Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 3,805,438 : : Positions : :1,300,269 839,747 142,699 1,107,400 562,788 459,158 20,940 931,455 57,153 8,612 319,882 : : : : Changes from: January 5, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 22.1 3.7 29.1 14.8 12.1 0.6 24.5 1.5 0.2 8.4 : : : : Number of Traders in Each Category Total Traders: 201 : : 89 78 11 22 27 24 14 33 24 11 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 942,266 : : Positions : : 82,401 108,665 146,463 77,421 133,045 142,891 176,913 254,329 9,635 56,036 91,888 : : : : Changes from: January 5, 2010 : : -4,359 1,015 11,572 2,602 3,503 7,236 9,305 10,326 850 2,761 5,446 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 11.5 15.5 8.2 14.1 15.2 18.8 27.0 1.0 5.9 9.8 : : : : Number of Traders in Each Category Total Traders: 261 : : 51 44 21 11 27 50 40 63 27 47 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 65,293 : : Positions : : 46,541 29,769 500 18,832 6,468 1,859 0 1,761 0 0 0 : : : : Changes from: January 5, 2010 : : -140 -580 -87 0 87 -788 0 476 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 45.6 0.8 28.8 9.9 2.8 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 70,390 : : Positions : : 40,640 37,390 10,511 11,394 6,492 826 2,469 400 0 0 0 : : : : Changes from: January 5, 2010 : : 0 -860 -880 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 53.1 14.9 16.2 9.2 1.2 3.5 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 4 4 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 80,500 : : Positions : : 47,055 39,482 17,025 30,208 6,970 0 0 0 0 0 0 : : : : Changes from: January 5, 2010 : : 2,672 2,309 428 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 49.0 21.1 37.5 8.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 97,568 : : Positions : : 58,405 63,985 16,897 23,228 3,792 7,006 0 2,616 0 0 0 : : : : Changes from: January 5, 2010 : : 6,789 1,647 0 5,390 0 -64 0 80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 65.6 17.3 23.8 3.9 7.2 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 18 . 7 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 95,440 : : Positions : : 75,859 40,177 6,899 33,537 897 957 4,568 4,365 0 0 0 : : : : Changes from: January 5, 2010 : : 1,662 540 0 -240 0 0 1,146 -92 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 42.1 7.2 35.1 0.9 1.0 4.8 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 92,477 : : Positions : : 46,671 25,842 13,738 46,907 6,023 10,477 2,419 3,804 0 0 0 : : : : Changes from: January 5, 2010 : : -256 -60 0 0 0 76 -124 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 27.9 14.9 50.7 6.5 11.3 2.6 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 4 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,622,017 : : Positions : : 303,221 293,327 123,352 82,730 606,812 26,530 84,396 212,554 30,099 22,277 314,507 : : : : Changes from: January 5, 2010 : : 7,977 7,156 5,414 4,943 10,470 2,888 -31 6,482 192 4,402 8,810 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 18.1 7.6 5.1 37.4 1.6 5.2 13.1 1.9 1.4 19.4 : : : : Number of Traders in Each Category Total Traders: 127 : : 35 37 5 16 21 24 16 28 17 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 92,566 : : Positions : : 59,580 63,067 28,914 23,096 368 0 1,180 0 0 0 0 : : : : Changes from: January 5, 2010 : : 0 -112 0 112 -112 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 68.1 31.2 25.0 0.4 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 199,231 : : Positions : : 113,182 124,850 46,536 36,388 19,049 6,089 7,599 4,374 0 0 0 : : : : Changes from: January 5, 2010 : : 413 945 0 886 0 582 -856 -380 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 62.7 23.4 18.3 9.6 3.1 3.8 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 25 9 . 10 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 144,957 : : Positions : : 67,173 84,977 47,890 38,562 11,764 1,989 1,881 2,900 0 0 0 : : : : Changes from: January 5, 2010 : : 206 766 161 0 -5 0 796 -397 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 58.6 33.0 26.6 8.1 1.4 1.3 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 14 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 236,876 : : Positions : : 144,294 94,482 25,203 86,256 35,657 5,274 547 12,321 0 0 0 : : : : Changes from: January 5, 2010 : : 1,092 1,165 56 -165 314 -1,517 -115 774 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 39.9 10.6 36.4 15.1 2.2 0.2 5.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 25 . 12 11 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,949,780 : : Positions : : 794,308 536,395 63,350 988,777 439,964 600,734 46,626 660,277 131,561 24,792 228,882 : : : : Changes from: January 5, 2010 : : 15,854 -118 2,097 39,666 17,120 9,292 -3,547 11,235 15,287 -857 16,959 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 18.2 2.1 33.5 14.9 20.4 1.6 22.4 4.5 0.8 7.8 : : : : Number of Traders in Each Category Total Traders: 180 : : 77 69 8 21 26 27 13 35 20 5 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 937,457 : : Positions : : 183,504 254,023 346,220 214,058 108,184 76,692 134,830 60,622 52,231 58,963 104,676 : : : : Changes from: January 5, 2010 : : 1,421 3,545 20,168 21,086 3,603 -10,322 89 15,457 10,271 -2,805 5,463 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 27.1 36.9 22.8 11.5 8.2 14.4 6.5 5.6 6.3 11.2 : : : : Number of Traders in Each Category Total Traders: 95 : : 20 20 15 5 17 10 14 17 17 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 21,535 : : Positions : : 17,492 14,354 1,252 5,264 1,622 324 0 14 75 45 100 : : : : Changes from: January 5, 2010 : : -813 -1,401 47 395 -424 -33 0 -7 -25 45 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 66.7 5.8 24.4 7.5 1.5 0.0 0.1 0.3 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . 5 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 15,328 : : Positions : : 14,023 7,227 0 7,286 815 0 0 0 0 0 0 : : : : Changes from: January 5, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 47.1 0.0 47.5 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 0 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 12,943 : : Positions : : 8,490 7,520 1,924 2,736 2,145 0 202 145 0 0 0 : : : : Changes from: January 5, 2010 : : 128 288 -125 -230 99 0 -115 -35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 58.1 14.9 21.1 16.6 0.0 1.6 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . 5 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 8,281 : : Positions : : 5,298 4,273 535 1,878 705 0 0 0 415 0 0 : : : : Changes from: January 5, 2010 : : 415 -55 -90 275 23 0 0 0 415 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 51.6 6.5 22.7 8.5 0.0 0.0 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . 5 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 15, 2010