NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, December 28, 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 : 3,819,617: 1,586,705 827,357 126,936 1,116,858 494,174 301,516 49,786 947,982 30,348 54,490 307,776: 24,180 21,194
Old : 3,819,617: 1,586,705 827,357 126,936 1,116,858 494,174 301,516 49,786 947,982 30,348 54,490 307,776: 24,180 21,194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -190,249: -168,855 -93,230 -18,815 -29,743 -22,491 52,579 11,962 -25,421 22,279 -5,798 -29,932: 407 4,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 21.7 3.3 29.2 12.9 7.9 1.3 24.8 0.8 1.4 8.1: 0.6 0.6
Old : 100.0: 41.5 21.7 3.3 29.2 12.9 7.9 1.3 24.8 0.8 1.4 8.1: 0.6 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 : 215: 101 96 14 20 31 26 10 34 13 19 25:
Old : 215: 101 96 14 20 31 26 10 34 13 19 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 26.0 35.2 40.4 11.7 19.7 17.5 26.2
Old : 23.5 26.0 35.2 40.4 11.7 19.7 17.5 26.2
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 28, 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 : 330,210: 175,653 228,625 36,513 16,318 65,894 18,831 2,987 11,181 1,185 0 553: 20,400 4,652
Old : 330,210: 175,653 228,625 36,513 16,318 65,894 18,831 2,987 11,181 1,185 0 553: 20,400 4,652
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 7,695: 7,263 6,234 786 1,034 501 -1,183 -324 1,403 -706 0 -275: -94 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 69.2 11.1 4.9 20.0 5.7 0.9 3.4 0.4 0.0 0.2: 6.2 1.4
Old : 100.0: 53.2 69.2 11.1 4.9 20.0 5.7 0.9 3.4 0.4 0.0 0.2: 6.2 1.4
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 : 52: 28 25 4 8 10 4 . 7 . 0 .:
Old : 52: 28 25 4 8 10 4 . 7 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 55.2 54.0 71.7 23.0 34.6 33.6 39.1
Old : 35.3 55.2 54.0 71.7 23.0 34.6 33.6 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 28, 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 : 189,077: 152,427 106,883 7,470 54,973 13,281 9,733 5,947 3,456 0 0 0: 2,710 4,537
Old : 189,077: 152,427 106,883 7,470 54,973 13,281 9,733 5,947 3,456 0 0 0: 2,710 4,537
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,683: 2,522 1,952 130 901 248 -230 -404 -76 0 0 0: 89 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 56.5 4.0 29.1 7.0 5.1 3.1 1.8 0.0 0.0 0.0: 1.4 2.4
Old : 100.0: 80.6 56.5 4.0 29.1 7.0 5.1 3.1 1.8 0.0 0.0 0.0: 1.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 22 24 . 10 11 4 4 5 0 0 0:
Old : 47: 22 24 . 10 11 4 4 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 36.5 73.2 58.9 57.6 33.3 69.7 54.2
Old : 58.5 36.5 73.2 58.9 57.6 33.3 69.7 54.2
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 28, 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 : 355,708: 217,891 118,661 39,193 138,026 60,779 2,973 3,251 29,334 0 1,298 275: 5,263 4,084
Old : 355,708: 217,891 118,661 39,193 138,026 60,779 2,973 3,251 29,334 0 1,298 275: 5,263 4,084
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,657: 1,589 6,403 457 -523 -525 630 -2,332 -777 0 -560 0: 283 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 33.4 11.0 38.8 17.1 0.8 0.9 8.2 0.0 0.4 0.1: 1.5 1.1
Old : 100.0: 61.3 33.4 11.0 38.8 17.1 0.8 0.9 8.2 0.0 0.4 0.1: 1.5 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 : 44: 20 16 . 9 11 . 5 6 0 . .:
Old : 44: 20 16 . 9 11 . 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 : 44.2 46.8 64.0 70.7 42.0 39.2 55.8 54.6
Old : 44.2 46.8 64.0 70.7 42.0 39.2 55.8 54.6
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 28, 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 : 682,469: 476,964 240,607 80,139 312,095 81,885 1,548 7,827 37,671 0 0 0: 4,262 2,384
Old : 682,469: 476,964 240,607 80,139 312,095 81,885 1,548 7,827 37,671 0 0 0: 4,262 2,384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -17,126: 4,721 -108 -16,687 -14,458 5,512 49 2,760 -1,996 0 0 0: -8,725 -8,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 35.3 11.7 45.7 12.0 0.2 1.1 5.5 0.0 0.0 0.0: 0.6 0.3
