NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 3,889,321: 1,372,080 915,902 109,262 1,139,482 599,164 565,790 28,552 861,971 33,876 11,235 318,269: 28,909 14,746
Old : 3,889,321: 1,372,080 915,902 109,262 1,139,482 599,164 565,790 28,552 861,971 33,876 11,235 318,269: 28,909 14,746
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 12,762: 23,052 35,044 -6,184 20,927 36,305 64,124 4,089 -46,498 -17,178 191 -37,431: -3,428 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 23.5 2.8 29.3 15.4 14.5 0.7 22.2 0.9 0.3 8.2: 0.7 0.4
Old : 100.0: 35.3 23.5 2.8 29.3 15.4 14.5 0.7 22.2 0.9 0.3 8.2: 0.7 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: 94 82 13 22 30 26 11 35 22 17 33:
Old : 210: 94 82 13 22 30 26 11 35 22 17 33:
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 : 30.0 27.6 41.7 42.5 15.2 14.8 20.4 23.3
Old : 30.0 27.6 41.7 42.5 15.2 14.8 20.4 23.3
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 - Options and Futures Combined, January 26, 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 : 924,807: 79,273 110,080 145,959 69,564 125,789 144,719 183,506 255,702 7,214 53,520 89,409: 76,742 37,238
Old : 924,807: 79,273 110,080 145,959 69,564 125,789 144,719 183,506 255,702 7,214 53,520 89,409: 76,742 37,238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -27,742: -11,351 -6,868 -3,295 -883 -4,934 1,513 2,322 2,104 -1,431 -7,198 -8,515: -1,832 -3,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 11.9 15.8 7.5 13.6 15.6 19.8 27.6 0.8 5.8 9.7: 8.3 4.0
Old : 100.0: 8.6 11.9 15.8 7.5 13.6 15.6 19.8 27.6 0.8 5.8 9.7: 8.3 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 : 264: 51 46 21 14 29 47 49 63 25 45 57:
Old : 264: 51 46 21 14 29 47 49 63 25 45 57:
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 : 27.0 39.3 39.8 51.6 15.6 21.4 20.4 26.1
Old : 27.0 39.3 39.8 51.6 15.6 21.4 20.4 26.1
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 26, 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 : 64,760: 48,106 31,489 596 18,242 6,962 2,127 0 1,824 0 0 0: 5,145 6,243
Old : 64,760: 48,106 31,489 596 18,242 6,962 2,127 0 1,824 0 0 0: 5,145 6,243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -1,137: 1,859 794 96 -590 494 -928 0 59 0 0 0: -2,717 -1,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 48.6 0.9 28.2 10.8 3.3 0.0 2.8 0.0 0.0 0.0: 7.9 9.6
Old : 100.0: 74.3 48.6 0.9 28.2 10.8 3.3 0.0 2.8 0.0 0.0 0.0: 7.9 9.6
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 : 28: 17 18 . . 5 . 0 . 0 0 0:
Old : 28: 17 18 . . 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 : 49.0 45.9 69.1 65.0 46.4 37.3 54.2 48.0
Old : 49.0 45.9 69.1 65.0 46.4 37.3 54.2 48.0
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 26, 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 : 72,024: 42,692 40,139 11,559 11,394 6,382 826 2,917 0 0 0 0: 10,565 11,192
Old : 72,024: 42,692 40,139 11,559 11,394 6,382 826 2,917 0 0 0 0: 10,565 11,192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 537: 93 537 368 0 -48 0 48 0 0 0 0: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 55.7 16.0 15.8 8.9 1.1 4.1 0.0 0.0 0.0 0.0: 14.7 15.5
Old : 100.0: 59.3 55.7 16.0 15.8 8.9 1.1 4.1 0.0 0.0 0.0 0.0: 14.7 15.5
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 : 32: 18 20 5 4 7 . . 0 0 0 0:
Old : 32: 18 20 5 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 : 35.1 33.4 54.0 49.7 26.1 28.5 38.2 39.8
Old : 35.1 33.4 54.0 49.7 26.1 28.5 38.2 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 80,928: 47,483 39,482 16,597 30,208 7,398 0 0 0 0 0 0: 9,450 3,840
Old : 80,928: 47,483 39,482 16,597 30,208 7,398 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 19, 2010 :
: 428: 428 0 -428 0 428 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 48.8 20.5 37.3 9.1 0.0 0.0 0.0 0.0 0.0 0.0: 11.7 4.7
