NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 4,119,278: 1,685,961 872,584 100,451 1,256,957 496,276 381,343 35,381 1,053,876 41,292 48,857 335,458: 24,621 19,889
Old : 4,119,278: 1,685,961 872,584 100,451 1,256,957 496,276 381,343 35,381 1,053,876 41,292 48,857 335,458: 24,621 19,889
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 299,661: 99,256 45,227 -26,485 140,099 2,102 79,827 -14,405 105,894 10,944 -5,633 27,682: 441 -1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 21.2 2.4 30.5 12.0 9.3 0.9 25.6 1.0 1.2 8.1: 0.6 0.5
Old : 100.0: 40.9 21.2 2.4 30.5 12.0 9.3 0.9 25.6 1.0 1.2 8.1: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 216: 96 89 11 23 31 26 13 37 20 16 31:
Old : 216: 96 89 11 23 31 26 13 37 20 16 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 : 24.2 24.9 37.0 39.6 12.9 19.8 18.5 27.0
Old : 24.2 24.9 37.0 39.6 12.9 19.8 18.5 27.0
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 335,341: 178,249 231,573 36,282 19,462 63,343 20,593 3,186 12,732 1,528 0 430: 22,184 4,615
Old : 335,341: 178,249 231,573 36,282 19,462 63,343 20,593 3,186 12,732 1,528 0 430: 22,184 4,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 5,131: 2,596 2,948 -231 3,144 -2,551 1,762 199 1,551 343 0 -123: 1,784 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 69.1 10.8 5.8 18.9 6.1 1.0 3.8 0.5 0.0 0.1: 6.6 1.4
Old : 100.0: 53.2 69.1 10.8 5.8 18.9 6.1 1.0 3.8 0.5 0.0 0.1: 6.6 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 : 54: 29 25 4 8 10 5 . 8 . 0 .:
Old : 54: 29 25 4 8 10 5 . 8 . 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 : 34.2 55.1 51.6 72.6 23.7 35.3 35.0 41.7
Old : 34.2 55.1 51.6 72.6 23.7 35.3 35.0 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 188,631: 149,789 104,860 7,470 55,133 13,124 9,851 3,974 4,349 0 0 0: 4,048 7,191
Old : 188,631: 149,789 104,860 7,470 55,133 13,124 9,851 3,974 4,349 0 0 0: 4,048 7,191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -446: -2,638 -2,023 0 160 -157 118 -1,973 893 0 0 0: 1,338 2,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 55.6 4.0 29.2 7.0 5.2 2.1 2.3 0.0 0.0 0.0: 2.1 3.8
Old : 100.0: 79.4 55.6 4.0 29.2 7.0 5.2 2.1 2.3 0.0 0.0 0.0: 2.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 22 24 . 10 9 4 4 5 0 0 0:
Old : 47: 22 24 . 10 9 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 : 57.8 34.6 72.2 57.6 56.9 31.1 68.6 52.9
Old : 57.8 34.6 72.2 57.6 56.9 31.1 68.6 52.9
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 353,048: 216,982 117,968 38,904 137,300 63,092 4,904 2,717 22,475 0 1,181 397: 6,294 7,918
Old : 353,048: 216,982 117,968 38,904 137,300 63,092 4,904 2,717 22,475 0 1,181 397: 6,294 7,918
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,660: -909 -693 -289 -726 2,313 1,931 -534 -6,859 0 -117 122: 1,031 3,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 33.4 11.0 38.9 17.9 1.4 0.8 6.4 0.0 0.3 0.1: 1.8 2.2
Old : 100.0: 61.5 33.4 11.0 38.9 17.9 1.4 0.8 6.4 0.0 0.3 0.1: 1.8 2.2
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 : 43: 20 15 . 9 11 . 4 6 0 . .:
Old : 43: 20 15 . 9 11 . 4 6 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 46.3 64.5 70.7 42.6 38.0 56.6 54.2
Old : 44.8 46.3 64.5 70.7 42.6 38.0 56.6 54.2
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 705,482: 486,888 250,436 82,379 321,303 81,214 10,089 8,716 35,303 0 0 0: 9,609 8,510
Old : 705,482: 486,888 250,436 82,379 321,303 81,214 10,089 8,716 35,303 0 0 0: 9,609 8,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 23,013: 9,924 9,829 2,240 9,208 -671 8,541 889 -2,368 0 0 0: 5,347 6,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 35.5 11.7 45.5 11.5 1.4 1.2 5.0 0.0 0.0 0.0: 1.4 1.2
