NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 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 : 895,803: 94,366 116,510 135,512 76,646 126,142 127,110 151,093 239,603 9,087 57,951 87,211: 76,772 40,647
Old : 895,803: 94,366 116,510 135,512 76,646 126,142 127,110 151,093 239,603 9,087 57,951 87,211: 76,772 40,647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -37,016: -13,115 -8,977 -1,695 -4,703 -6,489 7,319 -3,810 -4,926 -1,496 12,791 -7,002: -9,612 -13,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.0 15.1 8.6 14.1 14.2 16.9 26.7 1.0 6.5 9.7: 8.6 4.5
Old : 100.0: 10.5 13.0 15.1 8.6 14.1 14.2 16.9 26.7 1.0 6.5 9.7: 8.6 4.5
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 : 267: 57 48 21 12 25 48 43 63 22 47 57:
Old : 267: 57 48 21 12 25 48 43 63 22 47 57:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 38.7 40.1 51.0 14.7 20.4 19.4 25.5
Old : 27.9 38.7 40.1 51.0 14.7 20.4 19.4 25.5
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 22, 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 : 69,070: 51,698 32,536 162 19,571 6,806 3,093 0 1,148 0 0 0: 6,163 9,009
Old : 69,070: 51,698 32,536 162 19,571 6,806 3,093 0 1,148 0 0 0: 6,163 9,009
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -567: -13 -53 0 0 0 -20 0 -376 0 -98 -102: -56 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 47.1 0.2 28.3 9.9 4.5 0.0 1.7 0.0 0.0 0.0: 8.9 13.0
Old : 100.0: 74.8 47.1 0.2 28.3 9.9 4.5 0.0 1.7 0.0 0.0 0.0: 8.9 13.0
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 : 26: 16 15 . 4 4 . 0 . 0 0 0:
Old : 26: 16 15 . 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 : 50.3 45.3 70.0 67.4 48.1 37.1 57.2 50.4
Old : 50.3 45.3 70.0 67.4 48.1 37.1 57.2 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 22, 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 : 79,028: 43,783 45,528 14,757 11,332 6,957 1,903 2,869 400 0 0 0: 11,228 11,942
Old : 79,028: 43,783 45,528 14,757 11,332 6,957 1,903 2,869 400 0 0 0: 11,228 11,942
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 836: 99 501 582 0 0 0 0 0 0 0 0: 155 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 57.6 18.7 14.3 8.8 2.4 3.6 0.5 0.0 0.0 0.0: 14.2 15.1
Old : 100.0: 55.4 57.6 18.7 14.3 8.8 2.4 3.6 0.5 0.0 0.0 0.0: 14.2 15.1
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 : 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 : 33.1 35.9 53.2 51.3 25.0 30.4 39.0 40.5
Old : 33.1 35.9 53.2 51.3 25.0 30.4 39.0 40.5
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 22, 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 : 82,918: 45,673 39,140 15,995 30,549 7,187 0 0 0 0 0 0: 14,063 6,042
Old : 82,918: 45,673 39,140 15,995 30,549 7,187 0 0 0 0 0 0: 14,063 6,042
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -307: 151 0 0 0 0 0 0 0 0 0 0: -458 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 47.2 19.3 36.8 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 17.0 7.3
Old : 100.0: 55.1 47.2 19.3 36.8 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 17.0 7.3
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 : 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 : 44.5 50.6 63.2 73.5 42.4 45.5 56.4 62.5
Old : 44.5 50.6 63.2 73.5 42.4 45.5 56.4 62.5
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 22, 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 : 98,466: 55,470 65,791 16,967 18,936 3,792 7,847 53 3,171 0 0 0: 11,219 6,723
