NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 4,105,425: 1,725,943 960,573 132,080 1,134,292 556,454 238,884 27,900 1,044,903 56,716 36,927 322,178: 28,267 22,198
Old : 4,105,425: 1,725,943 960,573 132,080 1,134,292 556,454 238,884 27,900 1,044,903 56,716 36,927 322,178: 28,267 22,198
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 185,943: 66,105 4,323 -32,209 74,187 5,147 28,285 -5,906 84,124 -4,637 -12,922 36,891: 2,237 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 23.4 3.2 27.6 13.6 5.8 0.7 25.5 1.4 0.9 7.8: 0.7 0.5
Old : 100.0: 42.0 23.4 3.2 27.6 13.6 5.8 0.7 25.5 1.4 0.9 7.8: 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 : 220: 104 96 14 20 32 24 13 35 19 17 35:
Old : 220: 104 96 14 20 32 24 13 35 19 17 35:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 24.1 34.6 38.0 11.9 19.1 17.1 24.6
Old : 22.9 24.1 34.6 38.0 11.9 19.1 17.1 24.6
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 14, 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 : 319,915: 164,922 218,002 36,560 16,880 62,874 19,933 5,597 10,102 3,793 0 949: 20,782 5,511
Old : 319,915: 164,922 218,002 36,560 16,880 62,874 19,933 5,597 10,102 3,793 0 949: 20,782 5,511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -2,119: 7,764 4,038 -2,862 1,364 -6,772 -2,742 -2,182 2,128 -480 0 184: 661 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 68.1 11.4 5.3 19.7 6.2 1.7 3.2 1.2 0.0 0.3: 6.5 1.7
Old : 100.0: 51.6 68.1 11.4 5.3 19.7 6.2 1.7 3.2 1.2 0.0 0.3: 6.5 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 : 50: 26 23 5 7 10 . 4 6 . 0 .:
Old : 50: 26 23 5 7 10 . 4 6 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 55.2 53.6 72.1 23.1 36.3 34.8 40.7
Old : 35.8 55.2 53.6 72.1 23.1 36.3 34.8 40.7
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 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 186,149: 147,640 109,334 7,638 49,154 13,987 9,539 5,404 3,574 779 0 0: 2,992 4,696
Old : 186,149: 147,640 109,334 7,638 49,154 13,987 9,539 5,404 3,574 779 0 0: 2,992 4,696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,873: 2,025 1,402 -5,785 -2,903 1,947 538 -1,022 1,204 758 0 -227: 1,413 1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 58.7 4.1 26.4 7.5 5.1 2.9 1.9 0.4 0.0 0.0: 1.6 2.5
Old : 100.0: 79.3 58.7 4.1 26.4 7.5 5.1 2.9 1.9 0.4 0.0 0.0: 1.6 2.5
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 : 48: 20 23 . 9 11 4 4 4 . 0 0:
Old : 48: 20 23 . 9 11 4 4 4 . 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 : 60.1 37.4 73.7 60.3 58.5 34.8 70.3 56.3
Old : 60.1 37.4 73.7 60.3 58.5 34.8 70.3 56.3
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 14, 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 : 349,181: 213,405 108,032 38,767 139,776 59,132 2,985 5,206 29,702 0 3,642 275: 4,915 3,416
Old : 349,181: 213,405 108,032 38,767 139,776 59,132 2,985 5,206 29,702 0 3,642 275: 4,915 3,416
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,192: 2,627 814 459 5,306 -2,612 128 -647 -120 0 -734 124: 586 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 30.9 11.1 40.0 16.9 0.9 1.5 8.5 0.0 1.0 0.1: 1.4 1.0
Old : 100.0: 61.1 30.9 11.1 40.0 16.9 0.9 1.5 8.5 0.0 1.0 0.1: 1.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 21 17 . 9 12 . 5 5 0 . .:
Old : 45: 21 17 . 9 12 . 5 5 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 46.8 64.7 70.9 42.4 38.3 54.5 54.4
Old : 44.6 46.8 64.7 70.9 42.4 38.3 54.5 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 14, 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 : 678,939: 474,375 240,095 76,951 313,947 81,704 6,180 5,526 34,735 0 0 0: 4,994 2,932
Old : 678,939: 474,375 240,095 76,951 313,947 81,704 6,180 5,526 34,735 0 0 0: 4,994 2,932
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 11,821: 14,889 5,502 -4,132 4,931 1,254 -2,324 -2,368 1,817 0 0 0: 317 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 35.4 11.3 46.2 12.0 0.9 0.8 5.1 0.0 0.0 0.0: 0.7 0.4
