NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(10,000 MMBTU'S) :
: : Positions :
All : 723,961: 92,336 104,091 150,885 7,703 71,994 64,004 212,898 181,889 19,397 31,571 64,059: 79,397 49,756
Old : 723,961: 92,336 104,091 150,885 7,703 71,994 64,004 212,898 181,889 19,397 31,571 64,059: 79,397 49,756
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 16,173: 427 1,470 4,561 301 -266 -2,927 -1,535 4,322 -310 1,859 1,338: 9,028 8,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 14.4 20.8 1.1 9.9 8.8 29.4 25.1 2.7 4.4 8.8: 11.0 6.9
Old : 100.0: 12.8 14.4 20.8 1.1 9.9 8.8 29.4 25.1 2.7 4.4 8.8: 11.0 6.9
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 : 254: 61 43 25 8 26 44 49 58 31 23 43:
Old : 254: 61 43 25 8 26 44 49 58 31 23 43:
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 : 22.0 29.4 32.0 41.7 12.5 18.8 17.9 26.4
Old : 22.0 29.4 32.0 41.7 12.5 18.8 17.9 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 69,586: 51,636 33,074 162 19,371 6,806 2,956 0 1,483 0 98 102: 6,441 8,652
Old : 69,586: 51,636 33,074 162 19,371 6,806 2,956 0 1,483 0 98 102: 6,441 8,652
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 47.5 0.2 27.8 9.8 4.2 0.0 2.1 0.0 0.1 0.1: 9.3 12.4
Old : 100.0: 74.2 47.5 0.2 27.8 9.8 4.2 0.0 2.1 0.0 0.1 0.1: 9.3 12.4
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 : 25: 15 12 . 4 4 . 0 . 0 . .:
Old : 25: 15 12 . 4 4 . 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 : 50.3 45.3 71.0 67.1 49.0 37.2 57.6 52.2
Old : 50.3 45.3 71.0 67.1 49.0 37.2 57.6 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 77,851: 43,290 44,686 14,475 11,332 6,957 1,656 2,869 400 0 0 0: 11,073 11,607
Old : 77,851: 43,290 44,686 14,475 11,332 6,957 1,656 2,869 400 0 0 0: 11,073 11,607
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 57.4 18.6 14.6 8.9 2.1 3.7 0.5 0.0 0.0 0.0: 14.2 14.9
Old : 100.0: 55.6 57.4 18.6 14.6 8.9 2.1 3.7 0.5 0.0 0.0 0.0: 14.2 14.9
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 : 31: 17 18 4 4 7 . . . 0 0 0:
Old : 31: 17 18 4 4 7 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 36.2 52.8 51.8 25.1 30.2 39.4 40.4
Old : 32.7 36.2 52.8 51.8 25.1 30.2 39.4 40.4
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, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 87,008: 49,408 41,238 16,519 30,710 7,561 0 0 0 0 0 0: 13,520 7,499
Old : 87,008: 49,408 41,238 16,519 30,710 7,561 0 0 0 0 0 0: 13,520 7,499
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 47.4 19.0 35.3 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 15.5 8.6
Old : 100.0: 56.8 47.4 19.0 35.3 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 15.5 8.6
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 : 26: 14 16 . 5 6 0 0 0 0 0 0:
Old : 26: 14 16 . 5 6 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 : 43.6 48.9 61.1 71.9 41.7 43.2 54.5 59.9
Old : 43.6 48.9 61.1 71.9 41.7 43.2 54.5 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 92,729: 51,481 56,433 14,621 18,019 4,706 3,691 1,444 6,042 0 0 0: 12,188 6,085
Old : 92,729: 51,481 56,433 14,621 18,019 4,706 3,691 1,444 6,042 0 0 0: 12,188 6,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 60.9 15.8 19.4 5.1 4.0 1.6 6.5 0.0 0.0 0.0: 13.1 6.6
