NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 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 : 932,819: 107,481 125,487 137,207 81,349 132,630 119,791 154,904 244,529 10,583 45,159 94,214: 86,384 54,548
Old : 932,819: 107,481 125,487 137,207 81,349 132,630 119,791 154,904 244,529 10,583 45,159 94,214: 86,384 54,548
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 34,575: 5,576 8,097 -10,995 -5,330 13,994 128 -12,952 15,341 -723 6,133 3,326: 7,928 5,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 13.5 14.7 8.7 14.2 12.8 16.6 26.2 1.1 4.8 10.1: 9.3 5.8
Old : 100.0: 11.5 13.5 14.7 8.7 14.2 12.8 16.6 26.2 1.1 4.8 10.1: 9.3 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 : 270: 60 52 21 12 25 51 49 66 24 40 56:
Old : 270: 60 52 21 12 25 51 49 66 24 40 56:
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 : 28.5 36.2 41.0 49.2 14.1 17.7 19.1 23.3
Old : 28.5 36.2 41.0 49.2 14.1 17.7 19.1 23.3
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 - Options and Futures Combined, December 15, 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 : 69,637: 51,711 32,589 162 19,571 6,806 3,113 0 1,524 0 98 102: 6,219 8,947
Old : 69,637: 51,711 32,589 162 19,571 6,806 3,113 0 1,524 0 98 102: 6,219 8,947
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 258: 89 330 0 0 0 243 0 -153 0 0 0: 79 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 46.8 0.2 28.1 9.8 4.5 0.0 2.2 0.0 0.1 0.1: 8.9 12.8
Old : 100.0: 74.3 46.8 0.2 28.1 9.8 4.5 0.0 2.2 0.0 0.1 0.1: 8.9 12.8
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 : 26: 15 14 . 4 4 . 0 . 0 . .:
Old : 26: 15 14 . 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 : 50.1 44.9 70.2 66.7 47.7 36.8 56.7 50.4
Old : 50.1 44.9 70.2 66.7 47.7 36.8 56.7 50.4
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 - Options and Futures Combined, December 15, 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 : 78,192: 43,684 45,027 14,175 11,332 6,957 1,903 2,869 400 0 0 0: 11,073 11,607
Old : 78,192: 43,684 45,027 14,175 11,332 6,957 1,903 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: December 8, 2009 :
: 2,411: 304 2,411 1,860 0 0 247 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 57.6 18.1 14.5 8.9 2.4 3.7 0.5 0.0 0.0 0.0: 14.2 14.8
Old : 100.0: 55.9 57.6 18.1 14.5 8.9 2.4 3.7 0.5 0.0 0.0 0.0: 14.2 14.8
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 : 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 : 32.2 35.7 52.5 51.3 24.5 29.7 38.3 39.8
Old : 32.2 35.7 52.5 51.3 24.5 29.7 38.3 39.8
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 - Options and Futures Combined, December 15, 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 : 83,225: 45,522 39,140 15,995 30,549 7,187 0 0 0 0 0 0: 14,521 6,349
Old : 83,225: 45,522 39,140 15,995 30,549 7,187 0 0 0 0 0 0: 14,521 6,349
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -121: 703 -151 -152 0 91 0 0 0 0 0 0: -763 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 47.0 19.2 36.7 8.6 0.0 0.0 0.0 0.0 0.0 0.0: 17.4 7.6
Old : 100.0: 54.7 47.0 19.2 36.7 8.6 0.0 0.0 0.0 0.0 0.0 0.0: 17.4 7.6
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 : 23: 11 14 . 5 6 0 0 0 0 0 0:
Old : 23: 11 14 . 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 : 44.2 50.4 62.8 73.2 42.1 45.3 56.0 62.3
Old : 44.2 50.4 62.8 73.2 42.1 45.3 56.0 62.3
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 - Options and Futures Combined, December 15, 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 : 90,011: 52,246 57,708 13,703 17,294 4,462 4,253 0 4,156 0 0 0: 11,191 6,391
Old : 90,011: 52,246 57,708 13,703 17,294 4,462 4,253 0 4,156 0 0 0: 11,191 6,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,287: 3,199 2,484 0 0 0 -1,197 0 -79 0 0 0: 364 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 64.1 15.2 19.2 5.0 4.7 0.0 4.6 0.0 0.0 0.0: 12.4 7.1
Old : 100.0: 58.0 64.1 15.2 19.2 5.0 4.7 0.0 4.6 0.0 0.0 0.0: 12.4 7.1