Old : 98,466: 55,470 65,791 16,967 18,936 3,792 7,847 53 3,171 0 0 0: 11,219 6,723
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 8,455: 3,224 8,083 3,264 1,642 -670 3,594 53 -985 0 0 0: 28 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 66.8 17.2 19.2 3.9 8.0 0.1 3.2 0.0 0.0 0.0: 11.4 6.8
Old : 100.0: 56.3 66.8 17.2 19.2 3.9 8.0 0.1 3.2 0.0 0.0 0.0: 11.4 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 : 35: 18 17 . 6 4 . . 4 0 0 0:
Old : 35: 18 17 . 6 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 : 38.3 45.4 58.2 61.9 31.9 42.0 49.5 57.7
Old : 38.3 45.4 58.2 61.9 31.9 42.0 49.5 57.7
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 22, 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 : 99,012: 78,515 44,261 7,361 34,773 955 583 4,168 4,956 0 0 0: 6,642 9,899
Old : 99,012: 78,515 44,261 7,361 34,773 955 583 4,168 4,956 0 0 0: 6,642 9,899
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 1,262: 455 1,189 0 0 0 583 -2,129 621 0 0 0: -397 1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 44.7 7.4 35.1 1.0 0.6 4.2 5.0 0.0 0.0 0.0: 6.7 10.0
Old : 100.0: 79.3 44.7 7.4 35.1 1.0 0.6 4.2 5.0 0.0 0.0 0.0: 6.7 10.0
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 : 30: 13 15 . 6 . . . . 0 0 0:
Old : 30: 13 15 . 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 : 66.8 33.3 81.9 53.6 62.9 33.3 75.7 53.4
Old : 66.8 33.3 81.9 53.6 62.9 33.3 75.7 53.4
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 22, 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 : 98,623: 51,196 29,013 12,983 48,201 6,705 11,972 2,770 4,199 0 0 0: 11,568 7,735
Old : 98,623: 51,196 29,013 12,983 48,201 6,705 11,972 2,770 4,199 0 0 0: 11,568 7,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 448: 181 160 7 -24 -435 348 428 409 0 0 0: -62 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 29.4 13.2 48.9 6.8 12.1 2.8 4.3 0.0 0.0 0.0: 11.7 7.8
Old : 100.0: 51.9 29.4 13.2 48.9 6.8 12.1 2.8 4.3 0.0 0.0 0.0: 11.7 7.8
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 : 34: 17 16 4 6 4 . . 4 0 0 0:
Old : 34: 17 16 4 6 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 : 35.3 43.6 56.8 62.2 30.3 43.3 49.2 57.3
Old : 35.3 43.6 56.8 62.2 30.3 43.3 49.2 57.3
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 22, 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 : 1,683,653: 319,113 309,990 129,176 84,765 623,524 24,218 82,423 222,059 29,366 24,089 331,085: 5,113 5,719
Old : 1,683,653: 319,113 309,990 129,176 84,765 623,524 24,218 82,423 222,059 29,366 24,089 331,085: 5,113 5,719
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 23,131: 5,147 3,147 486 -1,240 1,738 2,920 1,916 3,553 1,300 6,084 7,273: 715 662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 18.4 7.7 5.0 37.0 1.4 4.9 13.2 1.7 1.4 19.7: 0.3 0.3
Old : 100.0: 19.0 18.4 7.7 5.0 37.0 1.4 4.9 13.2 1.7 1.4 19.7: 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: 39 39 4 18 22 17 21 28 17 14 28:
Old : 131: 39 39 4 18 22 17 21 28 17 14 28:
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 : 34.6 33.4 54.7 51.6 8.3 7.8 10.8 10.1
Old : 34.6 33.4 54.7 51.6 8.3 7.8 10.8 10.1
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 22, 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 : 97,249: 63,746 67,787 29,745 21,924 480 0 1,800 0 0 0 0: 3,278 5,258
Old : 97,249: 63,746 67,787 29,745 21,924 480 0 1,800 0 0 0 0: 3,278 5,258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -984: 2,060 -2,444 -2,920 3,044 -124 0 0 0 0 0 0: 0 -1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 69.7 30.6 22.5 0.5 0.0 1.9 0.0 0.0 0.0 0.0: 3.4 5.4
