NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 3,919,482: 1,659,838 956,250 164,289 1,060,105 551,307 210,599 33,806 960,779 61,353 49,849 285,287: 26,030 22,099
Old : 3,919,482: 1,659,838 956,250 164,289 1,060,105 551,307 210,599 33,806 960,779 61,353 49,849 285,287: 26,030 22,099
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 72,477: 35,339 -10,708 4,665 101,442 -38,050 -4,168 -22,049 46,470 28,915 -7,208 2,105: -2,799 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 24.4 4.2 27.0 14.1 5.4 0.9 24.5 1.6 1.3 7.3: 0.7 0.6
Old : 100.0: 42.3 24.4 4.2 27.0 14.1 5.4 0.9 24.5 1.6 1.3 7.3: 0.7 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 : 219: 102 95 12 22 32 21 16 32 15 19 33:
Old : 219: 102 95 12 22 32 21 16 32 15 19 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 : 22.1 24.9 34.2 39.0 11.7 19.2 16.9 24.7
Old : 22.1 24.9 34.2 39.0 11.7 19.2 16.9 24.7
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 - Options and Futures Combined, December 7, 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 : 322,034: 157,158 213,964 39,422 15,516 69,646 22,675 7,779 7,974 4,273 0 765: 20,121 6,390
Old : 322,034: 157,158 213,964 39,422 15,516 69,646 22,675 7,779 7,974 4,273 0 765: 20,121 6,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -19,753: -12,716 -19,283 -16,403 -3,511 6,963 -2,171 -552 -2,838 1,236 0 -66: 6,242 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 66.4 12.2 4.8 21.6 7.0 2.4 2.5 1.3 0.0 0.2: 6.2 2.0
Old : 100.0: 48.8 66.4 12.2 4.8 21.6 7.0 2.4 2.5 1.3 0.0 0.2: 6.2 2.0
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 : 50: 26 22 6 6 10 . 5 6 . 0 .:
Old : 50: 26 22 6 6 10 . 5 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 : 37.9 52.0 55.8 69.8 21.0 32.8 32.8 39.1
Old : 37.9 52.0 55.8 69.8 21.0 32.8 32.8 39.1
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 - Options and Futures Combined, December 7, 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 : 184,276: 145,615 107,932 13,423 52,057 12,040 9,001 6,426 2,370 21 0 227: 1,579 3,224
Old : 184,276: 145,615 107,932 13,423 52,057 12,040 9,001 6,426 2,370 21 0 227: 1,579 3,224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -11,929: -6,311 -10,631 396 4,839 -4,289 856 1,394 -1,846 21 0 227: -983 -1,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 58.6 7.3 28.2 6.5 4.9 3.5 1.3 0.0 0.0 0.1: 0.9 1.7
Old : 100.0: 79.0 58.6 7.3 28.2 6.5 4.9 3.5 1.3 0.0 0.0 0.1: 0.9 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 : 47: 20 23 . 9 12 4 . . . 0 .:
Old : 47: 20 23 . 9 12 4 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 39.1 75.2 61.1 58.6 37.6 71.0 58.1
Old : 59.7 39.1 75.2 61.1 58.6 37.6 71.0 58.1
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 - Options and Futures Combined, December 7, 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 : 347,989: 210,778 107,218 38,308 134,470 61,744 2,857 5,853 29,822 0 4,376 151: 4,329 4,355
Old : 347,989: 210,778 107,218 38,308 134,470 61,744 2,857 5,853 29,822 0 4,376 151: 4,329 4,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -18,118: -8,959 -59,463 -3,708 42,039 -968 -1,409 1,057 -2,153 0 1,257 -155: -766 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 30.8 11.0 38.6 17.7 0.8 1.7 8.6 0.0 1.3 0.0: 1.2 1.3
Old : 100.0: 60.6 30.8 11.0 38.6 17.7 0.8 1.7 8.6 0.0 1.3 0.0: 1.2 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 : 43: 21 18 . 9 12 . . . 0 . .:
