 59.5
Old : 35.4 45.6 57.3 64.8 30.9 44.9 50.0 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, January 5, 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 : 1,578,696: 295,244 286,171 117,937 77,787 596,343 23,642 84,427 206,071 29,907 17,875 305,697: 3,855 4,324
Old : 1,578,696: 295,244 286,171 117,937 77,787 596,343 23,642 84,427 206,071 29,907 17,875 305,697: 3,855 4,324
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 22,355: 5,748 4,649 1,781 -1,752 4,028 -2,067 6,069 4,699 2,997 -583 6,604: -1,436 -1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.1 7.5 4.9 37.8 1.5 5.3 13.1 1.9 1.1 19.4: 0.2 0.3
Old : 100.0: 18.7 18.1 7.5 4.9 37.8 1.5 5.3 13.1 1.9 1.1 19.4: 0.2 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 : 125: 34 36 4 17 21 21 18 27 18 11 26:
Old : 125: 34 36 4 17 21 21 18 27 18 11 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 : 35.6 33.8 56.0 52.5 8.4 7.6 10.7 10.3
Old : 35.6 33.8 56.0 52.5 8.4 7.6 10.7 10.3
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 - Options and Futures Combined, January 5, 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 : 92,678: 59,580 63,179 28,914 22,984 480 0 1,180 0 0 0 0: 3,704 4,855
Old : 92,678: 59,580 63,179 28,914 22,984 480 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: December 29, 2009 :
: -7,688: -7,637 -3,751 -831 -2,914 0 0 -620 0 0 0 0: 780 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 68.2 31.2 24.8 0.5 0.0 1.3 0.0 0.0 0.0 0.0: 4.0 5.2
Old : 100.0: 64.3 68.2 31.2 24.8 0.5 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 : 66.5 53.1 84.2 72.7 55.7 45.0 69.0 59.7
Old : 66.5 53.1 84.2 72.7 55.7 45.0 69.0 59.7
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 - Options and Futures Combined, January 5, 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 : 198,628: 112,769 123,905 46,536 35,502 19,049 5,507 8,455 4,754 0 0 0: 10,013 6,963
Old : 198,628: 112,769 123,905 46,536 35,502 19,049 5,507 8,455 4,754 0 0 0: 10,013 6,963
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -15,975: -8,471 -11,624 -4,427 -3,319 -272 -886 -781 -592 0 0 0: -1,327 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 62.4 23.4 17.9 9.6 2.8 4.3 2.4 0.0 0.0 0.0: 5.0 3.5
Old : 100.0: 56.8 62.4 23.4 17.9 9.6 2.8 4.3 2.4 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 : 32.9 46.0 52.7 62.5 29.1 45.0 40.7 54.2
Old : 32.9 46.0 52.7 62.5 29.1 45.0 40.7 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 - Options and Futures Combined, January 5, 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 : 143,787: 66,967 84,211 47,729 38,562 11,769 1,989 1,086 3,297 0 0 0: 12,035 4,862
Old : 143,787: 66,967 84,211 47,729 38,562 11,769 1,989 1,086 3,297 0 0 0: 12,035 4,862
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -7,980: -3,972 -4,077 -2,567 -1,369 -929 215 -945 -308 0 0 0: -419 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 58.6 33.2 26.8 8.2 1.4 0.8 2.3 0.0 0.0 0.0: 8.4 3.4
Old : 100.0: 46.6 58.6 33.2 26.8 8.2 1.4 0.8 2.3 0.0 0.0 0.0: 8.4 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: 15 14 7 5 9 . . . 0 0 0:
Old : 34: 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 : 47.8 50.8 66.2 74.8 42.4 50.5 56.6 71.3
Old : 47.8 50.8 66.2 74.8 42.4 50.5 56.6 71.3
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 - Options and Futures Combined, January 5, 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 : 234,938: 143,202 93,317 25,147 86,421 35,343 6,791 662 11,547 0 0 0: 12,908 7,648
Old : 234,938: 143,202 93,317 25,147 86,421 35,343 6,791 662 11,547 0 0 0: 12,908 7,648
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -2,874: 2,489 -5,748 4,124 6,779 -2,319 -2,221 662 666 0 0 0: -5,613 -2,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 39.7 10.7 36.8 15.0 2.9 0.3 4.9 0.0 0.0 0.0: 5.5 3.3
Old : 100.0: 61.0 39.7 10.7 36.8 15.0 2.9 0.3 4.9 0.0 0.0 0.0: 5.5 3.3
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 : 44: 23 23 . 12 11 . . 4 0 0 0:
Old : 44: 23 23 . 12 11 . . 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 : 37.8 32.7 54.3 55.5 33.0 29.1 45.8 45.8
Old : 37.8 32.7 54.3 55.5 33.0 29.1 45.8 45.8
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 - Options and Futures Combined, January 5, 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 : 2,862,272: 778,454 536,513 61,253 949,111 422,844 591,442 50,173 649,042 116,274 25,649 211,923: 31,040 17,017