Old : 100.0: 55.5 60.9 15.8 19.4 5.1 4.0 1.6 6.5 0.0 0.0 0.0: 13.1 6.6
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 : 36: 19 16 . 6 5 4 . 4 0 0 0:
Old : 36: 19 16 . 6 5 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 : 34.7 40.6 52.4 60.2 28.4 37.3 42.6 53.3
Old : 34.7 40.6 52.4 60.2 28.4 37.3 42.6 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 101,948: 78,880 42,144 7,706 36,461 2,895 632 5,994 5,084 0 0 0: 6,751 9,370
Old : 101,948: 78,880 42,144 7,706 36,461 2,895 632 5,994 5,084 0 0 0: 6,751 9,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 41.3 7.6 35.8 2.8 0.6 5.9 5.0 0.0 0.0 0.0: 6.6 9.2
Old : 100.0: 77.4 41.3 7.6 35.8 2.8 0.6 5.9 5.0 0.0 0.0 0.0: 6.6 9.2
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 : 35: 12 15 . 8 7 . . . 0 0 0:
Old : 35: 12 15 . 8 7 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 33.0 81.1 55.2 62.2 32.9 75.3 51.9
Old : 65.8 33.0 81.1 55.2 62.2 32.9 75.3 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 99,985: 56,531 26,522 11,549 49,801 7,397 7,595 5,132 4,401 0 0 0: 12,512 6,732
Old : 99,985: 56,531 26,522 11,549 49,801 7,397 7,595 5,132 4,401 0 0 0: 12,512 6,732
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 26.5 11.6 49.8 7.4 7.6 5.1 4.4 0.0 0.0 0.0: 12.5 6.7
Old : 100.0: 56.5 26.5 11.6 49.8 7.4 7.6 5.1 4.4 0.0 0.0 0.0: 12.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 16 . 8 6 . . 4 0 0 0:
Old : 34: 17 16 . 8 6 . . 4 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 43.6 59.3 62.3 34.4 43.2 52.5 59.8
Old : 37.6 43.6 59.3 62.3 34.4 43.2 52.5 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 97,628: 60,440 70,482 32,702 17,420 1,208 0 1,800 0 0 0 0: 3,278 6,718
Old : 97,628: 60,440 70,482 32,702 17,420 1,208 0 1,800 0 0 0 0: 3,278 6,718
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 72.2 33.5 17.8 1.2 0.0 1.8 0.0 0.0 0.0 0.0: 3.4 6.9
Old : 100.0: 61.9 72.2 33.5 17.8 1.2 0.0 1.8 0.0 0.0 0.0 0.0: 3.4 6.9
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 : 22: 12 12 . 4 . 0 . 0 0 0 0:
Old : 22: 12 12 . 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 : 68.3 52.5 85.5 73.1 58.2 45.6 68.7 59.3
Old : 68.3 52.5 85.5 73.1 58.2 45.6 68.7 59.3
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, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 212,502: 117,166 138,125 54,388 39,035 17,277 7,898 8,803 4,132 0 0 0: 11,641 5,130
Old : 212,502: 117,166 138,125 54,388 39,035 17,277 7,898 8,803 4,132 0 0 0: 11,641 5,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 65.0 25.6 18.4 8.1 3.7 4.1 1.9 0.0 0.0 0.0: 5.5 2.4
Old : 100.0: 55.1 65.0 25.6 18.4 8.1 3.7 4.1 1.9 0.0 0.0 0.0: 5.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 27 27 9 4 9 6 . 5 0 0 0:
Old : 52: 27 27 9 4 9 6 . 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 : 31.6 45.0 50.8 61.2 27.8 44.5 41.2 55.5
Old : 31.6 45.0 50.8 61.2 27.8 44.5 41.2 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 143,187: 64,622 85,016 47,825 38,296 11,501 4,685 524 2,125 0 0 0: 12,429 5,725