Old : 100.0: 65.5 69.7 30.6 22.5 0.5 0.0 1.9 0.0 0.0 0.0 0.0: 3.4 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 : 23: 12 12 . 5 . 0 . 0 0 0 0:
Old : 23: 12 12 . 5 . 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 : 65.5 50.0 84.0 71.3 54.5 41.0 66.3 54.8
Old : 65.5 50.0 84.0 71.3 54.5 41.0 66.3 54.8
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 22, 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 : 214,328: 121,117 135,622 50,775 38,821 19,105 6,386 9,191 5,203 0 0 0: 11,742 6,386
Old : 214,328: 121,117 135,622 50,775 38,821 19,105 6,386 9,191 5,203 0 0 0: 11,742 6,386
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 2,524: 933 2,924 833 0 -480 13 -778 932 0 0 0: 293 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 63.3 23.7 18.1 8.9 3.0 4.3 2.4 0.0 0.0 0.0: 5.5 3.0
Old : 100.0: 56.5 63.3 23.7 18.1 8.9 3.0 4.3 2.4 0.0 0.0 0.0: 5.5 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 : 31.8 44.8 51.5 61.0 28.4 44.1 40.6 53.4
Old : 31.8 44.8 51.5 61.0 28.4 44.1 40.6 53.4
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 22, 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 : 151,051: 70,885 87,932 50,283 39,931 12,698 1,346 1,860 3,385 0 0 0: 12,454 5,245
Old : 151,051: 70,885 87,932 50,283 39,931 12,698 1,346 1,860 3,385 0 0 0: 12,454 5,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 3,348: 1,882 1,844 1,469 0 -0 592 1,336 366 0 0 0: -962 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 58.2 33.3 26.4 8.4 0.9 1.2 2.2 0.0 0.0 0.0: 8.2 3.5
Old : 100.0: 46.9 58.2 33.3 26.4 8.4 0.9 1.2 2.2 0.0 0.0 0.0: 8.2 3.5
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: 15 14 7 5 9 . . . 0 0 0:
Old : 34: 15 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 : 46.9 50.0 65.6 73.1 41.9 49.6 56.4 69.7
Old : 46.9 50.0 65.6 73.1 41.9 49.6 56.4 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 22, 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 : 237,386: 140,750 98,755 21,902 79,293 36,935 8,174 950 10,923 0 0 0: 18,702 10,530
Old : 237,386: 140,750 98,755 21,902 79,293 36,935 8,174 950 10,923 0 0 0: 18,702 10,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 115: -1,470 3,065 239 -3,037 2,655 -11 -71 -3,308 0 0 0: 2,010 811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 41.6 9.2 33.4 15.6 3.4 0.4 4.6 0.0 0.0 0.0: 7.9 4.4
Old : 100.0: 59.3 41.6 9.2 33.4 15.6 3.4 0.4 4.6 0.0 0.0 0.0: 7.9 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 : 43: 22 21 5 10 11 . . 4 0 0 0:
Old : 43: 22 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 : 36.1 30.6 54.1 51.7 28.7 28.9 41.1 44.8
Old : 36.1 30.6 54.1 51.7 28.7 28.9 41.1 44.8
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 22, 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 : 2,953,334: 802,676 582,349 81,894 884,134 461,873 516,199 58,085 707,103 130,488 21,918 215,166: 37,935 22,706
Old : 2,953,334: 802,676 582,349 81,894 884,134 461,873 516,199 58,085 707,103 130,488 21,918 215,166: 37,935 22,706
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 134,007: 4,761 20,987 4,613 76,441 -2,926 58,166 -13,444 28,850 932 -17,900 39,346: 265 2,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 19.7 2.8 29.9 15.6 17.5 2.0 23.9 4.4 0.7 7.3: 1.3 0.8
Old : 100.0: 27.2 19.7 2.8 29.9 15.6 17.5 2.0 23.9 4.4 0.7 7.3: 1.3 0.8
