NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, September 28, 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 : 3,748,623: 1,479,715 925,498 143,273 921,289 583,346 318,746 72,737 913,388 32,824 65,664 255,526: 21,805 11,175
Old : 3,748,623: 1,479,715 925,498 143,273 921,289 583,346 318,746 72,737 913,388 32,824 65,664 255,526: 21,805 11,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -278,675: -169,455 -109,616 14,894 -44,987 -8,980 -12,956 -29,042 -63,231 -2,531 14,979 -33,048: -3,368 -4,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 24.7 3.8 24.6 15.6 8.5 1.9 24.4 0.9 1.8 6.8: 0.6 0.3
Old : 100.0: 39.5 24.7 3.8 24.6 15.6 8.5 1.9 24.4 0.9 1.8 6.8: 0.6 0.3
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 : 229: 107 92 15 20 32 26 15 36 18 21 35:
Old : 229: 107 92 15 20 32 26 15 36 18 21 35:
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 : 22.2 27.0 37.4 42.0 11.3 17.8 16.5 23.2
Old : 22.2 27.0 37.4 42.0 11.3 17.8 16.5 23.2
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 28, 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 : 370,784: 175,579 248,149 61,656 22,520 68,620 39,426 10,504 16,053 0 564 462: 8,988 3,912
Old : 370,784: 175,579 248,149 61,656 22,520 68,620 39,426 10,504 16,053 0 564 462: 8,988 3,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -2,654: 3,637 -10,805 -8,625 -1,166 7,672 -4,486 2,685 -1,536 0 217 -62: 746 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 66.9 16.6 6.1 18.5 10.6 2.8 4.3 0.0 0.2 0.1: 2.4 1.1
Old : 100.0: 47.4 66.9 16.6 6.1 18.5 10.6 2.8 4.3 0.0 0.2 0.1: 2.4 1.1
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 : 56: 31 29 6 7 10 4 . 5 0 . .:
Old : 56: 31 29 6 7 10 4 . 5 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 : 40.5 44.8 59.6 63.2 21.6 27.7 34.1 34.6
Old : 40.5 44.8 59.6 63.2 21.6 27.7 34.1 34.6
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 28, 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 : 188,361: 140,978 109,228 14,348 49,658 19,253 6,329 356 5,251 0 0 0: 2,202 4,615
Old : 188,361: 140,978 109,228 14,348 49,658 19,253 6,329 356 5,251 0 0 0: 2,202 4,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 5,540: 1,839 5,905 6,449 1,846 -1,002 -424 -156 -1,277 0 0 0: -45 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 58.0 7.6 26.4 10.2 3.4 0.2 2.8 0.0 0.0 0.0: 1.2 2.5
Old : 100.0: 74.8 58.0 7.6 26.4 10.2 3.4 0.2 2.8 0.0 0.0 0.0: 1.2 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: 21 26 5 8 12 4 . 4 0 0 0:
Old : 46: 21 26 5 8 12 4 . 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 : 56.0 35.0 71.7 56.6 54.8 34.2 66.7 51.6
Old : 56.0 35.0 71.7 56.6 54.8 34.2 66.7 51.6
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 28, 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 : 361,734: 208,888 181,006 44,822 92,783 67,050 16,476 3,007 13,612 0 121 273: 10,613 3,882
Old : 361,734: 208,888 181,006 44,822 92,783 67,050 16,476 3,007 13,612 0 121 273: 10,613 3,882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -1,703: -136 -17,620 -8,055 4,579 4,683 -2,410 1,788 5,451 0 -392 -237: -999 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 50.0 12.4 25.6 18.5 4.6 0.8 3.8 0.0 0.0 0.1: 2.9 1.1
Old : 100.0: 57.7 50.0 12.4 25.6 18.5 4.6 0.8 3.8 0.0 0.0 0.1: 2.9 1.1
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: 22 18 4 10 14 4 . 5 0 . .:
Old : 45: 22 18 4 10 14 4 . 5 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 : 39.7 54.3 58.7 77.8 37.1 47.2 51.4 62.4
Old : 39.7 54.3 58.7 77.8 37.1 47.2 51.4 62.4
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 28, 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 : 614,233: 414,869 233,181 98,807 264,857 58,235 0 16,882 38,885 681 0 1,184: 1,572 1,009
Old : 614,233: 414,869 233,181 98,807 264,857 58,235 0 16,882 38,885 681 0 1,184: 1,572 1,009
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 19,919: 16,190 -10,012 6,586 44,948 -3,743 0 -11,318 274 681 -757 725: -794 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 38.0 16.1 43.1 9.5 0.0 2.7 6.3 0.1 0.0 0.2: 0.3 0.2