Old : 100.0: 58.7 48.8 20.5 37.3 9.1 0.0 0.0 0.0 0.0 0.0 0.0: 11.7 4.7
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 : 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 : 45.1 51.9 63.9 73.3 42.3 46.8 57.5 62.6
Old : 45.1 51.9 63.9 73.3 42.3 46.8 57.5 62.6
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 26, 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 : 98,769: 61,212 63,783 16,897 23,696 3,792 4,408 0 3,523 0 0 0: 8,937 3,975
Old : 98,769: 61,212 63,783 16,897 23,696 3,792 4,408 0 3,523 0 0 0: 8,937 3,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,275: 645 256 0 468 0 22 0 523 0 0 0: 85 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 64.6 17.1 24.0 3.8 4.5 0.0 3.6 0.0 0.0 0.0: 9.0 4.0
Old : 100.0: 62.0 64.6 17.1 24.0 3.8 4.5 0.0 3.6 0.0 0.0 0.0: 9.0 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 : 37: 20 20 . 7 4 . 0 . 0 0 0:
Old : 37: 20 20 . 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 : 41.4 45.3 61.1 62.1 36.6 42.8 54.8 59.1
Old : 41.4 45.3 61.1 62.1 36.6 42.8 54.8 59.1
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 26, 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 : 99,127: 82,351 41,178 6,899 33,761 845 0 10,680 2,977 0 0 0: 6,055 9,686
Old : 99,127: 82,351 41,178 6,899 33,761 845 0 10,680 2,977 0 0 0: 6,055 9,686
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 2,888: 5,296 -2,723 0 224 -52 -1,069 6,904 -1,307 0 0 0: 20 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 41.5 7.0 34.1 0.9 0.0 10.8 3.0 0.0 0.0 0.0: 6.1 9.8
Old : 100.0: 83.1 41.5 7.0 34.1 0.9 0.0 10.8 3.0 0.0 0.0 0.0: 6.1 9.8
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 : 30: 14 15 . 6 . 0 . . 0 0 0:
Old : 30: 14 15 . 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 : 66.9 34.5 84.5 55.1 62.8 33.2 76.1 53.6
Old : 66.9 34.5 84.5 55.1 62.8 33.2 76.1 53.6
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 26, 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 : 92,380: 48,153 26,701 13,738 46,907 6,023 8,963 2,419 4,026 0 0 0: 11,477 6,304
Old : 92,380: 48,153 26,701 13,738 46,907 6,023 8,963 2,419 4,026 0 0 0: 11,477 6,304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 80: 569 -3 0 0 0 -744 0 191 0 0 0: 64 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 28.9 14.9 50.8 6.5 9.7 2.6 4.4 0.0 0.0 0.0: 12.4 6.8
Old : 100.0: 52.1 28.9 14.9 50.8 6.5 9.7 2.6 4.4 0.0 0.0 0.0: 12.4 6.8
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: 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 : 36.7 45.7 58.8 64.8 32.3 45.0 51.9 59.6
Old : 36.7 45.7 58.8 64.8 32.3 45.0 51.9 59.6
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 26, 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 : 1,530,017: 284,573 273,366 110,419 79,238 582,707 30,197 78,002 197,642 26,229 20,600 291,720: 6,529 6,739
Old : 1,530,017: 284,573 273,366 110,419 79,238 582,707 30,197 78,002 197,642 26,229 20,600 291,720: 6,529 6,739
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -79,576: -16,684 -19,444 -6,551 -2,902 -19,432 -1,019 -6,201 -7,643 -4,850 -438 -24,583: 1,185 1,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 17.9 7.2 5.2 38.1 2.0 5.1 12.9 1.7 1.3 19.1: 0.4 0.4
Old : 100.0: 18.6 17.9 7.2 5.2 38.1 2.0 5.1 12.9 1.7 1.3 19.1: 0.4 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 : 128: 35 37 6 15 21 24 17 32 18 11 25:
Old : 128: 35 37 6 15 21 24 17 32 18 11 25:
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 : 35.0 33.5 56.0 52.7 7.7 8.0 10.3 10.5
Old : 35.0 33.5 56.0 52.7 7.7 8.0 10.3 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 93,574: 60,942 64,131 28,914 23,040 368 0 1,180 0 0 0 0: 3,350 4,855
Old : 93,574: 60,942 64,131 28,914 23,040 368 0 1,180 0 0 0 0: 3,350 4,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,008: 1,362 1,064 0 -56 0 0 0 0 0 0 0: -354 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 68.5 30.9 24.6 0.4 0.0 1.3 0.0 0.0 0.0 0.0: 3.6 5.2