Old : 143,187: 64,622 85,016 47,825 38,296 11,501 4,685 524 2,125 0 0 0: 12,429 5,725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 59.4 33.4 26.7 8.0 3.3 0.4 1.5 0.0 0.0 0.0: 8.7 4.0
Old : 100.0: 45.1 59.4 33.4 26.7 8.0 3.3 0.4 1.5 0.0 0.0 0.0: 8.7 4.0
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 : 33: 16 14 7 5 9 . . . 0 0 0:
Old : 33: 16 14 7 5 9 . . . 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 : 46.8 50.4 66.3 73.5 42.2 50.0 56.6 68.5
Old : 46.8 50.4 66.3 73.5 42.2 50.0 56.6 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 235,844: 143,540 89,146 18,342 84,294 35,409 5,227 290 16,478 0 0 0: 16,848 10,227
Old : 235,844: 143,540 89,146 18,342 84,294 35,409 5,227 290 16,478 0 0 0: 16,848 10,227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 37.8 7.8 35.7 15.0 2.2 0.1 7.0 0.0 0.0 0.0: 7.1 4.3
Old : 100.0: 60.9 37.8 7.8 35.7 15.0 2.2 0.1 7.0 0.0 0.0 0.0: 7.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 21 4 11 11 . . 4 0 0 0:
Old : 42: 21 21 4 11 11 . . 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 : 36.5 30.9 56.2 53.1 29.1 28.8 42.4 45.6
Old : 36.5 30.9 56.2 53.1 29.1 28.8 42.4 45.6
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, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 2,758,769: 772,480 550,476 85,554 752,105 491,465 435,382 63,715 676,671 105,932 49,871 154,899: 36,386 19,567
Old : 2,758,769: 772,480 550,476 85,554 752,105 491,465 435,382 63,715 676,671 105,932 49,871 154,899: 36,386 19,567
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.0 3.1 27.3 17.8 15.8 2.3 24.5 3.8 1.8 5.6: 1.3 0.7
Old : 100.0: 28.0 20.0 3.1 27.3 17.8 15.8 2.3 24.5 3.8 1.8 5.6: 1.3 0.7
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 : 174: 75 67 8 19 25 20 18 30 17 7 24:
Old : 174: 75 67 8 19 25 20 18 30 17 7 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 : 29.4 31.6 41.8 44.1 15.2 17.8 21.1 25.1
Old : 29.4 31.6 41.8 44.1 15.2 17.8 21.1 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2,500 MMBTU'S) :
: : Positions :
All : 902,950: 204,876 267,353 325,495 227,152 104,061 67,461 112,213 61,762 43,553 36,535 91,444: 4,298 2,430
Old : 902,950: 204,876 267,353 325,495 227,152 104,061 67,461 112,213 61,762 43,553 36,535 91,444: 4,298 2,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 29.6 36.0 25.2 11.5 7.5 12.4 6.8 4.8 4.0 10.1: 0.5 0.3
Old : 100.0: 22.7 29.6 36.0 25.2 11.5 7.5 12.4 6.8 4.8 4.0 10.1: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 88: 21 20 14 6 19 8 12 14 17 8 19:
Old : 88: 21 20 14 6 19 8 12 14 17 8 19:
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 : 38.0 41.7 54.7 61.1 34.3 35.4 45.6 47.6
Old : 38.0 41.7 54.7 61.1 34.3 35.4 45.6 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 16,926: 12,623 12,116 1,334 2,302 2,223 255 84 20 0 0 0: 471 181
Old : 16,926: 12,623 12,116 1,334 2,302 2,223 255 84 20 0 0 0: 471 181
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 71.6 7.9 13.6 13.1 1.5 0.5 0.1 0.0 0.0 0.0: 2.8 1.1
Old : 100.0: 74.6 71.6 7.9 13.6 13.1 1.5 0.5 0.1 0.0 0.0 0.0: 2.8 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 : 38: 22 22 5 5 6 . . . 0 0 0:
Old : 38: 22 22 5 5 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 : 33.2 42.3 54.6 64.3 25.8 33.1 38.2 43.7
Old : 33.2 42.3 54.6 64.3 25.8 33.1 38.2 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,624: 4,586 4,658 469 847 649 0 0 0 200 0 60: 660 410
Old : 6,624: 4,586 4,658 469 847 649 0 0 0 200 0 60: 660 410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 70.3 7.1 12.8 9.8 0.0 0.0 0.0 3.0 0.0 0.9: 10.0 6.2
Old : 100.0: 69.2 70.3 7.1 12.8 9.8 0.0 0.0 0.0 3.0 0.0 0.9: 10.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 16 . . 4 0 0 0 . 0 .:
Old : 28: 18 16 . . 4 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 : 42.9 59.6 60.8 80.1 36.2 50.5 48.1 57.9
Old : 42.9 59.6 60.8 80.1 36.2 50.5 48.1 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,005: 6,385 6,661 2,252 2,322 1,797 220 0 120 0 0 0: 231 105
Old : 11,005: 6,385 6,661 2,252 2,322 1,797 220 0 120 0 0 0: 231 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 60.5 20.5 21.1 16.3 2.0 0.0 1.1 0.0 0.0 0.0: 2.1 1.0
Old : 100.0: 58.0 60.5 20.5 21.1 16.3 2.0 0.0 1.1 0.0 0.0 0.0: 2.1 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 : 29: 18 13 . 5 4 . 0 . 0 0 0:
Old : 29: 18 13 . 5 4 . 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 : 62.6 50.8 82.2 77.5 62.6 46.7 70.8 60.3
Old : 62.6 50.8 82.2 77.5 62.6 46.7 70.8 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 15,358: 12,007 9,756 985 3,585 1,509 83 170 113 0 0 0: 661 225
Old : 15,358: 12,007 9,756 985 3,585 1,509 83 170 113 0 0 0: 661 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 63.5 6.4 23.3 9.8 0.5 1.1 0.7 0.0 0.0 0.0: 4.3 1.5
Old : 100.0: 78.2 63.5 6.4 23.3 9.8 0.5 1.1 0.7 0.0 0.0 0.0: 4.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 24 . 4 6 . . . 0 0 0:
Old : 34: 22 24 . 4 6 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 43.4 66.1 67.5 31.1 38.5 43.6 52.1
Old : 42.6 43.4 66.1 67.5 31.1 38.5 43.6 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 20,754: 13,581 6,213 210 6,390 529 0 310 0 0 0 0: 6,434 7,312
Old : 20,754: 13,581 6,213 210 6,390 529 0 310 0 0 0 0: 6,434 7,312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 29.9 1.0 30.8 2.5 0.0 1.5 0.0 0.0 0.0 0.0: 31.0 35.2
Old : 100.0: 65.4 29.9 1.0 30.8 2.5 0.0 1.5 0.0 0.0 0.0 0.0: 31.0 35.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . 4 . 0 . 0 0 0 0:
Old : 20: 12 9 . 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 : 46.1 41.3 61.3 59.4 30.2 30.8 40.6 36.7
Old : 46.1 41.3 61.3 59.4 30.2 30.8 40.6 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,076: 4,210 3,603 184 590 1,277 0 220 15 0 0 0: 390 371
Old : 6,076: 4,210 3,603 184 590 1,277 0 220 15 0 0 0: 390 371
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 59.3 3.0 9.7 21.0 0.0 3.6 0.2 0.0 0.0 0.0: 6.4 6.1
Old : 100.0: 69.3 59.3 3.0 9.7 21.0 0.0 3.6 0.2 0.0 0.0 0.0: 6.4 6.1
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 : 22: 14 14 . . 4 0 . . 0 0 0:
Old : 22: 14 14 . . 4 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 : 56.7 57.4 76.3 75.0 29.9 28.0 36.7 37.4
Old : 56.7 57.4 76.3 75.0 29.9 28.0 36.7 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2009