Old : 100.0: 67.5 38.0 16.1 43.1 9.5 0.0 2.7 6.3 0.1 0.0 0.2: 0.3 0.2
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 : 68: 36 28 9 12 20 0 8 5 . 0 .:
Old : 68: 36 28 9 12 20 0 8 5 . 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 : 38.5 45.9 54.5 60.3 24.2 30.2 35.0 39.4
Old : 38.5 45.9 54.5 60.3 24.2 30.2 35.0 39.4
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 28, 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 : 200,669: 144,878 131,416 13,261 56,368 488 29,591 0 4,034 0 0 0: 8,417 8,363
Old : 200,669: 144,878 131,416 13,261 56,368 488 29,591 0 4,034 0 0 0: 8,417 8,363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 4,486: 4,763 684 -318 5,686 0 1,706 -1,090 -1,459 0 0 0: -206 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 65.5 6.6 28.1 0.2 14.7 0.0 2.0 0.0 0.0 0.0: 4.2 4.2
Old : 100.0: 72.2 65.5 6.6 28.1 0.2 14.7 0.0 2.0 0.0 0.0 0.0: 4.2 4.2
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 : 41: 25 21 . 4 . 5 0 . 0 0 0:
Old : 41: 25 21 . 4 . 5 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 : 45.2 60.4 64.6 74.3 40.4 59.0 59.8 69.0
Old : 45.2 60.4 64.6 74.3 40.4 59.0 59.8 69.0
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 28, 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 : 397,153: 288,685 148,481 26,206 98,097 37,194 20,848 89,507 18,064 0 0 0: 6,156 5,810
Old : 397,153: 288,685 148,481 26,206 98,097 37,194 20,848 89,507 18,064 0 0 0: 6,156 5,810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 6,408: 1,832 3,383 1,660 -5,183 3,604 902 6,420 -666 0 0 0: -924 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 37.4 6.6 24.7 9.4 5.2 22.5 4.5 0.0 0.0 0.0: 1.6 1.5
Old : 100.0: 72.7 37.4 6.6 24.7 9.4 5.2 22.5 4.5 0.0 0.0 0.0: 1.6 1.5
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 : 63: 33 29 4 13 14 . 6 8 0 0 0:
Old : 63: 33 29 4 13 14 . 6 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 : 28.5 38.6 48.1 53.6 22.3 33.9 36.9 44.3
Old : 28.5 38.6 48.1 53.6 22.3 33.9 36.9 44.3
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 28, 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 : 186,551: 120,150 64,785 14,912 55,405 17,931 20,558 33,927 8,114 0 0 0: 4,886 6,389
Old : 186,551: 120,150 64,785 14,912 55,405 17,931 20,558 33,927 8,114 0 0 0: 4,886 6,389
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 12,088: 1,811 1,133 2,466 19,244 -287 6,186 -8,542 45 0 0 0: 1,867 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 34.7 8.0 29.7 9.6 11.0 18.2 4.3 0.0 0.0 0.0: 2.6 3.4
Old : 100.0: 64.4 34.7 8.0 29.7 9.6 11.0 18.2 4.3 0.0 0.0 0.0: 2.6 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 : 48: 25 22 . 11 8 5 . 6 0 0 0:
Old : 48: 25 22 . 11 8 5 . 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 : 39.2 48.2 56.3 65.2 32.6 47.4 45.7 62.0
Old : 39.2 48.2 56.3 65.2 32.6 47.4 45.7 62.0
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 28, 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 : 774,120: 110,840 127,909 199,178 29,696 71,661 85,255 234,516 157,530 25,388 59,930 52,329: 71,939 40,549
Old : 774,120: 110,840 127,909 199,178 29,696 71,661 85,255 234,516 157,530 25,388 59,930 52,329: 71,939 40,549
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -42,884: -7,996 -1,565 7,813 -2,280 -3,275 -2,291 13,761 -28,638 5,008 -10,354 -10,967: -2,538 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 16.5 25.7 3.8 9.3 11.0 30.3 20.3 3.3 7.7 6.8: 9.3 5.2
Old : 100.0: 14.3 16.5 25.7 3.8 9.3 11.0 30.3 20.3 3.3 7.7 6.8: 9.3 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 : 275: 57 42 25 9 26 49 61 66 26 32 47:
Old : 275: 57 42 25 9 26 49 61 66 26 32 47:
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 : 17.8 25.7 30.5 39.7 15.4 20.1 22.8 28.1
Old : 17.8 25.7 30.5 39.7 15.4 20.1 22.8 28.1
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 28, 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 : 52,256: 30,462 25,670 5,850 14,154 3,517 224 0 1,425 0 0 0: 10,778 7,490
