Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 3,819,617 : : Positions : :1,586,705 827,357 126,936 1,116,858 494,174 301,516 49,786 947,982 30,348 54,490 307,776 : : : : Changes from: December 21, 2010 : : -168,855 -93,230 -18,815 -29,743 -22,491 52,579 11,962 -25,421 22,279 -5,798 -29,932 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 21.7 3.3 29.2 12.9 7.9 1.3 24.8 0.8 1.4 8.1 : : : : Number of Traders in Each Category Total Traders: 215 : : 101 96 14 20 31 26 10 34 13 19 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 330,210 : : Positions : : 175,653 228,625 36,513 16,318 65,894 18,831 2,987 11,181 1,185 0 553 : : : : Changes from: December 21, 2010 : : 7,263 6,234 786 1,034 501 -1,183 -324 1,403 -706 0 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 69.2 11.1 4.9 20.0 5.7 0.9 3.4 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 25 4 8 10 4 . 7 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 189,077 : : Positions : : 152,427 106,883 7,470 54,973 13,281 9,733 5,947 3,456 0 0 0 : : : : Changes from: December 21, 2010 : : 2,522 1,952 130 901 248 -230 -404 -76 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 56.5 4.0 29.1 7.0 5.1 3.1 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 24 . 10 11 4 4 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 355,708 : : Positions : : 217,891 118,661 39,193 138,026 60,779 2,973 3,251 29,334 0 1,298 275 : : : : Changes from: December 21, 2010 : : 1,589 6,403 457 -523 -525 630 -2,332 -777 0 -560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 33.4 11.0 38.8 17.1 0.8 0.9 8.2 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 16 . 9 11 . 5 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 682,469 : : Positions : : 476,964 240,607 80,139 312,095 81,885 1,548 7,827 37,671 0 0 0 : : : : Changes from: December 21, 2010 : : 4,721 -108 -16,687 -14,458 5,512 49 2,760 -1,996 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 35.3 11.7 45.7 12.0 0.2 1.1 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 37 27 7 14 19 . 4 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 193,593 : : Positions : : 148,792 124,258 10,586 48,525 4,637 15,022 0 6,137 0 0 0 : : : : Changes from: December 21, 2010 : : 746 -1,511 214 825 84 -1,832 0 1,921 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 64.2 5.5 25.1 2.4 7.8 0.0 3.2 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 28, 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 351,586 : : Positions : : 255,026 158,810 28,566 91,265 26,495 16,559 51,914 17,902 248 0 0 : : : : Changes from: December 21, 2010 : : 5,823 1,713 1,093 -153 -153 -1,560 3,402 177 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 45.2 8.1 26.0 7.5 4.7 14.8 5.1 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 28 4 14 14 . 4 6 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 122,116 : : Positions : : 66,333 19,780 15,433 44,107 18,676 7,532 20,742 7,158 0 0 0 : : : : Changes from: December 21, 2010 : : -445 -1,488 366 -337 378 -248 1,308 -217 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 16.2 12.6 36.1 15.3 6.2 17.0 5.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 12 5 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 826,937 : : Positions : : 58,302 78,850 202,882 60,491 76,408 141,099 237,218 167,721 24,928 90,972 74,187 : : : : Changes from: December 21, 2010 : : -14,273 -7,008 3,401 -2,823 88 946 -2,614 -4,937 -7,152 -8,433 -9,545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.1 9.5 24.5 7.3 9.2 17.1 28.7 20.3 3.0 11.0 9.0 : : : : Number of Traders in Each Category Total Traders: 286 : : 45 43 25 12 34 60 54 74 28 46 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 56,876 : : Positions : : 40,386 31,234 7,424 16,918 2,694 55 0 280 0 0 0 : : : : Changes from: December 21, 2010 : : 31 31 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 54.9 13.1 29.7 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 28, 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 21, 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 28, 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 53,820 : : Positions : : 27,711 33,119 11,412 2,520 251 2,332 3,001 4,679 0 0 0 : : : : Changes from: December 21, 2010 : : 375 169 -124 0 93 0 -558 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 61.5 21.2 4.7 0.5 4.3 5.6 8.