Old : 100.0: 69.9 35.4 11.3 46.2 12.0 0.9 0.8 5.1 0.0 0.0 0.0: 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 : 67: 37 27 7 14 19 4 . 5 0 0 0:
Old : 67: 37 27 7 14 19 4 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 43.4 54.0 59.8 26.2 34.0 39.5 44.5
Old : 38.2 43.4 54.0 59.8 26.2 34.0 39.5 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, December 14, 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 : 190,342: 148,303 124,157 8,611 45,928 4,509 15,737 1,552 4,591 0 0 0: 8,591 9,605
Old : 190,342: 148,303 124,157 8,611 45,928 4,509 15,737 1,552 4,591 0 0 0: 8,591 9,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,682: 249 1,763 2,445 -62 1,068 420 -249 -146 0 0 0: -2,354 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 65.2 4.5 24.1 2.4 8.3 0.8 2.4 0.0 0.0 0.0: 4.5 5.0
Old : 100.0: 77.9 65.2 4.5 24.1 2.4 8.3 0.8 2.4 0.0 0.0 0.0: 4.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 22 . 4 4 4 . 5 0 0 0:
Old : 39: 22 22 . 4 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 : 48.0 63.6 64.1 77.8 45.6 63.4 60.1 72.5
Old : 48.0 63.6 64.1 77.8 45.6 63.4 60.1 72.5
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 14, 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 : 346,806: 242,810 159,592 27,875 89,076 26,273 19,334 43,855 22,495 0 0 0: 8,019 5,515
Old : 346,806: 242,810 159,592 27,875 89,076 26,273 19,334 43,855 22,495 0 0 0: 8,019 5,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 5,405: 13,424 -3,138 2,289 -206 -2,531 -1,637 16,292 -6,775 0 0 0: 635 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 46.0 8.0 25.7 7.6 5.6 12.6 6.5 0.0 0.0 0.0: 2.3 1.6
Old : 100.0: 70.0 46.0 8.0 25.7 7.6 5.6 12.6 6.5 0.0 0.0 0.0: 2.3 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 : 59: 26 25 4 14 13 4 4 7 0 0 0:
Old : 59: 26 25 4 14 13 4 4 7 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.5 52.9 55.4 29.8 33.0 42.4 46.5
Old : 34.6 38.5 52.9 55.4 29.8 33.0 42.4 46.5
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 14, 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 : 120,487: 66,555 20,265 15,276 44,413 17,888 6,369 18,674 8,493 0 0 0: 5,906 10,754
Old : 120,487: 66,555 20,265 15,276 44,413 17,888 6,369 18,674 8,493 0 0 0: 5,906 10,754
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 4,410: 1,652 1,956 409 -304 695 0 -207 2,217 0 0 0: -563 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 16.8 12.7 36.9 14.8 5.3 15.5 7.0 0.0 0.0 0.0: 4.9 8.9
Old : 100.0: 55.2 16.8 12.7 36.9 14.8 5.3 15.5 7.0 0.0 0.0 0.0: 4.9 8.9
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 : 38: 21 13 5 6 6 . . . 0 0 0:
Old : 38: 21 13 5 6 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 37.5 55.0 64.2 26.9 36.6 37.9 52.3
Old : 37.2 37.5 55.0 64.2 26.9 36.6 37.9 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, December 14, 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 : 863,845: 81,362 95,669 187,352 75,368 83,350 146,316 208,720 168,496 21,006 106,060 84,472: 91,491 41,710
Old : 863,845: 81,362 95,669 187,352 75,368 83,350 146,316 208,720 168,496 21,006 106,060 84,472: 91,491 41,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 20,500: -6,697 -8,195 2,719 -953 4,414 1,648 12,990 2,666 5,336 7,169 4,606: 5,808 -2,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.1 21.7 8.7 9.6 16.9 24.2 19.5 2.4 12.3 9.8: 10.6 4.8
Old : 100.0: 9.4 11.1 21.7 8.7 9.6 16.9 24.2 19.5 2.4 12.3 9.8: 10.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 291: 49 44 23 14 33 56 57 72 35 43 62:
Old : 291: 49 44 23 14 33 56 57 72 35 43 62:
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 : 16.7 25.3 27.1 37.3 15.1 20.2 23.2 27.4
Old : 16.7 25.3 27.1 37.3 15.1 20.2 23.2 27.4
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 14, 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 : 56,053: 41,478 26,947 4,384 16,918 5,308 86 0 280 0 0 0: 4,517 6,600
Old : 56,053: 41,478 26,947 4,384 16,918 5,308 86 0 280 0 0 0: 4,517 6,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,330: -480 994 1,240 -68 124 86 0 280 0 0 0: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 48.1 7.8 30.2 9.5 0.2 0.0 0.5 0.0 0.0 0.0: 8.1 11.8
