NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, December 8, 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 : 898,244: 101,905 117,390 148,202 86,678 118,637 119,664 167,856 229,188 11,305 39,027 90,887: 78,456 48,582
Old : 898,244: 101,905 117,390 148,202 86,678 118,637 119,664 167,856 229,188 11,305 39,027 90,887: 78,456 48,582
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -12,224: -535 4,103 8,234 -1,786 4,646 -8,710 -25,610 -2,072 -10,414 10,968 2,025: -5,398 -4,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.1 16.5 9.6 13.2 13.3 18.7 25.5 1.3 4.3 10.1: 8.7 5.4
Old : 100.0: 11.3 13.1 16.5 9.6 13.2 13.3 18.7 25.5 1.3 4.3 10.1: 8.7 5.4
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 : 268: 62 50 21 11 23 49 51 62 25 42 51:
Old : 268: 62 50 21 11 23 49 51 62 25 42 51:
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 : 28.9 35.6 40.8 48.0 16.3 18.0 21.6 24.3
Old : 28.9 35.6 40.8 48.0 16.3 18.0 21.6 24.3
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 8, 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 : 69,379: 51,622 32,259 162 19,571 6,806 2,870 0 1,677 0 98 102: 6,140 8,866
Old : 69,379: 51,622 32,259 162 19,571 6,806 2,870 0 1,677 0 98 102: 6,140 8,866
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -207: -14 -815 0 200 0 -86 0 194 0 0 0: -301 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 46.5 0.2 28.2 9.8 4.1 0.0 2.4 0.0 0.1 0.1: 8.8 12.8
Old : 100.0: 74.4 46.5 0.2 28.2 9.8 4.1 0.0 2.4 0.0 0.1 0.1: 8.8 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 : 25: 15 13 . 4 4 . 0 . 0 . .:
Old : 25: 15 13 . 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 : 50.5 45.1 70.8 66.7 47.9 37.0 56.5 51.2
Old : 50.5 45.1 70.8 66.7 47.9 37.0 56.5 51.2
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 - Options and Futures Combined, December 8, 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 : 75,781: 43,380 42,616 12,315 11,332 6,957 1,656 2,869 400 0 0 0: 11,073 11,607
Old : 75,781: 43,380 42,616 12,315 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: December 1, 2009 :
: -2,070: 90 -2,070 -2,160 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 56.2 16.3 15.0 9.2 2.2 3.8 0.5 0.0 0.0 0.0: 14.6 15.3
Old : 100.0: 57.2 56.2 16.3 15.0 9.2 2.2 3.8 0.5 0.0 0.0 0.0: 14.6 15.3
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 : 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 : 32.8 34.4 51.4 50.4 25.4 28.2 37.7 38.7
Old : 32.8 34.4 51.4 50.4 25.4 28.2 37.7 38.7
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 8, 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 : 83,346: 44,819 39,291 16,147 30,549 7,096 0 0 0 0 0 0: 15,284 6,410
Old : 83,346: 44,819 39,291 16,147 30,549 7,096 0 0 0 0 0 0: 15,284 6,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -3,662: -4,589 -1,947 -372 -161 -465 0 0 0 0 0 0: 1,764 -1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 47.1 19.4 36.7 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 18.3 7.7
Old : 100.0: 53.8 47.1 19.4 36.7 8.5 0.0 0.0 0.0 0.0 0.0 0.0: 18.3 7.7
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 : 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 : 43.7 50.4 61.8 73.2 41.8 45.3 55.3 62.2
Old : 43.7 50.4 61.8 73.2 41.8 45.3 55.3 62.2
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 8, 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 : 87,724: 49,047 55,224 13,703 17,294 4,462 5,450 0 4,235 0 0 0: 10,827 6,509
Old : 87,724: 49,047 55,224 13,703 17,294 4,462 5,450 0 4,235 0 0 0: 10,827 6,509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -5,005: -2,434 -1,209 -918 -725 -244 1,759 -1,444 -1,807 0 0 0: -1,361 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 63.0 15.6 19.7 5.1 6.2 0.0 4.8 0.0 0.0 0.0: 12.3 7.4