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 21, 2010 : : 0 0 0 0 0 0 0 0 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 28, 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 1,610,418 : : Positions : : 196,653 187,548 74,967 64,485 713,593 12,053 95,261 190,921 65,118 2,535 350,683 : : : : Changes from: December 21, 2010 : : -30,255 -27,459 -7,745 4,355 -50,288 -3,447 -30,069 -31,755 -14,155 -1,781 -48,632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 11.6 4.7 4.0 44.3 0.7 5.9 11.9 4.0 0.2 21.8 : : : : Number of Traders in Each Category Total Traders: 141 : : 36 36 10 14 23 16 25 32 25 11 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 37,234 : : Positions : : 6,144 4,408 9,195 2,653 4,201 3,355 10,891 9,465 974 3,027 2,100 : : : : Changes from: December 21, 2010 : : -306 -779 533 -64 -447 211 1,254 -1,325 -291 -199 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 11.8 24.7 7.1 11.3 9.0 29.3 25.4 2.6 8.1 5.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 11 10 . 5 5 7 7 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 63,926 : : Positions : : 45,925 42,818 17,060 20,016 428 0 0 0 279 0 0 : : : : Changes from: December 21, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 67.0 26.7 31.3 0.7 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 112,418 : : Positions : : 59,818 55,109 31,875 29,218 9,008 0 12,485 1,222 0 0 0 : : : : Changes from: December 21, 2010 : : -99 -97 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 49.0 28.4 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 28, 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 92,695 : : Positions : : 52,695 33,660 18,105 34,431 9,673 0 872 1,674 0 0 0 : : : : Changes from: December 21, 2010 : : 28 0 0 28 0 0 0 0 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 28, 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 154,251 : : Positions : : 78,692 59,720 26,188 57,035 20,584 6,642 1,757 6,724 0 0 0 : : : : Changes from: December 21, 2010 : : 164 -571 -124 -248 248 -267 724 363 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 38.7 17.0 37.0 13.3 4.3 1.1 4.4 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 28, 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 2,599,199 : : Positions : : 714,718 415,890 97,930 814,577 439,857 392,405 40,482 581,083 127,221 65,014 222,665 : : : : Changes from: December 21, 2010 : : 12,188 8,369 -6,048 -5,075 895 -3,606 11,430 3,177 9,342 -2,207 -12,813 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 16.0 3.8 31.3 16.9 15.1 1.6 22.4 4.9 2.5 8.6 : : : : Number of Traders in Each Category Total Traders: 187 : : 83 67 12 19 28 24 14 36 20 9 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 911,908 : : Positions : : 159,048 148,246 188,214 251,629 255,534 107,861 44,346 79,796 40,334 51,377 76,941 : : : : Changes from: December 21, 2010 : : -19,110 -14,118 29,398 -4,458 -46,710 -44,355 -6,054 -11,044 -7,427 -16,683 -13,788 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 16.3 20.6 27.6 28.0 11.8 4.9 8.8 4.4 5.6 8.4 : : : : Number of Traders in Each Category Total Traders: 91 : : 19 18 12 10 18 15 8 15 13 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 28,116 : : Positions : : 24,499 16,936 235 8,359 2,024 367 0 441 115 0 50 : : : : Changes from: December 21, 2010 : : -74 -29 0 -45 40 0 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 60.2 0.8 29.7 7.2 1.3 0.0 1.6 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 28, 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 17,018 : : Positions : : 15,845 9,098 200 7,045 319 10 0 65 435 0 0 : : : : Changes from: December 21, 2010 : : 60 75 0 -15 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 53.5 1.2 41.4 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 28, 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 9,186 : : Positions : : 7,223 5,665 212 1,813 1,159 150 0 45 60 0 0 : : : : Changes from: December 21, 2010 : : 280 180 0 95 52 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 61.7 2.3 19.7 12.6 1.6 0.0 0.5 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 14 . 6 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 10,979 : : Positions : : 9,762 6,790 433 3,353 289 0 0 0 0 0 0 : : : : Changes from: December 21, 2010 : : 35 45 0 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 61.8 3.9 30.5 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 28, 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 4,188 : : Positions : : 3,344 3,137 472 587 313 0 0 0 0 0 0 : : : : Changes from: December 21, 2010 : : 90 75 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 74.9 11.3 14.0 7.5 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 January 3, 2011