Old : 2,862,272: 778,454 536,513 61,253 949,111 422,844 591,442 50,173 649,042 116,274 25,649 211,923: 31,040 17,017
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -194,978: -64,202 -89,300 -26,366 43,116 -52,997 61,971 -10,682 -84,850 -18,442 6,423 -3,541: -6,551 -3,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 18.7 2.1 33.2 14.8 20.7 1.8 22.7 4.1 0.9 7.4: 1.1 0.6
Old : 100.0: 27.2 18.7 2.1 33.2 14.8 20.7 1.8 22.7 4.1 0.9 7.4: 1.1 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 : 180: 77 68 7 21 25 25 14 36 20 6 22:
Old : 180: 77 68 7 21 25 25 14 36 20 6 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 : 32.2 31.8 44.2 44.3 19.9 20.9 25.8 29.9
Old : 32.2 31.8 44.2 44.3 19.9 20.9 25.8 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 - Options and Futures Combined, January 5, 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 : 891,391: 182,083 250,478 326,052 192,972 104,581 87,014 134,741 45,165 41,960 61,768 99,213: 5,323 2,473
Old : 891,391: 182,083 250,478 326,052 192,972 104,581 87,014 134,741 45,165 41,960 61,768 99,213: 5,323 2,473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 1,975: -3,833 497 -6,862 -3,712 1,950 11,709 -6,005 296 -5,165 5,984 3,766: 114 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 28.1 36.6 21.6 11.7 9.8 15.1 5.1 4.7 6.9 11.1: 0.6 0.3
Old : 100.0: 20.4 28.1 36.6 21.6 11.7 9.8 15.1 5.1 4.7 6.9 11.1: 0.6 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 : 95: 20 20 15 5 17 13 11 17 14 14 23:
Old : 95: 20 20 15 5 17 13 11 17 14 14 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 : 37.6 43.0 54.9 61.7 33.6 36.3 45.6 49.1
Old : 37.6 43.0 54.9 61.7 33.6 36.3 45.6 49.1
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 - Options and Futures Combined, January 5, 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 : 22,986: 18,305 15,755 1,205 4,869 2,046 357 0 21 100 0 0: 952 295
Old : 22,986: 18,305 15,755 1,205 4,869 2,046 357 0 21 100 0 0: 952 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 770: 473 1,011 225 -127 -114 65 0 0 100 0 0: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 68.5 5.2 21.2 8.9 1.6 0.0 0.1 0.4 0.0 0.0: 4.1 1.3
Old : 100.0: 79.6 68.5 5.2 21.2 8.9 1.6 0.0 0.1 0.4 0.0 0.0: 4.1 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 : 41: 25 24 . 7 5 . 0 . . 0 0:
Old : 41: 25 24 . 7 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 : 40.0 44.3 61.2 69.7 35.6 40.2 51.1 54.4
Old : 40.0 44.3 61.2 69.7 35.6 40.2 51.1 54.4
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 - Options and Futures Combined, January 5, 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 : 12,876: 8,362 7,232 2,049 2,966 2,046 0 317 180 0 0 0: 239 135
Old : 12,876: 8,362 7,232 2,049 2,966 2,046 0 317 180 0 0 0: 239 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -1,783: -877 -1,641 -234 203 -264 0 135 -65 0 0 0: -343 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 56.2 15.9 23.0 15.9 0.0 2.5 1.4 0.0 0.0 0.0: 1.9 1.0
Old : 100.0: 64.9 56.2 15.9 23.0 15.9 0.0 2.5 1.4 0.0 0.0 0.0: 1.9 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 : 27: 14 16 . 5 . 0 . . 0 0 0:
Old : 27: 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 : 49.9 46.5 77.6 75.3 47.7 31.9 56.0 46.8
Old : 49.9 46.5 77.6 75.3 47.7 31.9 56.0 46.8
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 - Options and Futures Combined, January 5, 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 : 7,875: 4,883 4,328 625 1,603 682 0 0 0 0 0 0: 1,685 1,262
Old : 7,875: 4,883 4,328 625 1,603 682 0 0 0 0 0 0: 1,685 1,262
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -1,628: -691 -1,239 -34 483 -291 0 0 0 0 0 0: -612 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 55.0 7.9 20.4 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 21.4 16.0
Old : 100.0: 62.0 55.0 7.9 20.4 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 21.4 16.0
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 : 24: 17 11 . . 5 0 0 0 0 0 0:
Old : 24: 17 11 . . 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 : 35.2 48.4 53.7 71.9 31.2 43.6 43.0 52.7
Old : 35.2 48.4 53.7 71.9 31.2 43.6 43.0 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2010