Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 4,009,866 : : Positions : :1,755,560 920,587 145,751 1,146,601 516,665 248,937 37,824 973,403 8,069 60,288 337,708 : : : : Changes from: December 14, 2010 : : 29,617 -39,986 13,671 12,309 -39,789 10,053 9,924 -71,500 -48,647 23,361 15,530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 23.0 3.6 28.6 12.9 6.2 0.9 24.3 0.2 1.5 8.4 : : : : Number of Traders in Each Category Total Traders: 216 : : 103 97 14 20 32 25 12 36 13 20 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 322,515 : : Positions : : 168,390 222,391 35,727 15,284 65,393 20,014 3,311 9,778 1,891 0 828 : : : : Changes from: December 14, 2010 : : 3,468 4,389 -833 -1,596 2,519 81 -2,286 -324 -1,902 0 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 69.0 11.1 4.7 20.3 6.2 1.0 3.0 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 24 5 7 10 4 . 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 186,394 : : Positions : : 149,905 104,931 7,340 54,072 13,033 9,963 6,351 3,532 0 0 0 : : : : Changes from: December 14, 2010 : : 2,265 -4,403 -298 4,918 -954 424 947 -42 -779 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 56.3 3.9 29.0 7.0 5.3 3.4 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 24 . 10 11 4 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 354,051 : : Positions : : 216,302 112,258 38,736 138,549 61,304 2,343 5,583 30,111 0 1,858 275 : : : : Changes from: December 14, 2010 : : 2,897 4,226 -31 -1,227 2,172 -642 377 409 0 -1,784 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 31.7 10.9 39.1 17.3 0.7 1.6 8.5 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 17 . 9 11 . 5 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 699,595 : : Positions : : 472,243 240,715 96,826 326,553 76,373 1,499 5,067 39,667 0 0 0 : : : : Changes from: December 14, 2010 : : -2,132 620 19,875 12,606 -5,331 -4,681 -459 4,932 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 34.4 13.8 46.7 10.9 0.2 0.7 5.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 37 27 8 13 19 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 191,052 : : Positions : : 148,046 125,769 10,372 47,700 4,553 16,854 0 4,216 0 0 0 : : : : Changes from: December 14, 2010 : : -257 1,612 1,761 1,772 44 1,117 -1,552 -375 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 65.8 5.4 25.0 2.4 8.8 0.0 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . 4 4 5 0 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 345,896 : : Positions : : 249,203 157,097 27,473 91,418 26,648 18,119 48,512 17,725 0 0 0 : : : : Changes from: December 14, 2010 : : 6,393 -2,495 -402 2,342 375 -1,215 4,657 -4,770 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 45.4 7.9 26.4 7.7 5.2 14.0 5.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 28 4 14 13 4 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 121,576 : : Positions : : 66,778 21,268 15,067 44,444 18,298 7,780 19,434 7,375 0 0 0 : : : : Changes from: December 14, 2010 : : 223 1,003 -209 31 410 1,411 760 -1,118 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 17.5 12.4 36.6 15.1 6.4 16.0 6.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 13 5 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 864,235 : : Positions : : 72,575 85,858 199,481 63,314 76,319 140,154 239,832 172,659 32,080 99,405 83,732 : : : : Changes from: December 14, 2010 : : -8,787 -9,811 12,129 -12,054 -7,030 -6,162 31,111 4,162 11,075 -6,655 -740 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 9.9 23.1 7.3 8.8 16.2 27.8 20.0 3.7 11.5 9.7 : : : : Number of Traders in Each Category Total Traders: 305 : : 48 44 25 13 33 59 64 82 37 42 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 56,845 : : Positions : : 40,355 31,203 7,424 16,918 2,694 55 0 280 0 0 0 : : : : Changes from: December 14, 2010 : : -1,123 4,256 3,040 0 -2,614 -31 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 54.9 13.1 29.8 4.7 0.1 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 5 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 56,608 : : Positions : : 29,667 27,548 11,484 20,735 4,821 0 0 0 0 0 0 : : : : Changes from: December 14, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 48.7 20.3 36.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 54,116 : : Positions : : 27,336 32,950 11,536 2,520 158 2,332 3,559 4,679 0 0 0 : : : : Changes from: December 14, 2010 : : 32 -62 0 0 0 0 1,192 -1,160 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 60.9 21.3 4.7 0.3 4.3 6.6 8.