Old : 100.0: 69.9 35.3 11.7 45.7 12.0 0.2 1.1 5.5 0.0 0.0 0.0: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 37 27 7 14 19 . 4 6 0 0 0:
Old : 67: 37 27 7 14 19 . 4 6 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 43.1 53.0 60.2 26.7 33.5 40.3 44.8
Old : 38.1 43.1 53.0 60.2 26.7 33.5 40.3 44.8
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 28, 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 : 193,593: 148,792 124,258 10,586 48,525 4,637 15,022 0 6,137 0 0 0: 8,419 10,036
Old : 193,593: 148,792 124,258 10,586 48,525 4,637 15,022 0 6,137 0 0 0: 8,419 10,036
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,541: 746 -1,511 214 825 84 -1,832 0 1,921 0 0 0: 1,408 1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 64.2 5.5 25.1 2.4 7.8 0.0 3.2 0.0 0.0 0.0: 4.3 5.2
Old : 100.0: 76.9 64.2 5.5 25.1 2.4 7.8 0.0 3.2 0.0 0.0 0.0: 4.3 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 : 40: 23 23 . 4 4 5 0 5 0 0 0:
Old : 40: 23 23 . 4 4 5 0 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 65.3 61.0 78.2 44.7 64.6 57.9 70.2
Old : 45.9 65.3 61.0 78.2 44.7 64.6 57.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, December 28, 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 : 351,586: 255,026 158,810 28,566 91,265 26,495 16,559 51,914 17,902 248 0 0: 6,790 5,200
Old : 351,586: 255,026 158,810 28,566 91,265 26,495 16,559 51,914 17,902 248 0 0: 6,790 5,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 5,690: 5,823 1,713 1,093 -153 -153 -1,560 3,402 177 248 0 0: 62 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 45.2 8.1 26.0 7.5 4.7 14.8 5.1 0.1 0.0 0.0: 1.9 1.5
Old : 100.0: 72.5 45.2 8.1 26.0 7.5 4.7 14.8 5.1 0.1 0.0 0.0: 1.9 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 : 62: 29 28 4 14 14 . 4 6 . 0 0:
Old : 62: 29 28 4 14 14 . 4 6 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 38.1 53.3 54.2 29.9 33.7 43.5 47.0
Old : 35.1 38.1 53.3 54.2 29.9 33.7 43.5 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, December 28, 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 : 122,116: 66,333 19,780 15,433 44,107 18,676 7,532 20,742 7,158 0 0 0: 6,984 11,653
Old : 122,116: 66,333 19,780 15,433 44,107 18,676 7,532 20,742 7,158 0 0 0: 6,984 11,653
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 540: -445 -1,488 366 -337 378 -248 1,308 -217 0 0 0: 706 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 16.2 12.6 36.1 15.3 6.2 17.0 5.9 0.0 0.0 0.0: 5.7 9.5
Old : 100.0: 54.3 16.2 12.6 36.1 15.3 6.2 17.0 5.9 0.0 0.0 0.0: 5.7 9.5
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: 22 12 5 6 6 . . . 0 0 0:
Old : 39: 22 12 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 : 34.8 37.8 51.9 64.4 25.9 36.6 37.6 52.3
Old : 34.8 37.8 51.9 64.4 25.9 36.6 37.6 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 28, 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 : 826,937: 58,302 78,850 202,882 60,491 76,408 141,099 237,218 167,721 24,928 90,972 74,187: 81,410 41,090
Old : 826,937: 58,302 78,850 202,882 60,491 76,408 141,099 237,218 167,721 24,928 90,972 74,187: 81,410 41,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -37,299: -14,273 -7,008 3,401 -2,823 88 946 -2,614 -4,937 -7,152 -8,433 -9,545: -5,825 -2,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 9.5 24.5 7.3 9.2 17.1 28.7 20.3 3.0 11.0 9.0: 9.8 5.0
Old : 100.0: 7.1 9.5 24.5 7.3 9.2 17.1 28.7 20.3 3.0 11.0 9.0: 9.8 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 : 286: 45 43 25 12 34 60 54 74 28 46 56:
Old : 286: 45 43 25 12 34 60 54 74 28 46 56:
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 : 18.1 24.0 30.0 36.9 17.2 18.4 26.6 27.2
Old : 18.1 24.0 30.0 36.9 17.2 18.4 26.6 27.2
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 28, 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 : 56,876: 40,386 31,234 7,424 16,918 2,694 55 0 280 0 0 0: 6,037 5,750
Old : 56,876: 40,386 31,234 7,424 16,918 2,694 55 0 280 0 0 0: 6,037 5,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 31: 31 31 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 54.9 13.1 29.7 4.7 0.1 0.0 0.5 0.0 0.0 0.0: 10.6 10.1
