Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 905,434 : : Positions : : 86,760 107,650 134,890 74,819 129,542 135,655 167,608 244,003 8,785 53,275 86,442 : : : : Changes from: December 29, 2009 : : -2,499 -3,697 393 -1,592 4,759 2,902 7,631 9,792 267 -521 3,272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 11.9 14.9 8.3 14.3 15.0 18.5 26.9 1.0 5.9 9.5 : : : : Number of Traders in Each Category Total Traders: 260 : : 55 46 20 12 24 47 45 66 25 40 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 65,418 : : Positions : : 46,681 30,349 587 18,832 6,381 2,647 0 1,285 0 0 0 : : : : Changes from: December 29, 2009 : : -5,449 -2,529 425 -739 -425 -356 0 47 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 46.4 0.9 28.8 9.8 4.0 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 71,250 : : Positions : : 40,640 38,250 11,391 11,394 6,492 826 2,469 400 0 0 0 : : : : Changes from: December 29, 2009 : : -3,143 -5,706 -1,794 62 -465 -1,077 -400 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 53.7 16.0 16.0 9.1 1.2 3.5 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 4 4 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 79,468 : : Positions : : 44,383 37,173 16,597 30,208 6,970 0 0 0 0 0 0 : : : : Changes from: December 29, 2009 : : -2,013 -1,935 -254 -341 -217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 46.8 20.9 38.0 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 92,043 : : Positions : : 51,616 62,338 16,897 17,838 3,792 7,070 0 2,536 0 0 0 : : : : Changes from: December 29, 2009 : : -3,054 -3,053 -372 -1,129 0 -952 0 57 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 67.7 18.4 19.4 4.1 7.7 0.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . 6 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 93,870 : : Positions : : 74,197 39,637 6,899 33,777 897 957 3,422 4,457 0 0 0 : : : : Changes from: December 29, 2009 : : -4,318 -4,624 -462 -996 -58 292 -746 -437 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 42.2 7.3 36.0 1.0 1.0 3.6 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 92,601 : : Positions : : 46,927 25,902 13,738 46,907 6,023 10,401 2,543 3,804 0 0 0 : : : : Changes from: December 29, 2009 : : -5,674 -3,110 755 -1,543 -682 -554 -55 -1,345 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 28.0 14.8 50.7 6.5 11.2 2.7 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 4 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,578,696 : : Positions : : 295,244 286,171 117,937 77,787 596,343 23,642 84,427 206,071 29,907 17,875 305,697 : : : : Changes from: December 29, 2009 : : 5,748 4,649 1,781 -1,752 4,028 -2,067 6,069 4,699 2,997 -583 6,604 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 18.1 7.5 4.9 37.8 1.5 5.3 13.1 1.9 1.1 19.4 : : : : Number of Traders in Each Category Total Traders: 125 : : 34 36 4 17 21 21 18 27 18 11 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 92,678 : : Positions : : 59,580 63,179 28,914 22,984 480 0 1,180 0 0 0 0 : : : : Changes from: December 29, 2009 : : -7,637 -3,751 -831 -2,914 0 0 -620 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 68.2 31.2 24.8 0.5 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 198,628 : : Positions : : 112,769 123,905 46,536 35,502 19,049 5,507 8,455 4,754 0 0 0 : : : : Changes from: December 29, 2009 : : -8,471 -11,624 -4,427 -3,319 -272 -886 -781 -592 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 62.4 23.4 17.9 9.6 2.8 4.3 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 25 9 . 10 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 143,787 : : Positions : : 66,967 84,211 47,729 38,562 11,769 1,989 1,086 3,297 0 0 0 : : : : Changes from: December 29, 2009 : : -3,972 -4,077 -2,567 -1,369 -929 215 -945 -308 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 58.6 33.2 26.8 8.2 1.4 0.8 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 14 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 234,938 : : Positions : : 143,202 93,317 25,147 86,421 35,343 6,791 662 11,547 0 0 0 : : : : Changes from: December 29, 2009 : : 2,489 -5,748 4,124 6,779 -2,319 -2,221 662 666 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 39.7 10.7 36.8 15.0 2.9 0.3 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 23 . 12 11 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,862,272 : : Positions : : 778,454 536,513 61,253 949,111 422,844 591,442 50,173 649,042 116,274 25,649 211,923 : : : : Changes from: December 29, 2009 : : -64,202 -89,300 -26,366 43,116 -52,997 61,971 -10,682 -84,850 -18,442 6,423 -3,541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 18.7 2.1 33.2 14.8 20.7 1.8 22.7 4.1 0.9 7.4 : : : : Number of Traders in Each Category Total Traders: 180 : : 77 68 7 21 25 25 14 36 20 6 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 891,391 : : Positions : : 182,083 250,478 326,052 192,972 104,581 87,014 134,741 45,165 41,960 61,768 99,213 : : : : Changes from: December 29, 2009 : : -3,833 497 -6,862 -3,712 1,950 11,709 -6,005 296 -5,165 5,984 3,766 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 28.1 36.6 21.6 11.7 9.8 15.1 5.1 4.7 6.9 11.1 : : : : Number of Traders in Each Category Total Traders: 95 : : 20 20 15 5 17 13 11 17 14 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 22,986 : : Positions : : 18,305 15,755 1,205 4,869 2,046 357 0 21 100 0 0 : : : : Changes from: December 29, 2009 : : 473 1,011 225 -127 -114 65 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 68.5 5.2 21.2 8.9 1.6 0.0 0.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 24 . 7 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 12,876 : : Positions : : 8,362 7,232 2,049 2,966 2,046 0 317 180 0 0 0 : : : : Changes from: December 29, 2009 : : -877 -1,641 -234 203 -264 0 135 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 56.2 15.9 23.0 15.9 0.0 2.5 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . 5 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 7,875 : : Positions : : 4,883 4,328 625 1,603 682 0 0 0 0 0 0 : : : : Changes from: December 29, 2009 : : -691 -1,239 -34 483 -291 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 55.0 7.9 20.4 8.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 11 . . 5 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 8, 2010