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 : 35: 18 17 . 6 4 4 0 4 0 0 0:
Old : 35: 18 17 . 6 4 4 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 : 38.3 39.9 54.4 58.4 30.7 35.9 44.1 53.0
Old : 38.3 39.9 54.4 58.4 30.7 35.9 44.1 53.0
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 - Options and Futures Combined, December 15, 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 : 97,750: 78,060 43,072 7,361 34,773 955 0 6,297 4,335 0 0 0: 7,039 8,318
Old : 97,750: 78,060 43,072 7,361 34,773 955 0 6,297 4,335 0 0 0: 7,039 8,318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,333: 1,778 3,964 0 0 0 0 -362 87 0 0 0: -532 -2,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 44.1 7.5 35.6 1.0 0.0 6.4 4.4 0.0 0.0 0.0: 7.2 8.5
Old : 100.0: 79.9 44.1 7.5 35.6 1.0 0.0 6.4 4.4 0.0 0.0 0.0: 7.2 8.5
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 : 30: 13 15 . 6 . 0 . . 0 0 0:
Old : 30: 13 15 . 6 . 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 : 67.2 33.0 82.4 54.3 63.3 33.0 76.2 52.5
Old : 67.2 33.0 82.4 54.3 63.3 33.0 76.2 52.5
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 - Options and Futures Combined, December 15, 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 : 98,175: 51,015 28,853 12,976 48,225 7,140 11,624 2,342 3,790 0 0 0: 11,630 7,825
Old : 98,175: 51,015 28,853 12,976 48,225 7,140 11,624 2,342 3,790 0 0 0: 11,630 7,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 965: 649 -644 1,890 4 0 -902 -416 607 0 0 0: -1,279 1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 29.4 13.2 49.1 7.3 11.8 2.4 3.9 0.0 0.0 0.0: 11.8 8.0
Old : 100.0: 52.0 29.4 13.2 49.1 7.3 11.8 2.4 3.9 0.0 0.0 0.0: 11.8 8.0
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 : 34: 17 16 . 7 4 . . . 0 0 0:
Old : 34: 17 16 . 7 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 : 35.6 43.8 56.9 62.2 30.3 43.5 49.6 57.0
Old : 35.6 43.8 56.9 62.2 30.3 43.5 49.6 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 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 : 1,660,522: 313,966 306,843 128,689 86,006 621,785 21,298 80,508 218,506 28,066 18,005 323,813: 4,399 5,057
Old : 1,660,522: 313,966 306,843 128,689 86,006 621,785 21,298 80,508 218,506 28,066 18,005 323,813: 4,399 5,057
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 46,976: 8,444 9,947 -4,640 -1,201 13,343 -1,516 -4,017 15,191 -638 -3,102 17,275: -483 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 18.5 7.7 5.2 37.4 1.3 4.8 13.2 1.7 1.1 19.5: 0.3 0.3
Old : 100.0: 18.9 18.5 7.7 5.2 37.4 1.3 4.8 13.2 1.7 1.1 19.5: 0.3 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 : 131: 38 38 5 17 22 18 20 27 18 14 29:
Old : 131: 38 38 5 17 22 18 20 27 18 14 29:
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 33.8 55.1 51.9 8.5 7.6 10.9 10.0
Old : 34.9 33.8 55.1 51.9 8.5 7.6 10.9 10.0
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 - Options and Futures Combined, December 15, 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 : 98,233: 61,686 70,231 32,665 18,880 604 0 1,800 0 0 0 0: 3,278 6,718
Old : 98,233: 61,686 70,231 32,665 18,880 604 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: December 8, 2009 :
: 605: 1,246 -251 -37 1,460 -604 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 71.5 33.3 19.2 0.6 0.0 1.8 0.0 0.0 0.0 0.0: 3.3 6.8
Old : 100.0: 62.8 71.5 33.3 19.2 0.6 0.0 1.8 0.0 0.0 0.0 0.0: 3.3 6.8
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 : 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 : 67.9 52.1 86.0 73.2 56.9 45.3 68.6 58.9
Old : 67.9 52.1 86.0 73.2 56.9 45.3 68.6 58.9
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 - Options and Futures Combined, December 15, 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 : 211,804: 120,184 132,698 49,942 38,821 19,585 6,373 9,969 4,271 0 0 0: 11,449 6,460
Old : 211,804: 120,184 132,698 49,942 38,821 19,585 6,373 9,969 4,271 0 0 0: 11,449 6,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -893: -1,144 -743 -58 -852 638 -515 -1,239 218 0 0 0: -32 1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 62.7 23.6 18.3 9.2 3.0 4.7 2.0 0.0 0.0 0.0: 5.4 3.0