Old : 100.0: 71.0 54.9 13.1 29.7 4.7 0.1 0.0 0.5 0.0 0.0 0.0: 10.6 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 10 . 5 . . 0 . 0 0 0:
Old : 25: 14 10 . 5 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 62.1 60.8 81.8 35.0 59.8 57.9 73.7
Old : 36.4 62.1 60.8 81.8 35.0 59.8 57.9 73.7
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 28, 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 21, 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 28, 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 : 53,820: 27,711 33,119 11,412 2,520 251 2,332 3,001 4,679 0 0 0: 7,435 10,250
Old : 53,820: 27,711 33,119 11,412 2,520 251 2,332 3,001 4,679 0 0 0: 7,435 10,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -296: 375 169 -124 0 93 0 -558 0 0 0 0: -640 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 61.5 21.2 4.7 0.5 4.3 5.6 8.7 0.0 0.0 0.0: 13.8 19.0
Old : 100.0: 51.5 61.5 21.2 4.7 0.5 4.3 5.6 8.7 0.0 0.0 0.0: 13.8 19.0
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 : 21: 11 10 . . . . . . 0 0 0:
Old : 21: 11 10 . . . . . . 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 : 48.3 53.3 66.6 73.6 47.5 49.8 65.0 61.1
Old : 48.3 53.3 66.6 73.6 47.5 49.8 65.0 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, December 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 63,346: 31,970 5,635 9,892 41,457 3,947 2,399 1,280 3,688 0 0 0: 11,450 7,339
Old : 63,346: 31,970 5,635 9,892 41,457 3,947 2,399 1,280 3,688 0 0 0: 11,450 7,339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 50.5 8.9 15.6 65.4 6.2 3.8 2.0 5.8 0.0 0.0 0.0: 18.1 11.6
Old : 100.0: 50.5 8.9 15.6 65.4 6.2 3.8 2.0 5.8 0.0 0.0 0.0: 18.1 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 . 5 . . . . 0 0 0:
Old : 23: 12 8 . 5 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 66.4 61.7 80.9 39.5 65.4 57.9 70.7
Old : 40.7 66.4 61.7 80.9 39.5 65.4 57.9 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, December 28, 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 : 1,610,418: 196,653 187,548 74,967 64,485 713,593 12,053 95,261 190,921 65,118 2,535 350,683: 6,430 5,392
Old : 1,610,418: 196,653 187,548 74,967 64,485 713,593 12,053 95,261 190,921 65,118 2,535 350,683: 6,430 5,392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -186,258: -30,255 -27,459 -7,745 4,355 -50,288 -3,447 -30,069 -31,755 -14,155 -1,781 -48,632: 20 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.6 4.7 4.0 44.3 0.7 5.9 11.9 4.0 0.2 21.8: 0.4 0.3
Old : 100.0: 12.2 11.6 4.7 4.0 44.3 0.7 5.9 11.9 4.0 0.2 21.8: 0.4 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 : 141: 36 36 10 14 23 16 25 32 25 11 31:
Old : 141: 36 36 10 14 23 16 25 32 25 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 : 34.8 34.7 57.3 51.9 6.1 5.3 8.1 7.5
Old : 34.8 34.7 57.3 51.9 6.1 5.3 8.1 7.5
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 28, 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 : 37,234: 6,144 4,408 9,195 2,653 4,201 3,355 10,891 9,465 974 3,027 2,100: 1,801 489
Old : 37,234: 6,144 4,408 9,195 2,653 4,201 3,355 10,891 9,465 974 3,027 2,100: 1,801 489
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -1,616: -306 -779 533 -64 -447 211 1,254 -1,325 -291 -199 -25: 33 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 11.8 24.7 7.1 11.3 9.0 29.3 25.4 2.6 8.1 5.6: 4.8 1.3
Old : 100.0: 16.5 11.8 24.7 7.1 11.3 9.0 29.3 25.4 2.6 8.1 5.6: 4.8 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 : 39: 11 10 . 5 5 7 7 8 . . .:
Old : 39: 11 10 . 5 5 7 7 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 : 60.1 57.5 81.5 76.8 35.1 35.2 40.2 42.3
Old : 60.1 57.5 81.5 76.8 35.1 35.2 40.2 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, December 28, 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 : 63,926: 45,925 42,818 17,060 20,016 428 0 0 0 279 0 0: 234 664
Old : 63,926: 45,925 42,818 17,060 20,016 428 0 0 0 279 0 0: 234 664
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 67.0 26.7 31.3 0.7 0.0 0.0 0.0 0.4 0.0 0.0: 0.4 1.0