Old : 43: 21 18 . 9 12 . . . 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 : 43.7 47.4 63.2 71.3 41.5 38.8 54.2 54.4
Old : 43.7 47.4 63.2 71.3 41.5 38.8 54.2 54.4
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 - Options and Futures Combined, December 7, 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 : 667,118: 459,486 234,593 81,083 309,016 80,450 8,504 7,894 32,918 0 0 0: 4,677 2,247
Old : 667,118: 459,486 234,593 81,083 309,016 80,450 8,504 7,894 32,918 0 0 0: 4,677 2,247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -36,059: -33,419 10,884 -2,060 -33,215 4,488 8,216 -2,422 -14,508 0 0 0: 1,224 -1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 35.2 12.2 46.3 12.1 1.3 1.2 4.9 0.0 0.0 0.0: 0.7 0.3
Old : 100.0: 68.9 35.2 12.2 46.3 12.1 1.3 1.2 4.9 0.0 0.0 0.0: 0.7 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 : 68: 37 26 8 13 19 4 . 7 0 0 0:
Old : 68: 37 26 8 13 19 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 : 37.0 45.9 53.8 60.7 24.9 34.4 36.6 44.9
Old : 37.0 45.9 53.8 60.7 24.9 34.4 36.6 44.9
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 - Options and Futures Combined, December 7, 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 : 188,660: 148,054 122,394 6,166 45,990 3,441 15,317 1,801 4,737 0 0 0: 10,945 10,297
Old : 188,660: 148,054 122,394 6,166 45,990 3,441 15,317 1,801 4,737 0 0 0: 10,945 10,297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -11,288: -5,994 -7,340 -1,267 -4,759 -302 -5,934 -475 -919 0 0 0: 3,128 2,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 64.9 3.3 24.4 1.8 8.1 1.0 2.5 0.0 0.0 0.0: 5.8 5.5
Old : 100.0: 78.5 64.9 3.3 24.4 1.8 8.1 1.0 2.5 0.0 0.0 0.0: 5.8 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 : 38: 22 21 . 4 . 4 . 5 0 0 0:
Old : 38: 22 21 . 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 : 49.1 63.9 65.2 77.8 46.7 63.7 61.1 72.9
Old : 49.1 63.9 65.2 77.8 46.7 63.7 61.1 72.9
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 - Options and Futures Combined, December 7, 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 : 341,401: 229,386 162,730 25,586 89,282 28,804 20,971 27,563 29,270 0 0 0: 7,384 3,752
Old : 341,401: 229,386 162,730 25,586 89,282 28,804 20,971 27,563 29,270 0 0 0: 7,384 3,752
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -28,341: -19,548 -22,113 -312 -5,422 -3,750 -3,879 3,519 1,424 0 0 0: -2,276 -1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 47.7 7.5 26.2 8.4 6.1 8.1 8.6 0.0 0.0 0.0: 2.2 1.1
Old : 100.0: 67.2 47.7 7.5 26.2 8.4 6.1 8.1 8.6 0.0 0.0 0.0: 2.2 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 : 58: 26 23 . 15 13 5 . 7 0 0 0:
Old : 58: 26 23 . 15 13 5 . 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 : 32.8 36.2 52.2 54.0 29.1 28.8 43.0 42.6
Old : 32.8 36.2 52.2 54.0 29.1 28.8 43.0 42.6
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 - Options and Futures Combined, December 7, 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 : 116,077: 64,903 18,309 14,867 44,717 17,193 6,369 18,881 6,276 0 0 0: 6,469 10,701
Old : 116,077: 64,903 18,309 14,867 44,717 17,193 6,369 18,881 6,276 0 0 0: 6,469 10,701
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -9,852: -14,170 -2,480 9,422 -6,304 -601 -925 2,481 -3,978 0 0 0: 400 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 15.8 12.8 38.5 14.8 5.5 16.3 5.4 0.0 0.0 0.0: 5.6 9.2