Old : 100.0: 65.1 68.5 30.9 24.6 0.4 0.0 1.3 0.0 0.0 0.0 0.0: 3.6 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 : 25: 13 13 . 5 . 0 . 0 0 0 0:
Old : 25: 13 13 . 5 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 52.6 83.4 71.9 55.1 44.5 68.4 59.2
Old : 65.9 52.6 83.4 71.9 55.1 44.5 68.4 59.2
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 26, 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 : 202,139: 119,148 126,434 43,467 36,264 19,183 4,624 7,783 5,426 0 0 0: 10,291 7,049
Old : 202,139: 119,148 126,434 43,467 36,264 19,183 4,624 7,783 5,426 0 0 0: 10,291 7,049
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,554: 4,628 802 -3,193 0 10 -778 -377 1,101 0 0 0: -214 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 62.5 21.5 17.9 9.5 2.3 3.9 2.7 0.0 0.0 0.0: 5.1 3.5
Old : 100.0: 58.9 62.5 21.5 17.9 9.5 2.3 3.9 2.7 0.0 0.0 0.0: 5.1 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 : 50: 28 25 9 . 10 5 . 5 0 0 0:
Old : 50: 28 25 9 . 10 5 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 46.0 54.1 61.9 30.3 44.8 41.4 53.5
Old : 33.9 46.0 54.1 61.9 30.3 44.8 41.4 53.5
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 26, 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 : 147,735: 70,350 87,631 48,767 38,624 11,764 3,049 2,929 2,057 0 0 0: 11,748 4,730
Old : 147,735: 70,350 87,631 48,767 38,624 11,764 3,049 2,929 2,057 0 0 0: 11,748 4,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 761: 812 521 939 62 0 0 798 -387 0 0 0: -603 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 59.3 33.0 26.1 8.0 2.1 2.0 1.4 0.0 0.0 0.0: 8.0 3.2
Old : 100.0: 47.6 59.3 33.0 26.1 8.0 2.1 2.0 1.4 0.0 0.0 0.0: 8.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 16 14 7 5 9 . . . 0 0 0:
Old : 35: 16 14 7 5 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 50.5 65.7 74.9 42.6 50.3 56.4 71.4
Old : 48.2 50.5 65.7 74.9 42.6 50.3 56.4 71.4
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 26, 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 : 241,553: 142,300 98,378 26,750 89,348 35,413 10,786 0 10,927 0 0 0: 15,377 7,487
Old : 241,553: 142,300 98,378 26,750 89,348 35,413 10,786 0 10,927 0 0 0: 15,377 7,487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,986: -80 3,097 642 372 -856 2,027 0 -639 0 0 0: 892 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 40.7 11.1 37.0 14.7 4.5 0.0 4.5 0.0 0.0 0.0: 6.4 3.1
Old : 100.0: 58.9 40.7 11.1 37.0 14.7 4.5 0.0 4.5 0.0 0.0 0.0: 6.4 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 : 36.9 31.1 54.2 55.5 32.2 28.0 44.7 45.2
Old : 36.9 31.1 54.2 55.5 32.2 28.0 44.7 45.2
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 26, 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 : 2,972,720: 823,099 548,067 54,130 972,547 436,177 547,795 34,021 738,105 147,446 24,020 203,729: 22,239 16,054
Old : 2,972,720: 823,099 548,067 54,130 972,547 436,177 547,795 34,021 738,105 147,446 24,020 203,729: 22,239 16,054
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 15,911: 20,291 -3,620 -7,422 -11,405 19,747 -27,144 -2,777 33,910 -241 1,876 -15,355: -7,875 -6,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 18.4 1.8 32.7 14.7 18.4 1.1 24.8 5.0 0.8 6.9: 0.7 0.5
Old : 100.0: 27.7 18.4 1.8 32.7 14.7 18.4 1.1 24.8 5.0 0.8 6.9: 0.7 0.5
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 : 188: 85 73 7 22 27 27 13 34 17 8 23:
Old : 188: 85 73 7 22 27 27 13 34 17 8 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 : 31.7 32.5 43.3 44.9 17.9 20.4 24.4 29.5
Old : 31.7 32.5 43.3 44.9 17.9 20.4 24.4 29.5
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 26, 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 : 1,031,193: 194,716 266,455 301,055 174,087 181,781 83,920 141,293 75,431 69,725 70,184 115,690: 8,875 6,272