Old : 100.0: 74.0 48.1 7.8 30.2 9.5 0.2 0.0 0.5 0.0 0.0 0.0: 8.1 11.8
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 : 25: 15 10 . 5 . . 0 . 0 0 0:
Old : 25: 15 10 . 5 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 55.7 60.8 77.4 30.9 50.2 54.1 64.3
Old : 35.7 55.7 60.8 77.4 30.9 50.2 54.1 64.3
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 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 56,608: 29,667 27,548 11,484 20,735 4,821 0 0 0 0 0 0: 10,636 3,504
Old : 56,608: 29,667 27,548 11,484 20,735 4,821 0 0 0 0 0 0: 10,636 3,504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 48.7 20.3 36.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 18.8 6.2
Old : 100.0: 52.4 48.7 20.3 36.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 18.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . 5 4 0 0 0 0 0 0:
Old : 20: 10 9 . 5 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 53.1 68.6 75.7 46.0 47.9 61.1 68.7
Old : 49.4 53.1 68.6 75.7 46.0 47.9 61.1 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, December 14, 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 : 54,788: 27,304 33,012 11,536 2,520 158 2,332 2,367 5,839 0 0 0: 7,619 10,892
Old : 54,788: 27,304 33,012 11,536 2,520 158 2,332 2,367 5,839 0 0 0: 7,619 10,892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -62: 0 -62 0 0 0 0 0 0 0 0 0: -62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 60.3 21.1 4.6 0.3 4.3 4.3 10.7 0.0 0.0 0.0: 13.9 19.9
Old : 100.0: 49.8 60.3 21.1 4.6 0.3 4.3 4.3 10.7 0.0 0.0 0.0: 13.9 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 : 48.1 52.8 67.8 73.7 47.4 49.3 64.6 60.2
Old : 48.1 52.8 67.8 73.7 47.4 49.3 64.6 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 14, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 63,307: 31,970 5,635 9,892 41,457 3,947 2,315 1,280 3,750 0 0 0: 11,433 7,238
Old : 63,307: 31,970 5,635 9,892 41,457 3,947 2,315 1,280 3,750 0 0 0: 11,433 7,238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 635: 1,414 118 0 0 0 -1,284 0 517 0 0 0: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 8.9 15.6 65.5 6.2 3.7 2.0 5.9 0.0 0.0 0.0: 18.1 11.4
Old : 100.0: 50.5 8.9 15.6 65.5 6.2 3.7 2.0 5.9 0.0 0.0 0.0: 18.1 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 . 5 . . . . 0 0 0:
Old : 23: 12 8 . 5 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 66.5 61.7 81.0 39.6 65.5 57.8 70.7
Old : 40.7 66.5 61.7 81.0 39.6 65.5 57.8 70.7
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 14, 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 : 1,750,328: 222,102 207,996 81,575 59,798 748,982 14,502 126,895 213,538 81,135 5,489 380,663: 7,831 6,966
Old : 1,750,328: 222,102 207,996 81,575 59,798 748,982 14,502 126,895 213,538 81,135 5,489 380,663: 7,831 6,966
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 33,585: 2,619 4,066 2,487 3,278 7,058 -347 4,915 6,843 6,125 -783 8,456: 345 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.9 4.7 3.4 42.8 0.8 7.2 12.2 4.6 0.3 21.7: 0.4 0.4
Old : 100.0: 12.7 11.9 4.7 3.4 42.8 0.8 7.2 12.2 4.6 0.3 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 : 145: 38 39 10 14 23 18 27 35 24 11 31:
Old : 145: 38 39 10 14 23 18 27 35 24 11 31:
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 33.4 55.8 49.6 6.5 5.6 8.7 7.8
Old : 33.9 33.4 55.8 49.6 6.5 5.6 8.7 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 14, 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 : 37,226: 5,917 5,121 9,004 1,715 3,862 2,629 9,791 11,101 1,019 3,010 2,054: 1,641 572
Old : 37,226: 5,917 5,121 9,004 1,715 3,862 2,629 9,791 11,101 1,019 3,010 2,054: 1,641 572
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,208: 35 -154 -58 126 299 116 390 679 -278 119 -232: 646 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.8 24.2 4.6 10.4 7.1 26.3 29.8 2.7 8.1 5.5: 4.4 1.5