Old : 100.0: 55.9 15.8 12.8 38.5 14.8 5.5 16.3 5.4 0.0 0.0 0.0: 5.6 9.2
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 : 36: 20 14 4 6 6 . . . 0 0 0:
Old : 36: 20 14 4 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 : 36.9 39.1 55.2 65.2 27.9 38.2 39.9 54.0
Old : 36.9 39.1 55.2 65.2 27.9 38.2 39.9 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 843,345: 88,059 103,863 184,633 76,321 78,936 144,668 195,730 165,830 15,669 98,891 79,866: 85,683 43,908
Old : 843,345: 88,059 103,863 184,633 76,321 78,936 144,668 195,730 165,830 15,669 98,891 79,866: 85,683 43,908
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 5,266: -5,211 -11,492 2,288 6,000 -4,061 8,928 -8,802 7,954 -13,125 10,089 4,086: 4,407 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.3 21.9 9.0 9.4 17.2 23.2 19.7 1.9 11.7 9.5: 10.2 5.2
Old : 100.0: 10.4 12.3 21.9 9.0 9.4 17.2 23.2 19.7 1.9 11.7 9.5: 10.2 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 : 290: 51 46 22 14 32 58 55 75 30 45 63:
Old : 290: 51 46 22 14 32 58 55 75 30 45 63:
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 : 16.6 25.2 27.1 36.5 16.2 19.9 24.3 26.9
Old : 16.6 25.2 27.1 36.5 16.2 19.9 24.3 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 54,723: 41,958 25,953 3,144 16,986 5,184 0 0 0 0 0 0: 4,437 6,600
Old : 54,723: 41,958 25,953 3,144 16,986 5,184 0 0 0 0 0 0: 4,437 6,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,072: 3,715 -1,465 -867 6,185 -1,178 0 0 0 0 0 0: -3,742 -5,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 47.4 5.7 31.0 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 8.1 12.1
Old : 100.0: 76.7 47.4 5.7 31.0 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 8.1 12.1
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 : 24: 15 10 . 5 . 0 0 0 0 0 0:
Old : 24: 15 10 . 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 : 34.3 54.6 61.0 76.8 32.1 46.7 54.0 62.2
Old : 34.3 54.6 61.0 76.8 32.1 46.7 54.0 62.2
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, December 7, 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: November 30, 2010 :
: -5,812: -5,403 -3,038 -124 -2,276 29 0 0 0 0 0 0: -314 -527
: : :
: : 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 - Options and Futures Combined, December 7, 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 : 54,850: 27,304 33,074 11,536 2,520 158 2,332 2,367 5,839 0 0 0: 7,681 10,892
Old : 54,850: 27,304 33,074 11,536 2,520 158 2,332 2,367 5,839 0 0 0: 7,681 10,892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -6,221: -5,761 -6,559 2,406 -1,437 0 155 -415 -812 0 0 0: -2,209 3,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 60.3 21.0 4.6 0.3 4.3 4.3 10.6 0.0 0.0 0.0: 14.0 19.9
Old : 100.0: 49.8 60.3 21.0 4.6 0.3 4.3 4.3 10.6 0.0 0.0 0.0: 14.0 19.9
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 : 48.0 52.7 67.8 73.7 47.3 49.2 64.5 60.2
Old : 48.0 52.7 67.8 73.7 47.3 49.2 64.5 60.2
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, December 7, 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 : 62,672: 30,556 5,517 9,892 41,457 3,947 3,599 1,280 3,233 0 0 0: 11,445 7,238
Old : 62,672: 30,556 5,517 9,892 41,457 3,947 3,599 1,280 3,233 0 0 0: 11,445 7,238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -5,353: -3,710 -11,765 -466 6,428 43 120 -579 -972 0 0 0: -368 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 8.8 15.8 66.1 6.3 5.7 2.0 5.2 0.0 0.0 0.0: 18.3 11.5
