NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 3,806,575: 1,514,283 969,930 137,754 865,169 554,690 303,849 176,252 953,673 76,337 25,875 239,469: 26,520 21,517
Old : 3,806,575: 1,514,283 969,930 137,754 865,169 554,690 303,849 176,252 953,673 76,337 25,875 239,469: 26,520 21,517
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 42,250: -16,307 -12,197 -1,487 15,982 -2,201 16,060 30,060 21,569 30,633 -5,796 -5,246: -771 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 25.5 3.6 22.7 14.6 8.0 4.6 25.1 2.0 0.7 6.3: 0.7 0.6
Old : 100.0: 39.8 25.5 3.6 22.7 14.6 8.0 4.6 25.1 2.0 0.7 6.3: 0.7 0.6
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 : 215: 103 91 14 21 32 22 16 35 23 13 32:
Old : 215: 103 91 14 21 32 22 16 35 23 13 32:
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 : 22.3 26.8 37.7 41.6 10.6 16.3 16.8 23.5
Old : 22.3 26.8 37.7 41.6 10.6 16.3 16.8 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 354,348: 162,770 242,010 77,253 28,230 56,456 31,921 11,094 11,583 7,545 1,444 806: 6,014 2,725
Old : 354,348: 162,770 242,010 77,253 28,230 56,456 31,921 11,094 11,583 7,545 1,444 806: 6,014 2,725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -7,481: 10,268 -7,735 -7,149 -3,376 1,607 -12,629 -156 1,162 -322 1,444 235: -653 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 68.3 21.8 8.0 15.9 9.0 3.1 3.3 2.1 0.4 0.2: 1.7 0.8
Old : 100.0: 45.9 68.3 21.8 8.0 15.9 9.0 3.1 3.3 2.1 0.4 0.2: 1.7 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 : 59: 27 28 5 9 11 5 4 5 . . .:
Old : 59: 27 28 5 9 11 5 4 5 . . .:
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 : 45.1 47.5 62.4 65.4 24.5 31.0 38.1 39.5
Old : 45.1 47.5 62.4 65.4 24.5 31.0 38.1 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 185,112: 141,154 110,287 9,404 43,450 17,160 7,300 3,699 5,929 1,712 0 0: 2,453 4,587
Old : 185,112: 141,154 110,287 9,404 43,450 17,160 7,300 3,699 5,929 1,712 0 0: 2,453 4,587
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -24,144: -22,420 -8,943 661 -6,523 -3,902 -538 -5,239 939 1,712 0 0: -596 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 59.6 5.1 23.5 9.3 3.9 2.0 3.2 0.9 0.0 0.0: 1.3 2.5
Old : 100.0: 76.3 59.6 5.1 23.5 9.3 3.9 2.0 3.2 0.9 0.0 0.0: 1.3 2.5
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 : 46: 19 25 . 8 10 4 . 5 . 0 0:
Old : 46: 19 25 . 8 10 4 . 5 . 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 : 53.9 35.7 71.0 58.6 52.5 34.5 67.4 55.2
Old : 53.9 35.7 71.0 58.6 52.5 34.5 67.4 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 371,667: 223,005 215,695 59,933 87,053 55,522 17,483 809 8,076 0 660 301: 7,347 3,551
Old : 371,667: 223,005 215,695 59,933 87,053 55,522 17,483 809 8,076 0 660 301: 7,347 3,551
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -21,899: -9,865 -18,726 -9,360 -2,339 -1,484 -1,106 -169 30 0 78 301: -415 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 58.0 16.1 23.4 14.9 4.7 0.2 2.2 0.0 0.2 0.1: 2.0 1.0
Old : 100.0: 60.0 58.0 16.1 23.4 14.9 4.7 0.2 2.2 0.0 0.2 0.1: 2.0 1.0
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 : 49: 27 19 5 8 12 4 . . 0 . .:
Old : 49: 27 19 5 8 12 4 . . 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 : 41.2 63.0 59.4 83.6 40.5 56.4 55.0 70.5
Old : 41.2 63.0 59.4 83.6 40.5 56.4 55.0 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 556,662: 384,092 278,389 67,942 138,732 74,445 0 33,689 25,707 382 1,091 889: 3,205 3,720
Old : 556,662: 384,092 278,389 67,942 138,732 74,445 0 33,689 25,707 382 1,091 889: 3,205 3,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -16,635: -16,233 1,611 674 -8,655 -5,165 0 -12,090 6,098 -519 1,091 -1,184: -306 1,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 50.0 12.2 24.9 13.4 0.0 6.1 4.6 0.1 0.2 0.2: 0.6 0.7