Old : 100.0: 56.7 62.7 23.6 18.3 9.2 3.0 4.7 2.0 0.0 0.0 0.0: 5.4 3.0
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 : 51: 28 27 9 4 10 5 . 5 0 0 0:
Old : 51: 28 27 9 4 10 5 . 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 : 32.1 44.7 51.5 61.1 28.8 44.0 41.3 53.3
Old : 32.1 44.7 51.5 61.1 28.8 44.0 41.3 53.3
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 - Options and Futures Combined, December 15, 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 : 147,704: 69,003 86,088 48,814 39,931 12,698 754 524 3,019 0 0 0: 13,416 5,443
Old : 147,704: 69,003 86,088 48,814 39,931 12,698 754 524 3,019 0 0 0: 13,416 5,443
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,271: 1,625 1,156 628 -1,042 154 -3,280 0 1,006 0 0 0: 1,138 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 58.3 33.0 27.0 8.6 0.5 0.4 2.0 0.0 0.0 0.0: 9.1 3.7
Old : 100.0: 46.7 58.3 33.0 27.0 8.6 0.5 0.4 2.0 0.0 0.0 0.0: 9.1 3.7
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 : 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 : 47.6 50.5 66.7 73.9 42.4 50.1 57.2 69.9
Old : 47.6 50.5 66.7 73.9 42.4 50.1 57.2 69.9
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 - Options and Futures Combined, December 15, 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 : 237,271: 142,220 95,690 21,663 82,330 34,280 8,185 1,021 14,231 0 0 0: 16,692 9,719
Old : 237,271: 142,220 95,690 21,663 82,330 34,280 8,185 1,021 14,231 0 0 0: 16,692 9,719
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 117: -1,793 6,684 3,321 -2,282 -609 2,665 167 -3,221 0 0 0: -246 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 40.3 9.1 34.7 14.4 3.4 0.4 6.0 0.0 0.0 0.0: 7.0 4.1
Old : 100.0: 59.9 40.3 9.1 34.7 14.4 3.4 0.4 6.0 0.0 0.0 0.0: 7.0 4.1
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 : 42: 21 21 5 10 11 . . 4 0 0 0:
Old : 42: 21 21 5 10 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 30.4 54.8 51.4 29.1 28.5 41.6 45.0
Old : 36.5 30.4 54.8 51.4 29.1 28.5 41.6 45.0
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 - Options and Futures Combined, December 15, 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 : 2,819,327: 797,915 561,362 77,281 807,693 464,799 458,033 71,529 678,253 129,556 39,818 175,820: 37,670 20,053
Old : 2,819,327: 797,915 561,362 77,281 807,693 464,799 458,033 71,529 678,253 129,556 39,818 175,820: 37,670 20,053
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 45,054: 12,250 3,291 2,725 43,005 -23,259 18,620 9,458 2,670 15,525 -5,276 14,759: 1,764 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 19.9 2.7 28.6 16.5 16.2 2.5 24.1 4.6 1.4 6.2: 1.3 0.7
Old : 100.0: 28.3 19.9 2.7 28.6 16.5 16.2 2.5 24.1 4.6 1.4 6.2: 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 : 181: 78 72 9 19 25 20 19 29 19 4 24:
Old : 181: 78 72 9 19 25 20 19 29 19 4 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 : 29.9 31.6 42.4 43.9 16.1 18.7 22.2 26.3
Old : 29.9 31.6 42.4 43.9 16.1 18.7 22.2 26.3
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 - Options and Futures Combined, December 15, 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 : 966,112: 205,549 267,882 321,470 211,449 130,210 85,604 130,446 68,173 38,782 43,110 113,914: 2,410 928
Old : 966,112: 205,549 267,882 321,470 211,449 130,210 85,604 130,446 68,173 38,782 43,110 113,914: 2,410 928
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 41,981: 862 6,308 6,332 2,267 8,465 11,076 -2,029 7,757 -13,108 -932 22,280: -1,683 -2,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 27.7 33.3 21.9 13.5 8.9 13.5 7.1 4.0 4.5 11.8: 0.2 0.1
Old : 100.0: 21.3 27.7 33.3 21.9 13.5 8.9 13.5 7.1 4.0 4.5 11.8: 0.2 0.1
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 : 94: 20 19 16 5 19 13 11 17 18 9 20:
Old : 94: 20 19 16 5 19 13 11 17 18 9 20:
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 : 36.6 43.3 53.2 60.6 32.9 37.3 43.2 47.4
Old : 36.6 43.3 53.2 60.6 32.9 37.3 43.2 47.4
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 - Options and Futures Combined, December 15, 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 : 15,329: 11,098 10,646 837 1,992 2,610 230 0 20 0 0 0: 534 61
Old : 15,329: 11,098 10,646 837 1,992 2,610 230 0 20 0 0 0: 534 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1: -1 7 23 5 -13 0 0 0 0 0 0: -8 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 69.4 5.5 13.0 17.0 1.5 0.0 0.1 0.0 0.0 0.0: 3.5 0.4
Old : 100.0: 72.4 69.4 5.5 13.0 17.0 1.5 0.0 0.1 0.0 0.0 0.0: 3.5 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 : 40: 24 26 5 5 6 . 0 . 0 0 0:
Old : 40: 24 26 5 5 6 . 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 : 33.8 40.3 53.3 61.8 25.6 29.5 35.2 40.4
Old : 33.8 40.3 53.3 61.8 25.6 29.5 35.2 40.4
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 - Options and Futures Combined, December 15, 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 : 6,887: 4,667 4,905 604 817 770 0 0 0 200 0 60: 585 335
Old : 6,887: 4,667 4,905 604 817 770 0 0 0 200 0 60: 585 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -7: 79 -25 57 87 -68 0 0 0 0 0 0: -75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 71.2 8.8 11.9 11.2 0.0 0.0 0.0 2.9 0.0 0.9: 8.5 4.9
Old : 100.0: 67.8 71.2 8.8 11.9 11.2 0.0 0.0 0.0 2.9 0.0 0.9: 8.5 4.9
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 : 28: 19 16 4 . 4 0 0 0 . 0 .:
Old : 28: 19 16 4 . 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 : 41.9 59.2 59.4 81.9 34.0 49.0 45.3 56.4
Old : 41.9 59.2 59.4 81.9 34.0 49.0 45.3 56.4
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 - Options and Futures Combined, December 15, 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 : 11,035: 6,396 6,659 2,252 2,335 1,809 214 0 126 0 0 0: 237 105
Old : 11,035: 6,396 6,659 2,252 2,335 1,809 214 0 126 0 0 0: 237 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 13: 8 -2 0 10 -0 -6 0 6 0 0 0: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 60.3 20.4 21.2 16.4 1.9 0.0 1.1 0.0 0.0 0.0: 2.1 1.0
Old : 100.0: 58.0 60.3 20.4 21.2 16.4 1.9 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 : 62.4 50.8 82.1 77.4 62.4 46.5 70.6 60.1
Old : 62.4 50.8 82.1 77.4 62.4 46.5 70.6 60.1
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 - Options and Futures Combined, December 15, 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 : 14,253: 11,580 9,490 982 3,072 1,249 0 63 98 0 0 0: 344 281
Old : 14,253: 11,580 9,490 982 3,072 1,249 0 63 98 0 0 0: 344 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 616: 471 638 107 -80 -42 0 -35 35 0 0 0: 45 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 66.6 6.9 21.6 8.8 0.0 0.4 0.7 0.0 0.0 0.0: 2.4 2.0
Old : 100.0: 81.2 66.6 6.9 21.6 8.8 0.0 0.4 0.7 0.0 0.0 0.0: 2.4 2.0
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: 20 23 . . 6 0 . . 0 0 0:
Old : 33: 20 23 . . 6 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 : 48.2 40.2 71.0 67.2 35.2 33.8 47.7 54.0
Old : 48.2 40.2 71.0 67.2 35.2 33.8 47.7 54.0
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 - Options and Futures Combined, December 15, 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 : 7,029: 5,016 4,137 108 414 1,490 0 251 0 0 0 0: 415 737
Old : 7,029: 5,016 4,137 108 414 1,490 0 251 0 0 0 0: 415 737
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 703: 561 489 -26 -176 143 0 -59 0 0 0 0: 25 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 58.9 1.5 5.9 21.2 0.0 3.6 0.0 0.0 0.0 0.0: 5.9 10.5
Old : 100.0: 71.4 58.9 1.5 5.9 21.2 0.0 3.6 0.0 0.0 0.0 0.0: 5.9 10.5
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 : 23: 14 16 . . 4 0 . 0 0 0 0:
Old : 23: 14 16 . . 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 : 57.2 51.7 76.4 67.2 38.6 29.0 45.3 38.1
Old : 57.2 51.7 76.4 67.2 38.6 29.0 45.3 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009