Old : 100.0: 55.9 63.0 15.6 19.7 5.1 6.2 0.0 4.8 0.0 0.0 0.0: 12.3 7.4
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 : 34: 18 16 . 6 4 4 0 4 0 0 0:
Old : 34: 18 16 . 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 : 38.6 41.7 54.5 60.9 30.3 37.7 43.6 54.7
Old : 38.6 41.7 54.5 60.9 30.3 37.7 43.6 54.7
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 8, 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 : 96,417: 76,282 39,108 7,361 34,773 955 0 6,659 4,248 0 0 0: 7,571 10,674
Old : 96,417: 76,282 39,108 7,361 34,773 955 0 6,659 4,248 0 0 0: 7,571 10,674
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -5,531: -2,598 -3,036 -345 -1,688 -1,940 -632 665 -836 0 0 0: 820 1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 40.6 7.6 36.1 1.0 0.0 6.9 4.4 0.0 0.0 0.0: 7.9 11.1
Old : 100.0: 79.1 40.6 7.6 36.1 1.0 0.0 6.9 4.4 0.0 0.0 0.0: 7.9 11.1
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 : 29: 12 14 . 6 . 0 . . 0 0 0:
Old : 29: 12 14 . 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 : 67.1 33.4 82.1 55.2 63.2 33.4 76.3 52.9
Old : 67.1 33.4 82.1 55.2 63.2 33.4 76.3 52.9
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 - Options and Futures Combined, December 8, 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 : 97,210: 50,366 29,497 11,086 48,221 7,140 12,526 2,758 3,183 0 0 0: 12,909 6,411
Old : 97,210: 50,366 29,497 11,086 48,221 7,140 12,526 2,758 3,183 0 0 0: 12,909 6,411
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -2,775: -6,165 2,975 -463 -1,580 -257 4,931 -2,374 -1,218 0 0 0: 397 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 30.3 11.4 49.6 7.3 12.9 2.8 3.3 0.0 0.0 0.0: 13.3 6.6
Old : 100.0: 51.8 30.3 11.4 49.6 7.3 12.9 2.8 3.3 0.0 0.0 0.0: 13.3 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 : 32: 16 16 . 7 4 . . . 0 0 0:
Old : 32: 16 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 : 35.2 44.2 58.0 62.9 29.7 43.9 50.0 58.0
Old : 35.2 44.2 58.0 62.9 29.7 43.9 50.0 58.0
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 8, 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 : 1,613,547: 305,521 296,897 133,329 87,207 608,443 22,814 84,525 203,315 28,704 21,106 306,538: 4,882 5,517
Old : 1,613,547: 305,521 296,897 133,329 87,207 608,443 22,814 84,525 203,315 28,704 21,106 306,538: 4,882 5,517
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 53,933: 6,918 11,771 -8,965 -3,317 19,004 -2,825 -7,012 20,181 4,844 -1,270 14,719: 58 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 18.4 8.3 5.4 37.7 1.4 5.2 12.6 1.8 1.3 19.0: 0.3 0.3
Old : 100.0: 18.9 18.4 8.3 5.4 37.7 1.4 5.2 12.6 1.8 1.3 19.0: 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 : 130: 37 38 5 15 20 21 18 28 21 11 29:
Old : 130: 37 38 5 15 20 21 18 28 21 11 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 : 35.8 34.2 56.0 52.9 9.2 8.3 11.5 10.7
Old : 35.8 34.2 56.0 52.9 9.2 8.3 11.5 10.7
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 8, 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: December 1, 2009 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : 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 - Options and Futures Combined, December 8, 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 : 212,697: 121,328 133,441 50,000 39,673 18,947 6,888 11,208 4,053 0 0 0: 11,481 5,375
Old : 212,697: 121,328 133,441 50,000 39,673 18,947 6,888 11,208 4,053 0 0 0: 11,481 5,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 195: 4,162 -4,684 -4,388 638 1,670 -1,010 2,405 -79 0 0 0: -160 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 62.7 23.5 18.7 8.9 3.2 5.3 1.9 0.0 0.0 0.0: 5.4 2.5