Old : 100.0: 69.0 50.0 12.2 24.9 13.4 0.0 6.1 4.6 0.1 0.2 0.2: 0.6 0.7
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 : 69: 35 28 7 14 19 0 8 5 . . .:
Old : 69: 35 28 7 14 19 0 8 5 . . .:
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 : 37.3 38.3 51.9 55.9 21.5 14.1 31.2 24.6
Old : 37.3 38.3 51.9 55.9 21.5 14.1 31.2 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 196,209: 141,595 132,840 13,428 46,321 368 26,665 1,604 6,076 0 0 0: 8,077 9,000
Old : 196,209: 141,595 132,840 13,428 46,321 368 26,665 1,604 6,076 0 0 0: 8,077 9,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -7,367: -5,312 -10,419 917 503 -1,906 -3,629 1,063 1,326 0 0 0: 1,237 2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 67.7 6.8 23.6 0.2 13.6 0.8 3.1 0.0 0.0 0.0: 4.1 4.6
Old : 100.0: 72.2 67.7 6.8 23.6 0.2 13.6 0.8 3.1 0.0 0.0 0.0: 4.1 4.6
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: 24 21 . 4 . 5 . 4 0 0 0:
Old : 43: 24 21 . 4 . 5 . 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 : 49.0 59.6 67.5 73.0 42.2 59.4 57.7 69.6
Old : 49.0 59.6 67.5 73.0 42.2 59.4 57.7 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 372,956: 269,004 146,557 21,251 103,874 29,538 16,135 54,801 31,227 0 0 0: 5,801 6,959
Old : 372,956: 269,004 146,557 21,251 103,874 29,538 16,135 54,801 31,227 0 0 0: 5,801 6,959
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -19,809: -16,413 -7,831 -2,842 -7,070 -56 1,983 -2,081 -3,583 0 0 0: 1,102 812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 39.3 5.7 27.9 7.9 4.3 14.7 8.4 0.0 0.0 0.0: 1.6 1.9
Old : 100.0: 72.1 39.3 5.7 27.9 7.9 4.3 14.7 8.4 0.0 0.0 0.0: 1.6 1.9
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 : 61: 33 26 4 12 13 5 4 8 0 0 0:
Old : 61: 33 26 4 12 13 5 4 8 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 : 29.1 38.3 50.5 55.4 24.4 28.0 40.0 41.4
Old : 29.1 38.3 50.5 55.4 24.4 28.0 40.0 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 160,010: 109,692 61,049 11,582 32,022 17,907 9,159 36,280 7,746 0 0 0: 3,924 5,006
Old : 160,010: 109,692 61,049 11,582 32,022 17,907 9,159 36,280 7,746 0 0 0: 3,924 5,006
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -9,859: -3,903 -9,529 -3,294 -7,054 2,174 -3,826 5,005 143 0 0 0: -1,153 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 38.2 7.2 20.0 11.2 5.7 22.7 4.8 0.0 0.0 0.0: 2.5 3.1
Old : 100.0: 68.6 38.2 7.2 20.0 11.2 5.7 22.7 4.8 0.0 0.0 0.0: 2.5 3.1
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 : 45: 27 20 . 9 8 4 . 6 0 0 0:
Old : 45: 27 20 . 9 8 4 . 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 : 43.0 50.0 58.3 66.2 37.8 46.6 47.5 57.0
Old : 43.0 50.0 58.3 66.2 37.8 46.6 47.5 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 10,000 MMBTU'S) :
: : Positions :
All : 827,657: 103,645 119,715 191,707 34,848 82,323 97,571 222,796 199,721 13,775 62,159 63,009: 75,906 43,086
Old : 827,657: 103,645 119,715 191,707 34,848 82,323 97,571 222,796 199,721 13,775 62,159 63,009: 75,906 43,086
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 11,180: 7,354 6,006 10,907 1,200 1,998 2,556 324 -6,868 -5,203 6,932 -1,892: 2,328 3,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.5 23.2 4.2 9.9 11.8 26.9 24.1 1.7 7.5 7.6: 9.2 5.2
Old : 100.0: 12.5 14.5 23.2 4.2 9.9 11.8 26.9 24.1 1.7 7.5 7.6: 9.2 5.2
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 : 293: 58 45 23 11 27 53 66 72 26 40 48:
Old : 293: 58 45 23 11 27 53 66 72 26 40 48:
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 : 18.1 24.5 31.3 38.2 13.7 17.4 20.6 25.5
Old : 18.1 24.5 31.3 38.2 13.7 17.4 20.6 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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 52,306: 30,396 24,870 5,850 14,154 3,517 725 0 1,288 0 0 0: 10,530 8,477