Old : 1,031,193: 194,716 266,455 301,055 174,087 181,781 83,920 141,293 75,431 69,725 70,184 115,690: 8,875 6,272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 64,567: 2,632 12,843 -32,147 -31,493 52,182 -1,637 2,035 13,599 16,679 1,498 9,684: 3,575 4,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 25.8 29.2 16.9 17.6 8.1 13.7 7.3 6.8 6.8 11.2: 0.9 0.6
Old : 100.0: 18.9 25.8 29.2 16.9 17.6 8.1 13.7 7.3 6.8 6.8 11.2: 0.9 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 : 100: 22 20 14 7 19 9 14 18 19 12 23:
Old : 100: 22 20 14 7 19 9 14 18 19 12 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 : 32.1 37.3 48.7 59.0 26.9 31.8 37.1 43.9
Old : 32.1 37.3 48.7 59.0 26.9 31.8 37.1 43.9
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 26, 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 : 23,432: 19,495 15,400 517 5,312 2,307 504 0 44 0 45 75: 490 249
Old : 23,432: 19,495 15,400 517 5,312 2,307 504 0 44 0 45 75: 490 249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 877: 1,028 525 -705 -101 336 215 0 29 -100 0 0: 74 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 65.7 2.2 22.7 9.8 2.2 0.0 0.2 0.0 0.2 0.3: 2.1 1.1
Old : 100.0: 83.2 65.7 2.2 22.7 9.8 2.2 0.0 0.2 0.0 0.2 0.3: 2.1 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 : 46: 30 24 . 5 6 . 0 . 0 . .:
Old : 46: 30 24 . 5 6 . 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 : 42.2 40.3 61.9 66.3 34.5 37.1 45.7 51.2
Old : 42.2 40.3 61.9 66.3 34.5 37.1 45.7 51.2
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 - Options and Futures Combined, January 26, 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 : 16,765: 14,645 8,134 50 7,446 1,185 25 0 0 0 0 0: 860 0
Old : 16,765: 14,645 8,134 50 7,446 1,185 25 0 0 0 0 0: 860 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 259: -11 349 50 -165 75 25 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 48.5 0.3 44.4 7.1 0.1 0.0 0.0 0.0 0.0 0.0: 5.1 0.0
Old : 100.0: 87.4 48.5 0.3 44.4 7.1 0.1 0.0 0.0 0.0 0.0 0.0: 5.1 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 : 24: 13 10 . 8 4 . 0 0 0 0 0:
Old : 24: 13 10 . 8 4 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 64.1 82.3 91.5 51.3 56.6 61.2 66.1
Old : 61.8 64.1 82.3 91.5 51.3 56.6 61.2 66.1
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 26, 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 : 13,009: 9,361 8,048 974 2,264 2,334 0 127 161 0 0 0: 179 75
Old : 13,009: 9,361 8,048 974 2,264 2,334 0 127 161 0 0 0: 179 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 128: 837 194 -873 -325 227 0 115 -13 0 0 0: -50 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 61.9 7.5 17.4 17.9 0.0 1.0 1.2 0.0 0.0 0.0: 1.4 0.6
Old : 100.0: 72.0 61.9 7.5 17.4 17.9 0.0 1.0 1.2 0.0 0.0 0.0: 1.4 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 : 27: 15 17 . 4 5 0 . . 0 0 0:
Old : 27: 15 17 . 4 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 : 53.1 48.0 79.5 70.2 43.9 33.5 50.2 44.3
Old : 53.1 48.0 79.5 70.2 43.9 33.5 50.2 44.3
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 26, 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 : 9,799: 7,022 6,634 863 2,033 757 0 0 0 415 0 0: 742 375
Old : 9,799: 7,022 6,634 863 2,033 757 0 0 0 415 0 0: 742 375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 243: 768 1,515 120 90 -220 0 0 0 0 0 0: -425 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 67.7 8.8 20.7 7.7 0.0 0.0 0.0 4.2 0.0 0.0: 7.6 3.8
Old : 100.0: 71.7 67.7 8.8 20.7 7.7 0.0 0.0 0.0 4.2 0.0 0.0: 7.6 3.8
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 : 31: 21 17 . . 5 0 0 0 . 0 0:
Old : 31: 21 17 . . 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 : 37.2 51.8 55.6 75.9 31.5 44.3 45.6 57.4
Old : 37.2 51.8 55.6 75.9 31.5 44.3 45.6 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2010