Old : 100.0: 48.8 8.8 15.8 66.1 6.3 5.7 2.0 5.2 0.0 0.0 0.0: 18.3 11.5
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 : 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 : 42.3 67.2 63.6 81.1 40.0 66.1 60.4 72.0
Old : 42.3 67.2 63.6 81.1 40.0 66.1 60.4 72.0
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, December 7, 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 : 1,716,743: 219,483 203,930 79,088 56,520 741,924 14,848 121,981 206,696 75,010 6,271 372,207: 7,487 7,213
Old : 1,716,743: 219,483 203,930 79,088 56,520 741,924 14,848 121,981 206,696 75,010 6,271 372,207: 7,487 7,213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 10,800: -85,601 -66,692 17,645 533 64,084 -37 5,738 4,126 7,186 19 2,899: 498 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 11.9 4.6 3.3 43.2 0.9 7.1 12.0 4.4 0.4 21.7: 0.4 0.4
Old : 100.0: 12.8 11.9 4.6 3.3 43.2 0.9 7.1 12.0 4.4 0.4 21.7: 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 : 143: 38 39 10 13 22 20 24 36 22 13 32:
Old : 143: 38 39 10 13 22 20 24 36 22 13 32:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 33.3 56.0 49.9 6.3 5.7 8.6 7.8
Old : 33.7 33.3 56.0 49.9 6.3 5.7 8.6 7.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 36,018: 5,882 5,275 9,061 1,589 3,563 2,513 9,401 10,422 1,296 2,891 2,287: 995 591
Old : 36,018: 5,882 5,275 9,061 1,589 3,563 2,513 9,401 10,422 1,296 2,891 2,287: 995 591
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 657: -225 252 524 -116 -155 299 92 587 -229 -7 -8: -136 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 14.6 25.2 4.4 9.9 7.0 26.1 28.9 3.6 8.0 6.3: 2.8 1.6
Old : 100.0: 16.3 14.6 25.2 4.4 9.9 7.0 26.1 28.9 3.6 8.0 6.3: 2.8 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 : 39: 11 10 . 4 4 6 8 8 . . .:
Old : 39: 11 10 . 4 4 6 8 8 . . .:
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 : 64.7 57.9 85.9 77.5 35.7 31.8 39.0 38.2
Old : 64.7 57.9 85.9 77.5 35.7 31.8 39.0 38.2
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, December 7, 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 : 113,519: 60,790 56,138 31,875 29,218 9,008 0 13,592 1,093 0 0 0: 10,753 4,469
Old : 113,519: 60,790 56,138 31,875 29,218 9,008 0 13,592 1,093 0 0 0: 10,753 4,469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -10,518: -10,919 -6,716 -1,051 -2,363 -1,393 0 1,705 -1,523 0 0 0: 4,368 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 49.5 28.1 25.7 7.9 0.0 12.0 1.0 0.0 0.0 0.0: 9.5 3.9
Old : 100.0: 53.6 49.5 28.1 25.7 7.9 0.0 12.0 1.0 0.0 0.0 0.0: 9.5 3.9
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 : 34: 13 17 6 4 7 0 . . 0 0 0:
Old : 34: 13 17 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 : 43.9 35.6 65.7 57.9 42.1 35.5 55.1 53.5
Old : 43.9 35.6 65.7 57.9 42.1 35.5 55.1 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, December 7, 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 : 92,611: 52,757 33,984 18,277 34,401 9,469 0 892 1,594 0 0 0: 10,514 12,271
Old : 92,611: 52,757 33,984 18,277 34,401 9,469 0 892 1,594 0 0 0: 10,514 12,271
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -8,178: -3,509 -25,438 -5,937 12,149 -1,828 0 317 -317 0 0 0: 3,413 6,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 36.7 19.7 37.1 10.2 0.0 1.0 1.7 0.0 0.0 0.0: 11.4 13.2
Old : 100.0: 57.0 36.7 19.7 37.1 10.2 0.0 1.0 1.7 0.0 0.0 0.0: 11.4 13.2
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 : 22: 8 8 6 4 6 0 . . 0 0 0:
Old : 22: 8 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 : 60.9 53.2 76.7 72.5 53.2 52.3 64.6 64.9
Old : 60.9 53.2 76.7 72.5 53.2 52.3 64.6 64.9
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, December 7, 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 : 153,156: 78,231 61,082 26,614 57,883 19,859 7,859 0 5,807 0 0 0: 14,786 8,525
Old : 153,156: 78,231 61,082 26,614 57,883 19,859 7,859 0 5,807 0 0 0: 14,786 8,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -10,792: -7,220 -5,979 -2,164 -3,854 -1,860 162 0 -1,505 0 0 0: 1,795 2,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 39.9 17.4 37.8 13.0 5.1 0.0 3.8 0.0 0.0 0.0: 9.7 5.6
Old : 100.0: 51.1 39.9 17.4 37.8 13.0 5.1 0.0 3.8 0.0 0.0 0.0: 9.7 5.6
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 : 36: 18 16 5 7 7 . 0 . 0 0 0:
Old : 36: 18 16 5 7 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 : 31.8 35.8 53.8 59.4 28.2 28.7 40.3 46.6
Old : 31.8 35.8 53.8 59.4 28.2 28.7 40.3 46.6
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, December 7, 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 : 2,594,413: 722,462 408,912 105,334 813,535 434,843 382,674 16,185 597,511 111,317 84,992 219,143: 21,129 19,292
Old : 2,594,413: 722,462 408,912 105,334 813,535 434,843 382,674 16,185 597,511 111,317 84,992 219,143: 21,129 19,292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 22,483: -43,860 -44,916 -2,108 14,066 47,239 6,142 947 6,565 5,702 -3,666 2,620: 183 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 15.8 4.1 31.4 16.8 14.7 0.6 23.0 4.3 3.3 8.4: 0.8 0.7
Old : 100.0: 27.8 15.8 4.1 31.4 16.8 14.7 0.6 23.0 4.3 3.3 8.4: 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 : 176: 76 63 11 19 27 22 13 33 15 14 27:
Old : 176: 76 63 11 19 27 22 13 33 15 14 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 : 26.0 28.5 36.6 43.7 14.2 22.3 20.3 28.8
Old : 26.0 28.5 36.6 43.7 14.2 22.3 20.3 28.8
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, December 7, 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 : 979,221: 164,049 160,104 177,707 235,939 284,444 113,161 49,924 92,216 53,885 63,117 90,027: 3,732 3,450
Old : 979,221: 164,049 160,104 177,707 235,939 284,444 113,161 49,924 92,216 53,885 63,117 90,027: 3,732 3,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 23,794: -21,550 -107,695 2,025 96,209 24,404 16,769 -4,914 2,073 2,853 16,433 -2,242: -538 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 16.4 18.1 24.1 29.0 11.6 5.1 9.4 5.5 6.4 9.2: 0.4 0.4
Old : 100.0: 16.8 16.4 18.1 24.1 29.0 11.6 5.1 9.4 5.5 6.4 9.2: 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 : 95: 18 17 14 9 18 12 13 17 13 14 23:
Old : 95: 18 17 14 9 18 12 13 17 13 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 : 25.7 35.0 44.3 55.3 18.4 28.2 29.0 36.6
Old : 25.7 35.0 44.3 55.3 18.4 28.2 29.0 36.6
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 - Options and Futures Combined, December 7, 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 : 26,676: 23,261 15,588 235 8,347 1,874 105 0 375 35 0 0: 791 492
Old : 26,676: 23,261 15,588 235 8,347 1,874 105 0 375 35 0 0: 791 492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 161: 350 288 -30 -127 -53 15 0 75 -10 0 0: -186 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 58.4 0.9 31.3 7.0 0.4 0.0 1.4 0.1 0.0 0.0: 3.0 1.8
Old : 100.0: 87.2 58.4 0.9 31.3 7.0 0.4 0.0 1.4 0.1 0.0 0.0: 3.0 1.8