Old : 52,306: 30,396 24,870 5,850 14,154 3,517 725 0 1,288 0 0 0: 10,530 8,477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -3,164: -2,896 -1,924 360 -1,517 -1,355 -418 0 0 0 0 0: 1,145 1,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 47.5 11.2 27.1 6.7 1.4 0.0 2.5 0.0 0.0 0.0: 20.1 16.2
Old : 100.0: 58.1 47.5 11.2 27.1 6.7 1.4 0.0 2.5 0.0 0.0 0.0: 20.1 16.2
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 : 21: 13 12 . . 4 . 0 . 0 0 0:
Old : 21: 13 12 . . 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 : 47.0 49.2 63.6 70.8 37.3 45.3 48.3 54.8
Old : 47.0 49.2 63.6 70.8 37.3 45.3 48.3 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 31,920: 14,987 6,941 4,859 8,284 6,029 835 170 2,584 0 0 0: 2,626 7,912
Old : 31,920: 14,987 6,941 4,859 8,284 6,029 835 170 2,584 0 0 0: 2,626 7,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -3,838: -3,162 -2,552 -648 -563 -350 591 128 -813 0 0 0: 544 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 21.7 15.2 26.0 18.9 2.6 0.5 8.1 0.0 0.0 0.0: 8.2 24.8
Old : 100.0: 47.0 21.7 15.2 26.0 18.9 2.6 0.5 8.1 0.0 0.0 0.0: 8.2 24.8
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 : 20: 8 8 4 . 5 . . . 0 0 0:
Old : 20: 8 8 4 . 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 : 50.1 37.9 73.4 62.2 30.3 27.9 41.1 31.2
Old : 50.1 37.9 73.4 62.2 30.3 27.9 41.1 31.2
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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 63,790: 38,919 38,182 13,418 10,568 4,553 0 0 0 0 0 0: 6,900 10,487
Old : 63,790: 38,919 38,182 13,418 10,568 4,553 0 0 0 0 0 0: 6,900 10,487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 3,622: 4,610 5,971 406 -150 -510 0 0 0 0 0 0: -884 -1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 59.9 21.0 16.6 7.1 0.0 0.0 0.0 0.0 0.0 0.0: 10.8 16.4
Old : 100.0: 61.0 59.9 21.0 16.6 7.1 0.0 0.0 0.0 0.0 0.0 0.0: 10.8 16.4
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 : 27: 14 16 4 4 4 0 0 0 0 0 0:
Old : 27: 14 16 4 4 4 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 : 41.7 57.2 63.8 71.6 39.7 53.5 58.4 63.8
Old : 41.7 57.2 63.8 71.6 39.7 53.5 58.4 63.8
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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 63,554: 36,122 30,008 12,536 25,465 5,216 0 0 0 0 0 0: 9,680 2,865
Old : 63,554: 36,122 30,008 12,536 25,465 5,216 0 0 0 0 0 0: 9,680 2,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,523: -1,514 -915 -870 -654 -508 0 0 0 0 0 0: 369 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 47.2 19.7 40.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 15.2 4.5
Old : 100.0: 56.8 47.2 19.7 40.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 15.2 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 : 22: 12 11 . 5 5 0 0 0 0 0 0:
Old : 22: 12 11 . 5 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 : 48.5 54.0 68.8 77.4 44.6 47.9 59.2 68.2
Old : 48.5 54.0 68.8 77.4 44.6 47.9 59.2 68.2
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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 71,476: 40,084 50,025 12,610 7,042 905 3,293 0 7,327 0 0 0: 7,257 6,177
Old : 71,476: 40,084 50,025 12,610 7,042 905 3,293 0 7,327 0 0 0: 7,257 6,177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -6,537: -5,167 -4,239 -54 -1,136 -786 -92 0 -230 0 0 0: -208 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 70.0 17.6 9.9 1.3 4.6 0.0 10.3 0.0 0.0 0.0: 10.2 8.6
Old : 100.0: 56.1 70.0 17.6 9.9 1.3 4.6 0.0 10.3 0.0 0.0 0.0: 10.2 8.6
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 : 32: 16 19 . 5 4 4 0 4 0 0 0:
Old : 32: 16 19 . 5 4 4 0 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 : 45.3 42.8 62.2 60.4 43.1 40.0 53.0 53.8
Old : 45.3 42.8 62.2 60.4 43.1 40.0 53.0 53.8
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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 63,151: 52,603 26,557 2,102 12,439 946 248 6,039 1,634 0 0 0: 5,618 15,536
Old : 63,151: 52,603 26,557 2,102 12,439 946 248 6,039 1,634 0 0 0: 5,618 15,536
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,771: -3,140 -2,238 -589 -613 -779 -240 -233 -124 0 0 0: 101 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 42.1 3.3 19.7 1.5 0.4 9.6 2.6 0.0 0.0 0.0: 8.9 24.6
Old : 100.0: 83.3 42.1 3.3 19.7 1.5 0.4 9.6 2.6 0.0 0.0 0.0: 8.9 24.6
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 : 24: 10 13 . 4 . . . . 0 0 0:
Old : 24: 10 13 . 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 : 65.6 41.2 83.4 58.5 62.1 40.2 70.6 49.9
Old : 65.6 41.2 83.4 58.5 62.1 40.2 70.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 38,696: 27,663 26,300 0 806 0 4,075 2,137 1,594 0 0 0: 5,364 7,859
Old : 38,696: 27,663 26,300 0 806 0 4,075 2,137 1,594 0 0 0: 5,364 7,859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -5,500: -3,598 -3,926 0 -780 0 -2,248 150 -554 0 0 0: 900 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 68.0 0.0 2.1 0.0 10.5 5.5 4.1 0.0 0.0 0.0: 13.9 20.3
Old : 100.0: 71.5 68.0 0.0 2.1 0.0 10.5 5.5 4.1 0.0 0.0 0.0: 13.9 20.3
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 : 20: 11 11 0 . 0 . . . 0 0 0:
Old : 20: 11 11 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 : 60.3 49.7 75.1 69.6 57.3 41.0 66.6 58.2
Old : 60.3 49.7 75.1 69.6 57.3 41.0 66.6 58.2
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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 71,048: 39,194 21,254 10,106 37,255 3,239 3,941 1,320 4,258 0 0 0: 10,310 3,722
Old : 71,048: 39,194 21,254 10,106 37,255 3,239 3,941 1,320 4,258 0 0 0: 10,310 3,722
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,155: -1,899 -1,782 -150 -410 -510 -20 -40 -565 0 0 0: -1,011 -848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 29.9 14.2 52.4 4.6 5.5 1.9 6.0 0.0 0.0 0.0: 14.5 5.2
Old : 100.0: 55.2 29.9 14.2 52.4 4.6 5.5 1.9 6.0 0.0 0.0 0.0: 14.5 5.2
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 : 31: 17 15 . 6 4 . . . 0 0 0:
Old : 31: 17 15 . 6 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 58.3 58.9 76.7 36.9 55.4 54.9 72.3
Old : 38.3 58.3 58.9 76.7 36.9 55.4 54.9 72.3
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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 57,911: 35,997 49,187 19,942 6,594 604 840 0 0 0 0 0: 528 1,526
Old : 57,911: 35,997 49,187 19,942 6,594 604 840 0 0 0 0 0: 528 1,526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -7,171: -5,659 -5,071 -1,440 -1,500 0 0 0 0 0 0 0: -72 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 84.9 34.4 11.4 1.0 1.5 0.0 0.0 0.0 0.0 0.0: 0.9 2.6
Old : 100.0: 62.2 84.9 34.4 11.4 1.0 1.5 0.0 0.0 0.0 0.0 0.0: 0.9 2.6
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 : 25: 13 13 . 5 . . 0 0 0 0 0:
Old : 25: 13 13 . 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 : 73.3 62.6 89.3 84.9 69.8 59.8 76.9 73.7
Old : 73.3 62.6 89.3 84.9 69.8 59.8 76.9 73.7
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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 139,965: 76,671 77,386 38,640 33,518 12,371 3,253 7,257 4,704 0 0 0: 4,326 4,729
Old : 139,965: 76,671 77,386 38,640 33,518 12,371 3,253 7,257 4,704 0 0 0: 4,326 4,729
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -9,272: -3,699 -7,104 -2,416 -444 -1,390 -1,442 82 -22 0 0 0: -303 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 55.3 27.6 23.9 8.8 2.3 5.2 3.4 0.0 0.0 0.0: 3.1 3.4