Old : 100.0: 57.0 62.7 23.5 18.7 8.9 3.2 5.3 1.9 0.0 0.0 0.0: 5.4 2.5
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 : 52: 28 27 8 5 10 5 . 5 0 0 0:
Old : 52: 28 27 8 5 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 : 32.2 44.1 51.9 60.4 28.8 43.6 42.2 52.9
Old : 32.2 44.1 51.9 60.4 28.8 43.6 42.2 52.9
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 8, 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 : 146,433: 67,378 84,933 48,186 40,973 12,544 4,034 524 2,013 0 0 0: 12,278 5,446
Old : 146,433: 67,378 84,933 48,186 40,973 12,544 4,034 524 2,013 0 0 0: 12,278 5,446
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 2,589: 2,356 -741 103 2,677 1,043 -651 0 -112 0 0 0: -151 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 58.0 32.9 28.0 8.6 2.8 0.4 1.4 0.0 0.0 0.0: 8.4 3.7
Old : 100.0: 46.0 58.0 32.9 28.0 8.6 2.8 0.4 1.4 0.0 0.0 0.0: 8.4 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: 17 14 7 5 9 . . . 0 0 0:
Old : 33: 17 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 : 47.4 50.2 66.7 74.1 42.4 49.7 57.2 69.7
Old : 47.4 50.2 66.7 74.1 42.4 49.7 57.2 69.7
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 8, 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 : 237,154: 144,013 89,006 18,342 84,612 34,889 5,520 854 17,452 0 0 0: 16,938 10,341
Old : 237,154: 144,013 89,006 18,342 84,612 34,889 5,520 854 17,452 0 0 0: 16,938 10,341
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 1,310: 473 -140 0 318 -520 293 564 974 0 0 0: 90 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 37.5 7.7 35.7 14.7 2.3 0.4 7.4 0.0 0.0 0.0: 7.1 4.4
Old : 100.0: 60.7 37.5 7.7 35.7 14.7 2.3 0.4 7.4 0.0 0.0 0.0: 7.1 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 : 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 : 36.8 30.7 55.9 52.5 29.5 28.5 42.3 45.1
Old : 36.8 30.7 55.9 52.5 29.5 28.5 42.3 45.1
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 - Options and Futures Combined, December 8, 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 : 2,774,273: 785,665 558,071 74,556 764,688 488,058 439,413 62,071 675,583 114,031 45,094 161,061: 35,906 19,647
Old : 2,774,273: 785,665 558,071 74,556 764,688 488,058 439,413 62,071 675,583 114,031 45,094 161,061: 35,906 19,647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 15,504: 13,185 7,595 -10,998 12,583 -3,407 4,031 -1,644 -1,088 8,099 -4,777 6,162: -480 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.1 2.7 27.6 17.6 15.8 2.2 24.4 4.1 1.6 5.8: 1.3 0.7
Old : 100.0: 28.3 20.1 2.7 27.6 17.6 15.8 2.2 24.4 4.1 1.6 5.8: 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 : 178: 77 70 7 20 25 20 18 30 19 6 25:
Old : 178: 77 70 7 20 25 20 18 30 19 6 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 : 29.6 31.9 42.1 44.2 15.2 17.9 21.2 25.4
Old : 29.6 31.9 42.1 44.2 15.2 17.9 21.2 25.4
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 8, 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 : 924,131: 204,687 261,574 315,138 209,182 121,745 74,528 132,475 60,416 51,890 44,042 91,634: 4,093 3,063
Old : 924,131: 204,687 261,574 315,138 209,182 121,745 74,528 132,475 60,416 51,890 44,042 91,634: 4,093 3,063
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 21,181: -189 -5,779 -10,357 -17,970 17,684 7,067 20,262 -1,346 8,337 7,507 190: -205 633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 28.3 34.1 22.6 13.2 8.1 14.3 6.5 5.6 4.8 9.9: 0.4 0.3
Old : 100.0: 22.1 28.3 34.1 22.6 13.2 8.1 14.3 6.5 5.6 4.8 9.9: 0.4 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 : 89: 20 19 14 6 19 10 12 16 18 7 19:
Old : 89: 20 19 14 6 19 10 12 16 18 7 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 : 38.3 43.1 54.5 60.8 34.3 37.3 45.4 48.8
Old : 38.3 43.1 54.5 60.8 34.3 37.3 45.4 48.8
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 8, 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 : 15,328: 11,099 10,638 814 1,987 2,624 230 0 20 0 0 0: 542 59
Old : 15,328: 11,099 10,638 814 1,987 2,624 230 0 20 0 0 0: 542 59
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -2,455: -2,174 -1,877 -287 -388 20 -25 -84 0 0 0 0: 11 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 69.4 5.3 13.0 17.1 1.5 0.0 0.1 0.0 0.0 0.0: 3.5 0.4
Old : 100.0: 72.4 69.4 5.3 13.0 17.1 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 61.9 25.6 29.5 35.2 40.5
Old : 33.8 40.3 53.3 61.9 25.6 29.5 35.2 40.5
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 8, 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 : 6,893: 4,588 4,930 547 730 838 0 0 0 200 0 60: 660 335
Old : 6,893: 4,588 4,930 547 730 838 0 0 0 200 0 60: 660 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -77: -73 -4 -2 4 -2 0 0 0 0 0 0: -0 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 71.5 7.9 10.6 12.2 0.0 0.0 0.0 2.9 0.0 0.9: 9.6 4.9
Old : 100.0: 66.6 71.5 7.9 10.6 12.2 0.0 0.0 0.0 2.9 0.0 0.9: 9.6 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: 18 16 4 . 4 0 0 0 . 0 .:
Old : 28: 18 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 : 42.2 59.1 59.7 82.0 33.7 48.9 45.1 56.4
Old : 42.2 59.1 59.7 82.0 33.7 48.9 45.1 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 8, 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 : 11,022: 6,389 6,661 2,252 2,326 1,810 220 0 120 0 0 0: 231 105
Old : 11,022: 6,389 6,661 2,252 2,326 1,810 220 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: December 1, 2009 :
: 1: 0 0 0 0 1 0 0 0 0 0 0: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 60.4 20.4 21.1 16.4 2.0 0.0 1.1 0.0 0.0 0.0: 2.1 1.0
Old : 100.0: 58.0 60.4 20.4 21.1 16.4 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 : 62.5 50.8 82.1 77.5 62.5 46.7 70.7 60.2
Old : 62.5 50.8 82.1 77.5 62.5 46.7 70.7 60.2
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 8, 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 : 13,637: 11,109 8,852 875 3,152 1,291 0 98 63 0 0 0: 299 181
Old : 13,637: 11,109 8,852 875 3,152 1,291 0 98 63 0 0 0: 299 181
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -1,721: -898 -904 -110 -433 -218 -83 -72 -50 0 0 0: -362 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 64.9 6.4 23.1 9.5 0.0 0.7 0.5 0.0 0.0 0.0: 2.2 1.3
Old : 100.0: 81.5 64.9 6.4 23.1 9.5 0.0 0.7 0.5 0.0 0.0 0.0: 2.2 1.3
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 : 32: 19 22 . 4 6 0 . . 0 0 0:
Old : 32: 19 22 . 4 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 : 46.1 41.4 70.1 68.1 32.4 36.3 46.6 54.7
Old : 46.1 41.4 70.1 68.1 32.4 36.3 46.6 54.7
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 - Options and Futures Combined, December 8, 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 : 6,326: 4,455 3,648 134 590 1,347 0 310 0 0 0 0: 390 431
Old : 6,326: 4,455 3,648 134 590 1,347 0 310 0 0 0 0: 390 431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 250: 245 45 -50 0 70 0 90 -15 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 57.7 2.1 9.3 21.3 0.0 4.9 0.0 0.0 0.0 0.0: 6.2 6.8
Old : 100.0: 70.4 57.7 2.1 9.3 21.3 0.0 4.9 0.0 0.0 0.0 0.0: 6.2 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: 14 14 . . 4 0 . 0 0 0 0:
Old : 22: 14 14 . . 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 : 55.6 57.3 75.4 75.4 30.7 29.6 38.4 38.3
Old : 55.6 57.3 75.4 75.4 30.7 29.6 38.4 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2009