Old : 100.0: 69.0 35.5 11.7 45.5 11.5 1.4 1.2 5.0 0.0 0.0 0.0: 1.4 1.2
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 : 67: 38 27 6 15 19 4 . 5 0 0 0:
Old : 67: 38 27 6 15 19 4 . 5 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 43.3 52.6 60.2 26.1 32.8 39.0 44.2
Old : 38.2 43.3 52.6 60.2 26.1 32.8 39.0 44.2
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 193,629: 144,820 127,010 12,824 48,525 3,957 17,193 0 5,527 0 0 0: 9,308 8,610
Old : 193,629: 144,820 127,010 12,824 48,525 3,957 17,193 0 5,527 0 0 0: 9,308 8,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 36: -3,972 2,752 2,238 0 -680 2,171 0 -610 0 0 0: 889 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 65.6 6.6 25.1 2.0 8.9 0.0 2.9 0.0 0.0 0.0: 4.8 4.4
Old : 100.0: 74.8 65.6 6.6 25.1 2.0 8.9 0.0 2.9 0.0 0.0 0.0: 4.8 4.4
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 : 40: 23 23 . 4 4 5 0 4 0 0 0:
Old : 40: 23 23 . 4 4 5 0 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 : 44.1 65.6 59.6 78.5 42.2 65.4 56.0 71.0
Old : 44.1 65.6 59.6 78.5 42.2 65.4 56.0 71.0
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 348,081: 250,005 159,164 27,614 91,369 25,294 17,623 53,512 15,222 248 0 0: 12,075 3,520
Old : 348,081: 250,005 159,164 27,614 91,369 25,294 17,623 53,512 15,222 248 0 0: 12,075 3,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -3,505: -5,021 354 -952 104 -1,201 1,064 1,598 -2,680 0 0 0: 5,285 -1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 45.7 7.9 26.2 7.3 5.1 15.4 4.4 0.1 0.0 0.0: 3.5 1.0
Old : 100.0: 71.8 45.7 7.9 26.2 7.3 5.1 15.4 4.4 0.1 0.0 0.0: 3.5 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 : 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 : 34.9 38.4 53.6 54.6 29.4 34.0 44.1 47.5
Old : 34.9 38.4 53.6 54.6 29.4 34.0 44.1 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 121,121: 66,144 18,593 15,169 44,528 19,237 7,532 20,247 7,099 0 0 0: 5,940 11,417
Old : 121,121: 66,144 18,593 15,169 44,528 19,237 7,532 20,247 7,099 0 0 0: 5,940 11,417
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -995: -189 -1,187 -264 421 561 0 -495 -59 0 0 0: -1,044 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 15.4 12.5 36.8 15.9 6.2 16.7 5.9 0.0 0.0 0.0: 4.9 9.4
Old : 100.0: 54.6 15.4 12.5 36.8 15.9 6.2 16.7 5.9 0.0 0.0 0.0: 4.9 9.4
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 : 39: 22 11 5 6 6 . . . 0 0 0:
Old : 39: 22 11 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 : 35.6 38.1 52.7 64.7 26.1 36.9 37.4 53.0
Old : 35.6 38.1 52.7 64.7 26.1 36.9 37.4 53.0
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 767,021: 50,473 80,340 218,551 54,978 61,060 112,194 201,893 166,994 17,136 107,445 59,402: 81,211 34,909
Old : 767,021: 50,473 80,340 218,551 54,978 61,060 112,194 201,893 166,994 17,136 107,445 59,402: 81,211 34,909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 6,987: -3,927 4,736 -367 17,032 3,140 6,873 -38,202 4,633 -7,746 17,713 1,009: 3,372 -3,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.5 28.5 7.2 8.0 14.6 26.3 21.8 2.2 14.0 7.7: 10.6 4.6
Old : 100.0: 6.6 10.5 28.5 7.2 8.0 14.6 26.3 21.8 2.2 14.0 7.7: 10.6 4.6
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 : 285: 44 39 24 14 34 61 50 66 26 47 57:
Old : 285: 44 39 24 14 34 61 50 66 26 47 57:
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 : 18.3 25.5 30.5 36.6 17.1 20.4 25.1 27.9
Old : 18.3 25.5 30.5 36.6 17.1 20.4 25.1 27.9
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 52,017: 37,449 26,468 6,494 17,706 2,105 0 0 0 0 0 0: 5,969 5,738
Old : 52,017: 37,449 26,468 6,494 17,706 2,105 0 0 0 0 0 0: 5,969 5,738