Old : 100.0: 54.8 55.3 27.6 23.9 8.8 2.3 5.2 3.4 0.0 0.0 0.0: 3.1 3.4
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 : 44: 23 24 7 5 10 . . 4 0 0 0:
Old : 44: 23 24 7 5 10 . . 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 42.5 58.9 63.5 36.6 40.0 47.2 53.7
Old : 38.3 42.5 58.9 63.5 36.6 40.0 47.2 53.7
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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 110,513: 58,756 64,928 29,688 23,393 12,510 610 3,777 690 0 0 0: 8,259 5,215
Old : 110,513: 58,756 64,928 29,688 23,393 12,510 610 3,777 690 0 0 0: 8,259 5,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -5,679: -3,861 -1,086 643 -2,782 -1,244 -390 -61 -182 0 0 0: -645 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 58.8 26.9 21.2 11.3 0.6 3.4 0.6 0.0 0.0 0.0: 7.5 4.7
Old : 100.0: 53.2 58.8 26.9 21.2 11.3 0.6 3.4 0.6 0.0 0.0 0.0: 7.5 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 : 33: 14 11 9 4 9 . . . 0 0 0:
Old : 33: 14 11 9 4 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 : 55.5 52.0 71.0 72.9 48.0 50.9 59.0 70.0
Old : 55.5 52.0 71.0 72.9 48.0 50.9 59.0 70.0
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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 182,212: 98,312 79,009 32,460 66,759 22,517 7,456 248 7,219 0 0 0: 14,248 6,460
Old : 182,212: 98,312 79,009 32,460 66,759 22,517 7,456 248 7,219 0 0 0: 14,248 6,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -10,738: -6,957 -4,607 781 -3,112 -3,150 -1,155 -30 308 0 0 0: -565 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 43.4 17.8 36.6 12.4 4.1 0.1 4.0 0.0 0.0 0.0: 7.8 3.5
Old : 100.0: 54.0 43.4 17.8 36.6 12.4 4.1 0.1 4.0 0.0 0.0 0.0: 7.8 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 : 46: 24 22 6 9 10 . . . 0 0 0:
Old : 46: 24 22 6 9 10 . . . 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 : 32.1 30.1 52.1 52.9 25.0 24.1 37.0 41.9
Old : 32.1 30.1 52.1 52.9 25.0 24.1 37.0 41.9
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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 2,690,629: 816,696 490,680 80,482 789,906 419,498 458,379 60,068 567,873 84,309 102,684 241,894: 21,498 18,026
Old : 2,690,629: 816,696 490,680 80,482 789,906 419,498 458,379 60,068 567,873 84,309 102,684 241,894: 21,498 18,026
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 25,203: -155 -254 -2,853 4,970 9,662 6,594 -643 4,651 -1,647 -3,182 8,233: 718 1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.2 3.0 29.4 15.6 17.0 2.2 21.1 3.1 3.8 9.0: 0.8 0.7
Old : 100.0: 30.4 18.2 3.0 29.4 15.6 17.0 2.2 21.1 3.1 3.8 9.0: 0.8 0.7
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 : 185: 81 70 11 20 29 22 15 36 11 17 24:
Old : 185: 81 70 11 20 29 22 15 36 11 17 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 : 27.1 25.6 38.0 40.1 17.5 20.3 23.2 27.5
Old : 27.1 25.6 38.0 40.1 17.5 20.3 23.2 27.5
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 - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 2,500 MMBTU'S) :
: : Positions :
All : 1,014,143: 244,241 257,944 279,296 186,292 225,467 56,494 89,228 85,192 31,552 77,100 89,028: 2,873 3,892
Old : 1,014,143: 244,241 257,944 279,296 186,292 225,467 56,494 89,228 85,192 31,552 77,100 89,028: 2,873 3,892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 5,401: 2,651 -349 4,441 -2,590 -3,986 -1,778 -3,164 5,590 -4,861 6,626 3,128: 216 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 25.4 27.5 18.4 22.2 5.6 8.8 8.4 3.1 7.6 8.8: 0.3 0.4
Old : 100.0: 24.1 25.4 27.5 18.4 22.2 5.6 8.8 8.4 3.1 7.6 8.8: 0.3 0.4
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 : 98: 25 23 12 8 18 14 12 19 13 14 21:
Old : 98: 25 23 12 8 18 14 12 19 13 14 21:
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 : 34.5 35.9 48.6 53.6 21.8 27.7 31.8 38.2
Old : 34.5 35.9 48.6 53.6 21.8 27.7 31.8 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 24,513: 20,492 15,338 253 6,208 1,945 28 0 65 160 0 545: 1,025 412
Old : 24,513: 20,492 15,338 253 6,208 1,945 28 0 65 160 0 545: 1,025 412
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -972: -1,392 -906 -69 -98 -91 -25 0 13 85 -530 515: -8 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 62.6 1.0 25.3 7.9 0.1 0.0 0.3 0.7 0.0 2.2: 4.2 1.7
Old : 100.0: 83.6 62.6 1.0 25.3 7.9 0.1 0.0 0.3 0.7 0.0 2.2: 4.2 1.7
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 : 39: 25 22 . 5 6 . 0 . . 0 .:
Old : 39: 25 22 . 5 6 . 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 : 36.7 45.3 58.5 69.4 28.6 35.0 39.5 48.6
Old : 36.7 45.3 58.5 69.4 28.6 35.0 39.5 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 14,549: 13,863 6,932 0 6,524 251 0 0 0 45 0 0: 390 842
Old : 14,549: 13,863 6,932 0 6,524 251 0 0 0 45 0 0: 390 842
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,292: -1,103 -1,104 0 -215 -78 0 0 0 -45 0 0: -66 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 47.6 0.0 44.8 1.7 0.0 0.0 0.0 0.3 0.0 0.0: 2.7 5.8
Old : 100.0: 95.3 47.6 0.0 44.8 1.7 0.0 0.0 0.0 0.3 0.0 0.0: 2.7 5.8
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 : 21: 13 9 0 5 4 0 0 0 . 0 0:
Old : 21: 13 9 0 5 4 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 : 70.5 65.0 91.2 84.2 61.7 63.8 78.4 76.6
Old : 70.5 65.0 91.2 84.2 61.7 63.8 78.4 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,200: 6,840 6,025 0 1,187 1,431 25 0 134 435 0 75: 260 348
Old : 9,200: 6,840 6,025 0 1,187 1,431 25 0 134 435 0 75: 260 348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -713: -807 -415 -55 -444 158 1 0 -1 0 0 0: -9 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 65.5 0.0 12.9 15.6 0.3 0.0 1.5 4.7 0.0 0.8: 2.8 3.8
Old : 100.0: 74.3 65.5 0.0 12.9 15.6 0.3 0.0 1.5 4.7 0.0 0.8: 2.8 3.8
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 : 28: 17 11 0 6 5 . 0 . . 0 .:
Old : 28: 17 11 0 6 5 . 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 : 66.5 51.4 79.5 74.8 63.2 47.5 69.1 64.7
Old : 66.5 51.4 79.5 74.8 63.2 47.5 69.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 8,795: 7,471 6,232 529 1,502 332 0 0 0 0 0 0: 463 729
Old : 8,795: 7,471 6,232 529 1,502 332 0 0 0 0 0 0: 463 729
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -800: -767 -640 -48 8 -125 0 0 0 0 0 0: 140 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 70.9 6.0 17.1 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 8.3
Old : 100.0: 84.9 70.9 6.0 17.1 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 8.3
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 : 26: 15 14 . . . 0 0 0 0 0 0:
Old : 26: 15 14 . . . 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 : 55.9 59.0 73.4 77.6 51.4 54.3 65.5 67.8
Old : 55.9 59.0 73.4 77.6 51.4 54.3 65.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 4,441: 3,527 2,564 100 1,122 492 0 0 0 130 0 50: 142 213
Old : 4,441: 3,527 2,564 100 1,122 492 0 0 0 130 0 50: 142 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 1: 5 239 50 -8 -35 0 0 0 0 0 0: -19 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 57.7 2.3 25.3 11.1 0.0 0.0 0.0 2.9 0.0 1.1: 3.2 4.8
Old : 100.0: 79.4 57.7 2.3 25.3 11.1 0.0 0.0 0.0 2.9 0.0 1.1: 3.2 4.8
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 : 22: 15 10 . 4 . 0 0 0 . 0 .:
Old : 22: 15 10 . 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 : 50.5 61.5 71.9 85.2 39.6 49.0 53.1 62.4
Old : 50.5 61.5 71.9 85.2 39.6 49.0 53.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2010