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 63,346 : : Positions : : 31,970 5,635 9,892 41,457 3,947 2,399 1,280 3,688 0 0 0 : : : : Changes from: December 14, 2010 : : 0 0 0 0 0 84 0 -62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 8.9 15.6 65.4 6.2 3.8 2.0 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,796,677 : : Positions : : 226,908 215,006 82,713 60,131 763,881 15,499 125,330 222,677 79,273 4,315 399,315 : : : : Changes from: December 14, 2010 : : 4,806 7,010 1,138 332 14,899 998 -1,565 9,138 -1,861 -1,173 18,652 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 12.0 4.6 3.3 42.5 0.9 7.0 12.4 4.4 0.2 22.2 : : : : Number of Traders in Each Category Total Traders: 147 : : 38 38 12 12 23 16 29 35 27 10 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 38,850 : : Positions : : 6,450 5,188 8,661 2,717 4,648 3,144 9,637 10,790 1,265 3,226 2,125 : : : : Changes from: December 14, 2010 : : 533 67 -342 1,003 786 515 -154 -311 246 216 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 13.4 22.3 7.0 12.0 8.1 24.8 27.8 3.3 8.3 5.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 10 . 5 5 7 7 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 112,518 : : Positions : : 59,918 55,206 31,875 29,218 9,008 0 12,485 1,222 0 0 0 : : : : Changes from: December 14, 2010 : : -505 -566 0 0 0 0 177 -53 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 49.1 28.3 26.0 8.0 0.0 11.1 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 17 6 4 7 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 92,667 : : Positions : : 52,667 33,660 18,105 34,403 9,673 0 872 1,674 0 0 0 : : : : Changes from: December 14, 2010 : : 61 0 0 61 0 0 -80 80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 36.3 19.5 37.1 10.4 0.0 0.9 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 8 6 4 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 153,789 : : Positions : : 78,528 60,291 26,312 57,283 20,336 6,909 1,033 6,361 0 0 0 : : : : Changes from: December 14, 2010 : : 249 224 0 -600 424 80 843 -525 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 39.2 17.1 37.2 13.2 4.5 0.7 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 5 7 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,594,365 : : Positions : : 702,530 407,521 103,978 819,652 438,962 396,011 29,052 577,906 117,879 67,221 235,478 : : : : Changes from: December 14, 2010 : : -1,669 -10,997 10,872 16,067 -9,092 -21,522 11,842 -27,802 10,460 -17,092 6,321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 15.7 4.0 31.6 16.9 15.3 1.1 22.3 4.5 2.6 9.1 : : : : Number of Traders in Each Category Total Traders: 179 : : 78 63 13 18 27 22 13 34 16 13 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,024,285 : : Positions : : 178,158 162,364 158,816 256,087 302,244 152,216 50,400 90,840 47,761 68,060 90,729 : : : : Changes from: December 14, 2010 : : 8,496 -3,472 -24,329 14,491 16,811 35,207 2,175 1,276 -5,226 869 2,903 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 15.9 15.5 25.0 29.5 14.9 4.9 8.9 4.7 6.6 8.9 : : : : Number of Traders in Each Category Total Traders: 100 : : 20 19 13 10 20 14 13 19 11 18 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 28,175 : : Positions : : 24,573 16,965 235 8,404 1,984 367 0 491 115 0 50 : : : : Changes from: December 14, 2010 : : 1,033 1,078 0 -103 35 262 0 116 80 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 60.2 0.8 29.8 7.0 1.3 0.0 1.7 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 33 29 . 6 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 16,962 : : Positions : : 15,785 9,023 200 7,060 323 10 0 65 435 0 0 : : : : Changes from: December 14, 2010 : : 355 55 0 325 -50 0 0 30 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 53.2 1.2 41.6 1.9 0.1 0.0 0.4 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 4 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 8,859 : : Positions : : 6,943 5,485 212 1,718 1,107 150 0 45 60 0 0 : : : : Changes from: December 14, 2010 : : 45 -45 0 30 -6 150 0 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 61.9 2.4 19.4 12.5 1.7 0.0 0.5 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . 6 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 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 OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 10,944 : : Positions : : 9,727 6,745 433 3,363 289 0 0 0 0 0 0 : : : : Changes from: December 14, 2010 : : 241 121 0 45 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 61.6 4.0 30.7 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . 6 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 4,113 : : Positions : : 3,254 3,062 487 587 313 0 0 0 0 0 0 : : : : Changes from: December 14, 2010 : : 90 180 60 -30 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 74.4 11.8 14.3 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 27, 2010