Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 3,889,321 : : Positions : :1,372,080 915,902 109,262 1,139,482 599,164 565,790 28,552 861,971 33,876 11,235 318,269 : : : : Changes from: January 19, 2010 : : 23,052 35,044 -6,184 20,927 36,305 64,124 4,089 -46,498 -17,178 191 -37,431 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 23.5 2.8 29.3 15.4 14.5 0.7 22.2 0.9 0.3 8.2 : : : : Number of Traders in Each Category Total Traders: 210 : : 94 82 13 22 30 26 11 35 22 17 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 924,807 : : Positions : : 79,273 110,080 145,959 69,564 125,789 144,719 183,506 255,702 7,214 53,520 89,409 : : : : Changes from: January 19, 2010 : : -11,351 -6,868 -3,295 -883 -4,934 1,513 2,322 2,104 -1,431 -7,198 -8,515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 11.9 15.8 7.5 13.6 15.6 19.8 27.6 0.8 5.8 9.7 : : : : Number of Traders in Each Category Total Traders: 264 : : 51 46 21 14 29 47 49 63 25 45 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 64,760 : : Positions : : 48,106 31,489 596 18,242 6,962 2,127 0 1,824 0 0 0 : : : : Changes from: January 19, 2010 : : 1,859 794 96 -590 494 -928 0 59 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 48.6 0.9 28.2 10.8 3.3 0.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 72,024 : : Positions : : 42,692 40,139 11,559 11,394 6,382 826 2,917 0 0 0 0 : : : : Changes from: January 19, 2010 : : 93 537 368 0 -48 0 48 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 55.7 16.0 15.8 8.9 1.1 4.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 5 4 7 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 80,928 : : Positions : : 47,483 39,482 16,597 30,208 7,398 0 0 0 0 0 0 : : : : Changes from: January 19, 2010 : : 428 0 -428 0 428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 48.8 20.5 37.3 9.1 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 26, 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 98,769 : : Positions : : 61,212 63,783 16,897 23,696 3,792 4,408 0 3,523 0 0 0 : : : : Changes from: January 19, 2010 : : 645 256 0 468 0 22 0 523 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 64.6 17.1 24.0 3.8 4.5 0.0 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 20 . 7 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 99,127 : : Positions : : 82,351 41,178 6,899 33,761 845 0 10,680 2,977 0 0 0 : : : : Changes from: January 19, 2010 : : 5,296 -2,723 0 224 -52 -1,069 6,904 -1,307 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 41.5 7.0 34.1 0.9 0.0 10.8 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 92,380 : : Positions : : 48,153 26,701 13,738 46,907 6,023 8,963 2,419 4,026 0 0 0 : : : : Changes from: January 19, 2010 : : 569 -3 0 0 0 -744 0 191 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 28.9 14.9 50.8 6.5 9.7 2.6 4.4 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 26, 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 1,530,017 : : Positions : : 284,573 273,366 110,419 79,238 582,707 30,197 78,002 197,642 26,229 20,600 291,720 : : : : Changes from: January 19, 2010 : : -16,684 -19,444 -6,551 -2,902 -19,432 -1,019 -6,201 -7,643 -4,850 -438 -24,583 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 17.9 7.2 5.2 38.1 2.0 5.1 12.9 1.7 1.3 19.1 : : : : Number of Traders in Each Category Total Traders: 128 : : 35 37 6 15 21 24 17 32 18 11 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 93,574 : : Positions : : 60,942 64,131 28,914 23,040 368 0 1,180 0 0 0 0 : : : : Changes from: January 19, 2010 : : 1,362 1,064 0 -56 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 68.5 30.9 24.6 0.4 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 202,139 : : Positions : : 119,148 126,434 43,467 36,264 19,183 4,624 7,783 5,426 0 0 0 : : : : Changes from: January 19, 2010 : : 4,628 802 -3,193 0 10 -778 -377 1,101 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 62.5 21.5 17.9 9.5 2.3 3.9 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 25 9 . 10 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 147,735 : : Positions : : 70,350 87,631 48,767 38,624 11,764 3,049 2,929 2,057 0 0 0 : : : : Changes from: January 19, 2010 : : 812 521 939 62 0 0 798 -387 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 59.3 33.0 26.1 8.0 2.1 2.0 1.4 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 26, 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 241,553 : : Positions : : 142,300 98,378 26,750 89,348 35,413 10,786 0 10,927 0 0 0 : : : : Changes from: January 19, 2010 : : -80 3,097 642 372 -856 2,027 0 -639 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 40.7 11.1 37.0 14.7 4.5 0.0 4.5 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 26, 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 2,972,720 : : Positions : : 823,099 548,067 54,130 972,547 436,177 547,795 34,021 738,105 147,446 24,020 203,729 : : : : Changes from: January 19, 2010 : : 20,291 -3,620 -7,422 -11,405 19,747 -27,144 -2,777 33,910 -241 1,876 -15,355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 18.4 1.8 32.7 14.7 18.4 1.1 24.8 5.0 0.8 6.9 : : : : Number of Traders in Each Category Total Traders: 188 : : 85 73 7 22 27 27 13 34 17 8 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 1,031,193 : : Positions : : 194,716 266,455 301,055 174,087 181,781 83,920 141,293 75,431 69,725 70,184 115,690 : : : : Changes from: January 19, 2010 : : 2,632 12,843 -32,147 -31,493 52,182 -1,637 2,035 13,599 16,679 1,498 9,684 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 25.8 29.2 16.9 17.6 8.1 13.7 7.3 6.8 6.8 11.2 : : : : Number of Traders in Each Category Total Traders: 100 : : 22 20 14 7 19 9 14 18 19 12 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 23,432 : : Positions : : 19,495 15,400 517 5,312 2,307 504 0 44 0 45 75 : : : : Changes from: January 19, 2010 : : 1,028 525 -705 -101 336 215 0 29 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 65.7 2.2 22.7 9.8 2.2 0.0 0.2 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 24 . 5 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 16,765 : : Positions : : 14,645 8,134 50 7,446 1,185 25 0 0 0 0 0 : : : : Changes from: January 19, 2010 : : -11 349 50 -165 75 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 48.5 0.3 44.4 7.1 0.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . 8 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 13,009 : : Positions : : 9,361 8,048 974 2,264 2,334 0 127 161 0 0 0 : : : : Changes from: January 19, 2010 : : 837 194 -873 -325 227 0 115 -13 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 61.9 7.5 17.4 17.9 0.0 1.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 9,799 : : Positions : : 7,022 6,634 863 2,033 757 0 0 0 415 0 0 : : : : Changes from: January 19, 2010 : : 768 1,515 120 90 -220 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 67.7 8.8 20.7 7.7 0.0 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . . 5 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 29, 2010