Old : 100.0: 15.9 13.8 24.2 4.6 10.4 7.1 26.3 29.8 2.7 8.1 5.5: 4.4 1.5
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 : 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 : 63.1 57.0 83.8 76.1 33.6 30.5 36.8 36.8
Old : 63.1 57.0 83.8 76.1 33.6 30.5 36.8 36.8
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 14, 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 : 113,053: 60,422 55,772 31,875 29,218 9,008 0 12,308 1,275 0 0 0: 10,473 5,472
Old : 113,053: 60,422 55,772 31,875 29,218 9,008 0 12,308 1,275 0 0 0: 10,473 5,472
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -465: -367 -366 0 0 0 0 -1,284 182 0 0 0: -280 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 49.3 28.2 25.8 8.0 0.0 10.9 1.1 0.0 0.0 0.0: 9.3 4.8
Old : 100.0: 53.4 49.3 28.2 25.8 8.0 0.0 10.9 1.1 0.0 0.0 0.0: 9.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 12 17 6 4 7 0 . . 0 0 0:
Old : 34: 12 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 : 44.1 35.8 66.0 57.9 42.3 35.7 55.4 54.3
Old : 44.1 35.8 66.0 57.9 42.3 35.7 55.4 54.3
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 14, 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 : 92,493: 52,607 33,660 18,105 34,343 9,673 0 952 1,594 0 0 0: 10,514 12,271
Old : 92,493: 52,607 33,660 18,105 34,343 9,673 0 952 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: December 7, 2010 :
: -119: -151 -324 -172 -59 204 0 60 0 0 0 0: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 36.4 19.6 37.1 10.5 0.0 1.0 1.7 0.0 0.0 0.0: 11.4 13.3
Old : 100.0: 56.9 36.4 19.6 37.1 10.5 0.0 1.0 1.7 0.0 0.0 0.0: 11.4 13.3
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 : 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 52.9 76.6 72.1 53.2 52.0 64.7 64.6
Old : 60.9 52.9 76.6 72.1 53.2 52.0 64.7 64.6
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 14, 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 : 153,463: 78,279 60,067 26,312 57,883 19,912 6,829 190 6,886 0 0 0: 15,245 8,525
Old : 153,463: 78,279 60,067 26,312 57,883 19,912 6,829 190 6,886 0 0 0: 15,245 8,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 307: 48 -1,015 -302 0 53 -1,030 190 1,079 0 0 0: 459 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 39.1 17.1 37.7 13.0 4.4 0.1 4.5 0.0 0.0 0.0: 9.9 5.6
Old : 100.0: 51.0 39.1 17.1 37.7 13.0 4.4 0.1 4.5 0.0 0.0 0.0: 9.9 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:
Old : 36: 18 16 5 7 7 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 35.8 53.8 59.3 28.3 28.6 40.4 46.6
Old : 31.6 35.8 53.8 59.3 28.3 28.6 40.4 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 14, 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 : 2,626,825: 704,199 418,518 93,106 803,585 448,054 417,533 17,210 605,708 107,419 84,313 229,157: 21,649 20,280
Old : 2,626,825: 704,199 418,518 93,106 803,585 448,054 417,533 17,210 605,708 107,419 84,313 229,157: 21,649 20,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 32,412: -18,263 9,606 -12,228 -9,950 13,211 34,859 1,025 8,197 -3,898 -679 10,014: 520 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 15.9 3.5 30.6 17.1 15.9 0.7 23.1 4.1 3.2 8.7: 0.8 0.8
Old : 100.0: 26.8 15.9 3.5 30.6 17.1 15.9 0.7 23.1 4.1 3.2 8.7: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 178: 76 63 12 18 27 23 13 33 17 13 29:
Old : 178: 76 63 12 18 27 23 13 33 17 13 29:
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 : 26.1 27.8 36.1 43.4 14.5 21.8 20.3 28.2
Old : 26.1 27.8 36.1 43.4 14.5 21.8 20.3 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, December 14, 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 : 989,618: 169,662 165,836 183,145 241,596 285,433 117,009 48,225 89,564 52,987 67,191 87,826: 3,992 3,947
Old : 989,618: 169,662 165,836 183,145 241,596 285,433 117,009 48,225 89,564 52,987 67,191 87,826: 3,992 3,947
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 10,397: 5,613 5,732 5,438 5,657 989 3,848 -1,699 -2,652 -898 4,074 -2,201: 260 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 16.8 18.5 24.4 28.8 11.8 4.9 9.1 5.4 6.8 8.9: 0.4 0.4