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -4,859: -2,937 -4,766 -930 788 -589 -55 0 -280 0 0 0: -68 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 50.9 12.5 34.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 11.5 11.0
Old : 100.0: 72.0 50.9 12.5 34.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 11.5 11.0
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: 14 9 . 5 . 0 0 0 0 0 0:
Old : 23: 14 9 . 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 : 37.1 62.5 62.9 83.1 35.5 59.8 59.2 74.6
Old : 37.1 62.5 62.9 83.1 35.5 59.8 59.2 74.6
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 53,779: 27,404 26,556 11,290 19,371 4,759 0 0 0 0 0 0: 10,326 3,093
Old : 53,779: 27,404 26,556 11,290 19,371 4,759 0 0 0 0 0 0: 10,326 3,093
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,829: -2,263 -992 -194 -1,364 -62 0 0 0 0 0 0: -310 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 49.4 21.0 36.0 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 19.2 5.8
Old : 100.0: 51.0 49.4 21.0 36.0 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 19.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 49.6 53.6 68.6 76.1 46.0 48.8 60.6 69.5
Old : 49.6 53.6 68.6 76.1 46.0 48.8 60.6 69.5
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 106,018: 56,618 50,386 30,366 28,482 8,843 0 12,241 1,015 0 0 0: 9,176 5,051
Old : 106,018: 56,618 50,386 30,366 28,482 8,843 0 12,241 1,015 0 0 0: 9,176 5,051
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -5,979: -2,779 -4,306 -1,509 -736 -165 0 -244 -207 0 0 0: -1,319 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 47.5 28.6 26.9 8.3 0.0 11.5 1.0 0.0 0.0 0.0: 8.7 4.8
Old : 100.0: 53.4 47.5 28.6 26.9 8.3 0.0 11.5 1.0 0.0 0.0 0.0: 8.7 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 : 32: 13 14 6 4 7 0 . . 0 0 0:
Old : 32: 13 14 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 : 45.4 37.1 68.0 59.5 43.6 37.0 57.4 55.8
Old : 45.4 37.1 68.0 59.5 43.6 37.0 57.4 55.8
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 146,912: 74,659 57,879 24,411 55,744 19,641 8,111 0 6,014 0 0 0: 14,076 7,634
Old : 146,912: 74,659 57,879 24,411 55,744 19,641 8,111 0 6,014 0 0 0: 14,076 7,634
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -7,194: -4,033 -1,696 -1,777 -1,291 -943 1,469 -1,902 -565 0 0 0: -1,345 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 39.4 16.6 37.9 13.4 5.5 0.0 4.1 0.0 0.0 0.0: 9.6 5.2
Old : 100.0: 50.8 39.4 16.6 37.9 13.4 5.5 0.0 4.1 0.0 0.0 0.0: 9.6 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 : 36: 18 16 5 7 7 . 0 . 0 0 0:
Old : 36: 18 16 5 7 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 : 31.9 36.9 54.1 60.3 28.4 29.3 41.2 47.1
Old : 31.9 36.9 54.1 60.3 28.4 29.3 41.2 47.1
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,495,881: 674,431 371,986 110,267 835,166 391,636 393,764 38,642 541,328 138,385 70,912 222,917: 23,153 23,294
Old : 2,495,881: 674,431 371,986 110,267 835,166 391,636 393,764 38,642 541,328 138,385 70,912 222,917: 23,153 23,294
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -103,318: -40,287 -43,904 12,337 20,589 -48,221 1,359 -1,840 -39,755 11,164 5,898 252: -167 3,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 14.9 4.4 33.5 15.7 15.8 1.5 21.7 5.5 2.8 8.9: 0.9 0.9
Old : 100.0: 27.0 14.9 4.4 33.5 15.7 15.8 1.5 21.7 5.5 2.8 8.9: 0.9 0.9
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 : 171: 72 58 11 19 27 19 16 35 17 12 25:
Old : 171: 72 58 11 19 27 19 16 35 17 12 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 : 25.3 27.1 36.3 44.0 14.7 23.5 21.5 30.7
Old : 25.3 27.1 36.3 44.0 14.7 23.5 21.5 30.7