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 : 44: 32 27 . 6 7 . 0 . . 0 0:
Old : 44: 32 27 . 6 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 : 37.0 44.5 54.0 65.0 22.6 38.6 34.7 51.5
Old : 37.0 44.5 54.0 65.0 22.6 38.6 34.7 51.5
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 - Options and Futures Combined, December 7, 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 : 16,234: 15,107 8,420 200 6,965 283 0 0 0 380 0 0: 264 566
Old : 16,234: 15,107 8,420 200 6,965 283 0 0 0 380 0 0: 264 566
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -714: -609 -102 -5 -572 45 0 0 0 -130 0 0: -15 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 51.9 1.2 42.9 1.7 0.0 0.0 0.0 2.3 0.0 0.0: 1.6 3.5
Old : 100.0: 93.1 51.9 1.2 42.9 1.7 0.0 0.0 0.0 2.3 0.0 0.0: 1.6 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 : 23: 15 11 . 4 . 0 0 0 . 0 0:
Old : 23: 15 11 . 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 : 62.6 64.2 85.3 88.1 49.7 57.8 70.5 74.1
Old : 62.6 64.2 85.3 88.1 49.7 57.8 70.5 74.1
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 - Options and Futures Combined, December 7, 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 : 8,792: 6,845 5,477 212 1,648 918 0 0 0 80 0 0: 737 749
Old : 8,792: 6,845 5,477 212 1,648 918 0 0 0 80 0 0: 737 749
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -876: -698 -520 65 50 -278 0 0 0 80 0 0: -45 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 62.3 2.4 18.7 10.4 0.0 0.0 0.0 0.9 0.0 0.0: 8.4 8.5
Old : 100.0: 77.9 62.3 2.4 18.7 10.4 0.0 0.0 0.0 0.9 0.0 0.0: 8.4 8.5
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 : 31: 20 15 . 6 4 0 0 0 . 0 0:
Old : 31: 20 15 . 6 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 : 56.6 49.2 69.3 67.4 54.3 40.5 61.0 54.3
Old : 56.6 49.2 69.3 67.4 54.3 40.5 61.0 54.3
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 - Options and Futures Combined, December 7, 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 : 10,363: 9,131 6,459 433 3,113 274 0 0 0 0 0 0: 525 517
Old : 10,363: 9,131 6,459 433 3,113 274 0 0 0 0 0 0: 525 517
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -489: -257 -798 -23 592 -38 0 0 0 0 0 0: -171 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 62.3 4.2 30.0 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.1 5.0
Old : 100.0: 88.1 62.3 4.2 30.0 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.1 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 : 59.5 60.4 78.8 78.6 57.6 58.9 73.0 74.8
Old : 59.5 60.4 78.8 78.6 57.6 58.9 73.0 74.8
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 - Options and Futures Combined, December 7, 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 : 3,937: 3,128 2,841 422 617 328 0 0 0 0 0 0: 59 151
Old : 3,937: 3,128 2,841 422 617 328 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: November 30, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 72.2 10.7 15.7 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 3.8
Old : 100.0: 79.5 72.2 10.7 15.7 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 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 : 20: 14 8 . . . 0 0 0 0 0 0:
Old : 20: 14 8 . . . 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 : 69.6 66.3 83.4 89.3 57.1 61.2 68.7 74.0
Old : 69.6 66.3 83.4 89.3 57.1 61.2 68.7 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 10, 2010