Old : 100.0: 71.8 67.0 26.7 31.3 0.7 0.0 0.0 0.0 0.4 0.0 0.0: 0.4 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 : 23: 13 9 . . . 0 0 0 . 0 0:
Old : 23: 13 9 . . . 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 : 75.0 65.0 93.3 94.5 74.4 64.5 92.4 93.2
Old : 75.0 65.0 93.3 94.5 74.4 64.5 92.4 93.2
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 28, 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 : 112,418: 59,818 55,109 31,875 29,218 9,008 0 12,485 1,222 0 0 0: 10,495 5,376
Old : 112,418: 59,818 55,109 31,875 29,218 9,008 0 12,485 1,222 0 0 0: 10,495 5,376
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -99: -99 -97 0 0 0 0 0 0 0 0 0: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 49.0 28.4 26.0 8.0 0.0 11.1 1.1 0.0 0.0 0.0: 9.3 4.8
Old : 100.0: 53.2 49.0 28.4 26.0 8.0 0.0 11.1 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: 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 : 44.3 36.1 66.3 58.3 42.6 36.0 55.7 54.8
Old : 44.3 36.1 66.3 58.3 42.6 36.0 55.7 54.8
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 28, 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 : 92,695: 52,695 33,660 18,105 34,431 9,673 0 872 1,674 0 0 0: 10,548 12,385
Old : 92,695: 52,695 33,660 18,105 34,431 9,673 0 872 1,674 0 0 0: 10,548 12,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 28: 28 0 0 28 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 36.3 19.5 37.1 10.4 0.0 0.9 1.8 0.0 0.0 0.0: 11.4 13.4
Old : 100.0: 56.8 36.3 19.5 37.1 10.4 0.0 0.9 1.8 0.0 0.0 0.0: 11.4 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.7 52.8 76.4 72.1 53.1 51.9 64.5 64.5
Old : 60.7 52.8 76.4 72.1 53.1 51.9 64.5 64.5
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 28, 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 : 154,251: 78,692 59,720 26,188 57,035 20,584 6,642 1,757 6,724 0 0 0: 15,421 8,431
Old : 154,251: 78,692 59,720 26,188 57,035 20,584 6,642 1,757 6,724 0 0 0: 15,421 8,431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 462: 164 -571 -124 -248 248 -267 724 363 0 0 0: 78 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 38.7 17.0 37.0 13.3 4.3 1.1 4.4 0.0 0.0 0.0: 10.0 5.5
Old : 100.0: 51.0 38.7 17.0 37.0 13.3 4.3 1.1 4.4 0.0 0.0 0.0: 10.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 17 5 7 7 . . . 0 0 0:
Old : 37: 18 17 5 7 7 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 35.5 54.2 58.9 28.2 28.5 40.8 46.4
Old : 31.9 35.5 54.2 58.9 28.2 28.5 40.8 46.4
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 28, 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 : 2,599,199: 714,718 415,890 97,930 814,577 439,857 392,405 40,482 581,083 127,221 65,014 222,665: 23,320 19,631
Old : 2,599,199: 714,718 415,890 97,930 814,577 439,857 392,405 40,482 581,083 127,221 65,014 222,665: 23,320 19,631
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 4,834: 12,188 8,369 -6,048 -5,075 895 -3,606 11,430 3,177 9,342 -2,207 -12,813: 1,699 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 16.0 3.8 31.3 16.9 15.1 1.6 22.4 4.9 2.5 8.6: 0.9 0.8
Old : 100.0: 27.5 16.0 3.8 31.3 16.9 15.1 1.6 22.4 4.9 2.5 8.6: 0.9 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 : 187: 83 67 12 19 28 24 14 36 20 9 26:
Old : 187: 83 67 12 19 28 24 14 36 20 9 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 : 24.9 27.3 35.5 42.9 14.4 22.0 20.3 29.1
Old : 24.9 27.3 35.5 42.9 14.4 22.0 20.3 29.1
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 28, 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 : 911,908: 159,048 148,246 188,214 251,629 255,534 107,861 44,346 79,796 40,334 51,377 76,941: 4,180 4,039
Old : 911,908: 159,048 148,246 188,214 251,629 255,534 107,861 44,346 79,796 40,334 51,377 76,941: 4,180 4,039
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -112,377: -19,110 -14,118 29,398 -4,458 -46,710 -44,355 -6,054 -11,044 -7,427 -16,683 -13,788: 659 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.3 20.6 27.6 28.0 11.8 4.9 8.8 4.4 5.6 8.4: 0.5 0.4