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 : 189: 79 72 9 20 27 24 17 35 22 4 24:
Old : 189: 79 72 9 20 27 24 17 35 22 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 : 30.7 31.1 42.8 43.7 17.1 18.9 23.0 26.9
Old : 30.7 31.1 42.8 43.7 17.1 18.9 23.0 26.9
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 22, 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 : 1,026,291: 212,638 280,079 318,050 204,350 139,125 93,715 145,631 75,161 59,786 55,192 124,224: 3,592 2,529
Old : 1,026,291: 212,638 280,079 318,050 204,350 139,125 93,715 145,631 75,161 59,786 55,192 124,224: 3,592 2,529
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 60,179: 7,089 12,197 -3,420 -7,099 8,915 8,111 15,185 6,988 21,004 12,082 10,310: 1,182 1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 27.3 31.0 19.9 13.6 9.1 14.2 7.3 5.8 5.4 12.1: 0.3 0.2
Old : 100.0: 20.7 27.3 31.0 19.9 13.6 9.1 14.2 7.3 5.8 5.4 12.1: 0.3 0.2
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 : 100: 21 20 15 6 20 13 11 17 21 10 22:
Old : 100: 21 20 15 6 20 13 11 17 21 10 22:
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 40.9 51.7 58.3 30.8 35.0 41.3 45.7
Old : 35.8 40.9 51.7 58.3 30.8 35.0 41.3 45.7
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 22, 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 : 22,047: 17,368 14,160 935 4,922 1,913 142 0 21 0 0 0: 1,668 1,031
Old : 22,047: 17,368 14,160 935 4,922 1,913 142 0 21 0 0 0: 1,668 1,031
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 7,794: 5,788 4,670 -47 1,850 664 142 -63 -77 0 0 0: 1,324 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 64.2 4.2 22.3 8.7 0.6 0.0 0.1 0.0 0.0 0.0: 7.6 4.7
Old : 100.0: 78.8 64.2 4.2 22.3 8.7 0.6 0.0 0.1 0.0 0.0 0.0: 7.6 4.7
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 : 38: 24 24 . 7 5 . 0 . 0 0 0:
Old : 38: 24 24 . 7 5 . 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 : 41.0 42.2 61.3 68.7 38.5 38.6 53.5 54.9
Old : 41.0 42.2 61.3 68.7 38.5 38.6 53.5 54.9
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 22, 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 : 14,602: 9,152 8,826 2,283 2,768 2,305 0 137 215 0 0 0: 647 351
Old : 14,602: 9,152 8,826 2,283 2,768 2,305 0 137 215 0 0 0: 647 351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 7,573: 4,136 4,689 2,175 2,354 815 0 -114 215 0 0 0: 232 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 60.4 15.6 19.0 15.8 0.0 0.9 1.5 0.0 0.0 0.0: 4.4 2.4
Old : 100.0: 62.7 60.4 15.6 19.0 15.8 0.0 0.9 1.5 0.0 0.0 0.0: 4.4 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 : 30: 17 16 . 5 4 0 . . 0 0 0:
Old : 30: 17 16 . 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 : 46.4 43.6 72.8 72.3 46.3 32.1 52.6 45.7
Old : 46.4 43.6 72.8 72.3 46.3 32.1 52.6 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 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 : 8,984: 5,279 5,567 383 1,560 920 0 0 0 0 0 0: 2,402 937
Old : 8,984: 5,279 5,567 383 1,560 920 0 0 0 0 0 0: 2,402 937
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 62.0 4.3 17.4 10.2 0.0 0.0 0.0 0.0 0.0 0.0: 26.7 10.4
Old : 100.0: 58.8 62.0 4.3 17.4 10.2 0.0 0.0 0.0 0.0 0.0 0.0: 26.7 10.4
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 : 26: 19 13 . 4 5 0 0 0 0 0 0:
Old : 26: 19 13 . 4 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 47.9 43.7 70.7 19.6 39.2 29.9 48.8
Old : 26.9 47.9 43.7 70.7 19.6 39.2 29.9 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2009