Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 3,876,559 : : Positions : :1,349,028 880,858 115,446 1,118,555 562,859 501,666 24,463 908,469 51,054 11,044 355,700 : : : : Changes from: January 12, 2010 : : 48,759 41,111 -27,253 11,155 71 42,508 3,523 -22,986 -6,099 2,432 35,818 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 22.7 3.0 28.9 14.5 12.9 0.6 23.4 1.3 0.3 9.2 : : : : Number of Traders in Each Category Total Traders: 210 : : 93 81 12 22 29 23 15 34 23 16 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 952,550 : : Positions : : 90,624 116,948 149,254 70,447 130,723 143,206 181,184 253,597 8,646 60,718 97,924 : : : : Changes from: January 12, 2010 : : 8,223 8,282 2,792 -6,974 -2,322 316 4,271 -732 -989 4,682 6,036 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 12.3 15.7 7.4 13.7 15.0 19.0 26.6 0.9 6.4 10.3 : : : : Number of Traders in Each Category Total Traders: 274 : : 52 46 19 15 28 51 45 65 30 46 65 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 65,897 : : Positions : : 46,247 30,695 500 18,832 6,468 3,055 0 1,765 0 0 0 : : : : Changes from: January 12, 2010 : : -294 926 0 0 0 1,196 0 4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 46.6 0.8 28.6 9.8 4.6 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 71,487 : : Positions : : 42,599 39,602 11,191 11,394 6,430 826 2,869 0 0 0 0 : : : : Changes from: January 12, 2010 : : 1,959 2,212 680 0 -62 0 400 -400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 55.4 15.7 15.9 9.0 1.2 4.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 4 4 7 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 12, 2010 : : 0 0 0 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 19, 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 97,494 : : Positions : : 60,567 63,527 16,897 23,228 3,792 4,386 0 3,000 0 0 0 : : : : Changes from: January 12, 2010 : : 2,162 -458 0 0 0 -2,620 0 384 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 65.2 17.3 23.8 3.9 4.5 0.0 3.1 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 19, 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 96,239 : : Positions : : 77,055 43,901 6,899 33,537 897 1,069 3,776 4,284 0 0 0 : : : : Changes from: January 12, 2010 : : 1,196 3,724 0 0 0 112 -792 -81 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 45.6 7.2 34.8 0.9 1.1 3.9 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 92,300 : : Positions : : 47,584 26,704 13,738 46,907 6,023 9,707 2,419 3,835 0 0 0 : : : : Changes from: January 12, 2010 : : 913 862 0 0 0 -770 0 31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 28.9 14.9 50.8 6.5 10.5 2.6 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 4 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 1,609,592 : : Positions : : 301,257 292,810 116,970 82,141 602,139 31,216 84,204 205,285 31,079 21,038 316,303 : : : : Changes from: January 12, 2010 : : -1,964 -517 -6,382 -589 -4,673 4,687 -192 -7,269 980 -1,239 1,796 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 18.2 7.3 5.1 37.4 1.9 5.2 12.8 1.9 1.3 19.7 : : : : Number of Traders in Each Category Total Traders: 130 : : 35 37 5 16 21 26 17 30 16 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 12, 2010 : : 0 0 0 0 0 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 19, 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 200,585 : : Positions : : 114,520 125,632 46,660 36,264 19,173 5,402 8,160 4,325 0 0 0 : : : : Changes from: January 12, 2010 : : 1,338 782 124 -124 124 -687 561 -49 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 62.6 23.3 18.1 9.6 2.7 4.1 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 25 9 . 10 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 146,975 : : Positions : : 69,539 87,110 47,828 38,562 11,764 3,049 2,131 2,444 0 0 0 : : : : Changes from: January 12, 2010 : : 2,366 2,132 -62 0 0 1,060 250 -456 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 59.3 32.5 26.2 8.0 2.1 1.4 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 14 7 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 239,567 : : Positions : : 142,380 95,281 26,108 88,976 36,269 8,759 0 11,566 0 0 0 : : : : Changes from: January 12, 2010 : : -1,914 799 905 2,720 612 3,485 -547 -755 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 39.8 10.9 37.1 15.1 3.7 0.0 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 25 5 10 11 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 2,956,809 : : Positions : : 802,808 551,687 61,552 983,952 416,430 574,939 36,798 704,195 147,687 22,144 219,084 : : : : Changes from: January 12, 2010 : : 8,500 15,292 -1,798 -4,825 -23,534 -25,795 -9,828 43,918 16,126 -2,648 -9,798 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 18.7 2.1 33.3 14.1 19.4 1.2 23.8 5.0 0.7 7.4 : : : : Number of Traders in Each Category Total Traders: 183 : : 81 72 8 21 26 27 13 34 18 7 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 966,626 : : Positions : : 192,084 253,612 333,202 205,580 129,599 85,557 139,258 61,832 53,046 68,686 106,006 : : : : Changes from: January 12, 2010 : : 8,580 -411 -13,018 -8,478 21,415 8,865 4,428 1,210 815 9,723 1,330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 26.2 34.5 21.3 13.4 8.9 14.4 6.4 5.5 7.1 11.0 : : : : Number of Traders in Each Category Total Traders: 96 : : 20 20 15 5 17 10 14 18 17 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 22,555 : : Positions : : 18,467 14,875 1,222 5,413 1,971 289 0 15 100 45 75 : : : : Changes from: January 12, 2010 : : 975 521 -30 149 349 -35 0 1 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 65.9 5.4 24.0 8.7 1.3 0.0 0.1 0.4 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 23 . 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 16,506 : : Positions : : 14,656 7,785 0 7,611 1,110 0 0 0 0 0 0 : : : : Changes from: January 12, 2010 : : 633 558 0 325 295 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 47.2 0.0 46.1 6.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 0 8 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 12,881 : : Positions : : 8,524 7,854 1,847 2,589 2,107 0 12 174 0 0 0 : : : : Changes from: January 12, 2010 : : 34 334 -77 -147 -38 0 -190 29 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 61.0 14.3 20.1 16.4 0.0 0.1 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 4 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 9,556 : : Positions : : 6,254 5,119 743 1,943 977 0 0 0 415 0 0 : : : : Changes from: January 12, 2010 : : 956 846 208 65 272 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 53.6 7.8 20.3 10.2 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 4 . 6 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 22, 2010