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 934,812: 163,854 149,086 166,510 260,620 264,351 105,067 46,052 87,549 59,896 39,841 83,258: 4,327 4,055
Old : 934,812: 163,854 149,086 166,510 260,620 264,351 105,067 46,052 87,549 59,896 39,841 83,258: 4,327 4,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 22,904: 4,806 840 -21,704 8,991 8,817 -2,794 1,706 7,753 19,562 -11,536 6,317: 147 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 15.9 17.8 27.9 28.3 11.2 4.9 9.4 6.4 4.3 8.9: 0.5 0.4
Old : 100.0: 17.5 15.9 17.8 27.9 28.3 11.2 4.9 9.4 6.4 4.3 8.9: 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 : 93: 19 18 13 9 18 15 9 16 17 10 24:
Old : 93: 19 18 13 9 18 15 9 16 17 10 24:
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 : 24.1 35.8 42.0 57.5 15.9 28.8 26.8 38.3
Old : 24.1 35.8 42.0 57.5 15.9 28.8 26.8 38.3
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 28,238: 24,754 17,174 235 8,286 2,024 497 300 98 175 0 50: 405 306
Old : 28,238: 24,754 17,174 235 8,286 2,024 497 300 98 175 0 50: 405 306
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 122: 255 238 0 -73 0 130 300 -343 60 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 60.8 0.8 29.3 7.2 1.8 1.1 0.3 0.6 0.0 0.2: 1.4 1.1
Old : 100.0: 87.7 60.8 0.8 29.3 7.2 1.8 1.1 0.3 0.6 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 30 . 6 7 . . . . 0 .:
Old : 47: 33 30 . 6 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 : 38.8 44.0 54.6 64.4 21.2 36.0 33.6 49.6
Old : 38.8 44.0 54.6 64.4 21.2 36.0 33.6 49.6
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 16,351: 15,311 7,836 135 7,668 291 5 0 100 365 0 0: 144 456
Old : 16,351: 15,311 7,836 135 7,668 291 5 0 100 365 0 0: 144 456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -667: -534 -1,262 -65 623 -28 -5 0 35 -70 0 0: 0 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 47.9 0.8 46.9 1.8 0.0 0.0 0.6 2.2 0.0 0.0: 0.9 2.8
Old : 100.0: 93.6 47.9 0.8 46.9 1.8 0.0 0.0 0.6 2.2 0.0 0.0: 0.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 9 . 4 4 . 0 . . 0 0:
Old : 25: 16 9 . 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 : 63.8 64.4 86.3 90.5 51.6 60.1 71.1 77.4
Old : 63.8 64.4 86.3 90.5 51.6 60.1 71.1 77.4
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,542: 5,890 4,688 222 1,268 1,104 0 0 0 60 0 0: 266 482
Old : 7,542: 5,890 4,688 222 1,268 1,104 0 0 0 60 0 0: 266 482
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -1,644: -1,333 -977 10 -545 -55 -150 0 -45 0 0 0: -71 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 62.2 2.9 16.8 14.6 0.0 0.0 0.0 0.8 0.0 0.0: 3.5 6.4
Old : 100.0: 78.1 62.2 2.9 16.8 14.6 0.0 0.0 0.0 0.8 0.0 0.0: 3.5 6.4
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 : 27: 16 15 . 5 4 0 0 0 . 0 0:
Old : 27: 16 15 . 5 4 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 54.1 81.5 71.8 60.3 41.1 64.9 54.9
Old : 68.9 54.1 81.5 71.8 60.3 41.1 64.9 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,297: 9,226 6,370 225 2,872 237 0 0 0 0 0 0: 609 818
Old : 10,297: 9,226 6,370 225 2,872 237 0 0 0 0 0 0: 609 818
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -682: -536 -420 -208 -481 -52 0 0 0 0 0 0: 114 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 61.9 2.2 27.9 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 5.9 7.9
Old : 100.0: 89.6 61.9 2.2 27.9 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 5.9 7.9
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 : 21: 12 11 . . . 0 0 0 0 0 0:
Old : 21: 12 11 . . . 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 : 61.5 67.3 82.5 82.6 60.4 66.5 77.0 80.9
Old : 61.5 67.3 82.5 82.6 60.4 66.5 77.0 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011