Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 895,803 : : Positions : : 94,366 116,510 135,512 76,646 126,142 127,110 151,093 239,603 9,087 57,951 87,211 : : : : Changes from: December 15, 2009 : : -13,115 -8,977 -1,695 -4,703 -6,489 7,319 -3,810 -4,926 -1,496 12,791 -7,002 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 13.0 15.1 8.6 14.1 14.2 16.9 26.7 1.0 6.5 9.7 : : : : Number of Traders in Each Category Total Traders: 267 : : 57 48 21 12 25 48 43 63 22 47 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 69,070 : : Positions : : 51,698 32,536 162 19,571 6,806 3,093 0 1,148 0 0 0 : : : : Changes from: December 15, 2009 : : -13 -53 0 0 0 -20 0 -376 0 -98 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 47.1 0.2 28.3 9.9 4.5 0.0 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 79,028 : : Positions : : 43,783 45,528 14,757 11,332 6,957 1,903 2,869 400 0 0 0 : : : : Changes from: December 15, 2009 : : 99 501 582 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 57.6 18.7 14.3 8.8 2.4 3.6 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 4 4 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 82,918 : : Positions : : 45,673 39,140 15,995 30,549 7,187 0 0 0 0 0 0 : : : : Changes from: December 15, 2009 : : 151 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 47.2 19.3 36.8 8.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . 5 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 98,466 : : Positions : : 55,470 65,791 16,967 18,936 3,792 7,847 53 3,171 0 0 0 : : : : Changes from: December 15, 2009 : : 3,224 8,083 3,264 1,642 -670 3,594 53 -985 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 66.8 17.2 19.2 3.9 8.0 0.1 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 . 6 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 99,012 : : Positions : : 78,515 44,261 7,361 34,773 955 583 4,168 4,956 0 0 0 : : : : Changes from: December 15, 2009 : : 455 1,189 0 0 0 583 -2,129 621 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 44.7 7.4 35.1 1.0 0.6 4.2 5.0 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 December 22, 2009 : 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 98,623 : : Positions : : 51,196 29,013 12,983 48,201 6,705 11,972 2,770 4,199 0 0 0 : : : : Changes from: December 15, 2009 : : 181 160 7 -24 -435 348 428 409 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 29.4 13.2 48.9 6.8 12.1 2.8 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 4 6 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 1,683,653 : : Positions : : 319,113 309,990 129,176 84,765 623,524 24,218 82,423 222,059 29,366 24,089 331,085 : : : : Changes from: December 15, 2009 : : 5,147 3,147 486 -1,240 1,738 2,920 1,916 3,553 1,300 6,084 7,273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 18.4 7.7 5.0 37.0 1.4 4.9 13.2 1.7 1.4 19.7 : : : : Number of Traders in Each Category Total Traders: 131 : : 39 39 4 18 22 17 21 28 17 14 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 97,249 : : Positions : : 63,746 67,787 29,745 21,924 480 0 1,800 0 0 0 0 : : : : Changes from: December 15, 2009 : : 2,060 -2,444 -2,920 3,044 -124 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 69.7 30.6 22.5 0.5 0.0 1.9 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 December 22, 2009 : 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 214,328 : : Positions : : 121,117 135,622 50,775 38,821 19,105 6,386 9,191 5,203 0 0 0 : : : : Changes from: December 15, 2009 : : 933 2,924 833 0 -480 13 -778 932 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 63.3 23.7 18.1 8.9 3.0 4.3 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 27 9 4 10 5 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 151,051 : : Positions : : 70,885 87,932 50,283 39,931 12,698 1,346 1,860 3,385 0 0 0 : : : : Changes from: December 15, 2009 : : 1,882 1,844 1,469 0 -0 592 1,336 366 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 58.2 33.3 26.4 8.4 0.9 1.2 2.2 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 December 22, 2009 : 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 237,386 : : Positions : : 140,750 98,755 21,902 79,293 36,935 8,174 950 10,923 0 0 0 : : : : Changes from: December 15, 2009 : : -1,470 3,065 239 -3,037 2,655 -11 -71 -3,308 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 41.6 9.2 33.4 15.6 3.4 0.4 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 21 5 10 11 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 2,953,334 : : Positions : : 802,676 582,349 81,894 884,134 461,873 516,199 58,085 707,103 130,488 21,918 215,166 : : : : Changes from: December 15, 2009 : : 4,761 20,987 4,613 76,441 -2,926 58,166 -13,444 28,850 932 -17,900 39,346 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 19.7 2.8 29.9 15.6 17.5 2.0 23.9 4.4 0.7 7.3 : : : : Number of Traders in Each Category Total Traders: 189 : : 79 72 9 20 27 24 17 35 22 4 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 1,026,291 : : Positions : : 212,638 280,079 318,050 204,350 139,125 93,715 145,631 75,161 59,786 55,192 124,224 : : : : Changes from: December 15, 2009 : : 7,089 12,197 -3,420 -7,099 8,915 8,111 15,185 6,988 21,004 12,082 10,310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 27.3 31.0 19.9 13.6 9.1 14.2 7.3 5.8 5.4 12.1 : : : : Number of Traders in Each Category Total Traders: 100 : : 21 20 15 6 20 13 11 17 21 10 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 22,047 : : Positions : : 17,368 14,160 935 4,922 1,913 142 0 21 0 0 0 : : : : Changes from: December 15, 2009 : : 5,788 4,670 -47 1,850 664 142 -63 -77 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 64.2 4.2 22.3 8.7 0.6 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . 7 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 14,602 : : Positions : : 9,152 8,826 2,283 2,768 2,305 0 137 215 0 0 0 : : : : Changes from: December 15, 2009 : : 4,136 4,689 2,175 2,354 815 0 -114 215 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 60.4 15.6 19.0 15.8 0.0 0.9 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2009 : 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 8,984 : : Positions : : 5,279 5,567 383 1,560 920 0 0 0 0 0 0 : : : : Changes from: December 15, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 62.0 4.3 17.4 10.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 13 . 4 5 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 28, 2009