Old : 100.0: 17.1 16.8 18.5 24.4 28.8 11.8 4.9 9.1 5.4 6.8 8.9: 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 : 98: 19 17 13 10 20 15 11 18 12 16 26:
Old : 98: 19 17 13 10 20 15 11 18 12 16 26:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 34.7 43.3 55.9 17.8 28.1 28.3 36.7
Old : 25.2 34.7 43.3 55.9 17.8 28.1 28.3 36.7
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 14, 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 : 27,112: 23,540 15,887 235 8,507 1,949 105 0 375 35 0 0: 873 394
Old : 27,112: 23,540 15,887 235 8,507 1,949 105 0 375 35 0 0: 873 394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 436: 279 299 0 160 75 0 0 0 0 0 0: 82 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 58.6 0.9 31.4 7.2 0.4 0.0 1.4 0.1 0.0 0.0: 3.2 1.5
Old : 100.0: 86.8 58.6 0.9 31.4 7.2 0.4 0.0 1.4 0.1 0.0 0.0: 3.2 1.5
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 : 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 : 36.4 43.9 52.9 64.7 22.0 38.3 33.8 51.5
Old : 36.4 43.9 52.9 64.7 22.0 38.3 33.8 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 14, 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 : 16,602: 15,430 8,968 200 6,735 373 10 0 35 410 0 0: 144 491
Old : 16,602: 15,430 8,968 200 6,735 373 10 0 35 410 0 0: 144 491
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 368: 323 548 0 -230 90 10 0 35 30 0 0: -120 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 54.0 1.2 40.6 2.2 0.1 0.0 0.2 2.5 0.0 0.0: 0.9 3.0
Old : 100.0: 92.9 54.0 1.2 40.6 2.2 0.1 0.0 0.2 2.5 0.0 0.0: 0.9 3.0
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: 16 12 . 4 4 . 0 . . 0 0:
Old : 24: 16 12 . 4 4 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 63.1 85.2 86.9 50.0 54.8 68.8 71.0
Old : 62.9 63.1 85.2 86.9 50.0 54.8 68.8 71.0
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 14, 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 : 9,015: 6,898 5,530 212 1,688 1,113 0 0 0 60 0 0: 732 684
Old : 9,015: 6,898 5,530 212 1,688 1,113 0 0 0 60 0 0: 732 684
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 223: 53 53 0 40 195 0 0 0 -20 0 0: -5 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 61.3 2.4 18.7 12.3 0.0 0.0 0.0 0.7 0.0 0.0: 8.1 7.6
Old : 100.0: 76.5 61.3 2.4 18.7 12.3 0.0 0.0 0.0 0.7 0.0 0.0: 8.1 7.6
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 : 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 : 56.4 50.2 70.4 68.0 52.9 39.5 59.5 52.9
Old : 56.4 50.2 70.4 68.0 52.9 39.5 59.5 52.9
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 14, 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 : 10,733: 9,486 6,624 433 3,318 274 0 0 0 0 0 0: 540 517
Old : 10,733: 9,486 6,624 433 3,318 274 0 0 0 0 0 0: 540 517
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 370: 355 165 0 205 0 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 61.7 4.0 30.9 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.0 4.8
Old : 100.0: 88.4 61.7 4.0 30.9 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 15 . 6 5 0 0 0 0 0 0:
Old : 27: 16 15 . 6 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 61.5 77.9 79.3 56.1 60.1 71.9 76.2
Old : 58.0 61.5 77.9 79.3 56.1 60.1 71.9 76.2
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 14, 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 : 3,978: 3,164 2,882 427 617 328 0 0 0 0 0 0: 59 151
Old : 3,978: 3,164 2,882 427 617 328 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: December 7, 2010 :
: 41: 36 41 5 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 72.4 10.7 15.5 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 3.8
Old : 100.0: 79.5 72.4 10.7 15.5 8.2 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 7 . . . 0 0 0 0 0 0:
Old : 20: 14 7 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 66.3 83.9 90.9 57.1 63.4 70.5 76.1
Old : 69.6 66.3 83.9 90.9 57.1 63.4 70.5 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2010