Old : 100.0: 17.4 16.3 20.6 27.6 28.0 11.8 4.9 8.8 4.4 5.6 8.4: 0.5 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 : 91: 19 18 12 10 18 15 8 15 13 13 22:
Old : 91: 19 18 12 10 18 15 8 15 13 13 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 35.0 43.8 56.8 16.9 28.3 28.4 37.3
Old : 26.2 35.0 43.8 56.8 16.9 28.3 28.4 37.3
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 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 28,116: 24,499 16,936 235 8,359 2,024 367 0 441 115 0 50: 385 306
Old : 28,116: 24,499 16,936 235 8,359 2,024 367 0 441 115 0 50: 385 306
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -59: -74 -29 0 -45 40 0 0 -50 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 60.2 0.8 29.7 7.2 1.3 0.0 1.6 0.4 0.0 0.2: 1.4 1.1
Old : 100.0: 87.1 60.2 0.8 29.7 7.2 1.3 0.0 1.6 0.4 0.0 0.2: 1.4 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 : 47: 33 29 . 6 7 . 0 . . 0 .:
Old : 47: 33 29 . 6 7 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 43.8 53.4 63.6 21.1 36.4 33.1 49.2
Old : 37.3 43.8 53.4 63.6 21.1 36.4 33.1 49.2
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 28, 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 : 17,018: 15,845 9,098 200 7,045 319 10 0 65 435 0 0: 144 491
Old : 17,018: 15,845 9,098 200 7,045 319 10 0 65 435 0 0: 144 491
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 56: 60 75 0 -15 -4 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 53.5 1.2 41.4 1.9 0.1 0.0 0.4 2.6 0.0 0.0: 0.8 2.9
Old : 100.0: 93.1 53.5 1.2 41.4 1.9 0.1 0.0 0.4 2.6 0.0 0.0: 0.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 13 . 4 4 . 0 . . 0 0:
Old : 24: 16 13 . 4 4 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 63.4 84.4 86.9 49.8 53.8 67.6 70.3
Old : 62.2 63.4 84.4 86.9 49.8 53.8 67.6 70.3
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 28, 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 : 9,186: 7,223 5,665 212 1,813 1,159 150 0 45 60 0 0: 337 504
Old : 9,186: 7,223 5,665 212 1,813 1,159 150 0 45 60 0 0: 337 504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 327: 280 180 0 95 52 0 0 0 0 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 61.7 2.3 19.7 12.6 1.6 0.0 0.5 0.7 0.0 0.0: 3.7 5.5
Old : 100.0: 78.6 61.7 2.3 19.7 12.6 1.6 0.0 0.5 0.7 0.0 0.0: 3.7 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 : 31: 19 14 . 6 4 . 0 . . 0 0:
Old : 31: 19 14 . 6 4 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 55.0 72.4 71.5 55.3 42.4 62.1 54.8
Old : 57.8 55.0 72.4 71.5 55.3 42.4 62.1 54.8
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 28, 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 : 10,979: 9,762 6,790 433 3,353 289 0 0 0 0 0 0: 495 547
Old : 10,979: 9,762 6,790 433 3,353 289 0 0 0 0 0 0: 495 547
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 35: 35 45 0 -10 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 61.8 3.9 30.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 4.5 5.0
Old : 100.0: 88.9 61.8 3.9 30.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 4.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 15 . 6 5 0 0 0 0 0 0:
Old : 27: 16 15 . 6 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 61.5 78.6 79.1 55.9 60.0 72.1 76.0
Old : 58.2 61.5 78.6 79.1 55.9 60.0 72.1 76.0
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 28, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 4,188: 3,344 3,137 472 587 313 0 0 0 0 0 0: 59 151
Old : 4,188: 3,344 3,137 472 587 313 0 0 0 0 0 0: 59 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 75: 90 75 -15 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 74.9 11.3 14.0 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 3.6
Old : 100.0: 79.8 74.9 11.3 14.0 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 3.6
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 : 20: 14 7 . . . 0 0 0 0 0 0:
Old : 20: 14 7 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 65.4 83.7 91.3 59.0 61.3 69.4 73.4
Old : 68.3 65.4 83.7 91.3 59.0 61.3 69.4 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 3, 2011