Old : 52,256: 30,462 25,670 5,850 14,154 3,517 224 0 1,425 0 0 0: 10,778 7,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -26: -302 0 0 0 0 -116 0 68 0 0 0: 324 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 49.1 11.2 27.1 6.7 0.4 0.0 2.7 0.0 0.0 0.0: 20.6 14.3
Old : 100.0: 58.3 49.1 11.2 27.1 6.7 0.4 0.0 2.7 0.0 0.0 0.0: 20.6 14.3
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 : 22: 14 13 . . 4 . 0 . 0 0 0:
Old : 22: 14 13 . . 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 : 46.5 49.0 63.1 70.6 36.8 45.1 48.0 54.9
Old : 46.5 49.0 63.1 70.6 36.8 45.1 48.0 54.9
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 28, 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 : 32,412: 14,987 6,821 4,859 8,408 6,369 655 170 2,672 0 0 0: 2,870 7,972
Old : 32,412: 14,987 6,821 4,859 8,408 6,369 655 170 2,672 0 0 0: 2,870 7,972
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 14: 0 0 0 124 0 124 0 -110 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 21.0 15.0 25.9 19.7 2.0 0.5 8.2 0.0 0.0 0.0: 8.9 24.6
Old : 100.0: 46.2 21.0 15.0 25.9 19.7 2.0 0.5 8.2 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 : 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 : 49.0 37.8 72.1 61.9 29.9 27.4 40.0 30.7
Old : 49.0 37.8 72.1 61.9 29.9 27.4 40.0 30.7
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 28, 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 : 62,274: 39,223 36,666 11,598 10,568 4,553 0 0 0 0 0 0: 6,900 10,487
Old : 62,274: 39,223 36,666 11,598 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: September 21, 2010 :
: -60: 0 -60 -60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 58.9 18.6 17.0 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 11.1 16.8
Old : 100.0: 63.0 58.9 18.6 17.0 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 11.1 16.8
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 : 27: 14 17 4 4 4 0 0 0 0 0 0:
Old : 27: 14 17 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 : 40.3 54.9 62.9 69.8 38.2 51.1 57.2 61.9
Old : 40.3 54.9 62.9 69.8 38.2 51.1 57.2 61.9
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 28, 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 : 64,410: 36,122 30,008 12,536 25,465 5,216 0 0 0 0 0 0: 10,536 3,721
Old : 64,410: 36,122 30,008 12,536 25,465 5,216 0 0 0 0 0 0: 10,536 3,721
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 46.6 19.5 39.5 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 16.4 5.8
Old : 100.0: 56.1 46.6 19.5 39.5 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 16.4 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 : 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 : 47.8 53.3 67.9 76.3 44.0 47.2 58.4 67.2
Old : 47.8 53.3 67.9 76.3 44.0 47.2 58.4 67.2
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 28, 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 : 73,058: 41,862 50,231 12,610 7,042 905 4,062 2,643 6,060 0 0 0: 7,559 6,177
Old : 73,058: 41,862 50,231 12,610 7,042 905 4,062 2,643 6,060 0 0 0: 7,559 6,177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 356: 124 0 0 0 0 0 124 232 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 68.8 17.3 9.6 1.2 5.6 3.6 8.3 0.0 0.0 0.0: 10.3 8.5
Old : 100.0: 57.3 68.8 17.3 9.6 1.2 5.6 3.6 8.3 0.0 0.0 0.0: 10.3 8.5
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 : 32: 16 18 . 5 4 . . 4 0 0 0:
Old : 32: 16 18 . 5 4 . . 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 : 44.7 44.1 61.7 63.5 42.2 41.7 54.2 57.3
Old : 44.7 44.1 61.7 63.5 42.2 41.7 54.2 57.3
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 28, 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 : 63,654: 52,441 26,829 2,102 14,812 1,510 248 5,779 1,939 0 0 0: 5,414 12,785
Old : 63,654: 52,441 26,829 2,102 14,812 1,510 248 5,779 1,939 0 0 0: 5,414 12,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 468: -198 232 0 2,373 564 0 -256 306 0 0 0: -204 -2,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 42.1 3.3 23.3 2.4 0.4 9.1 3.0 0.0 0.0 0.0: 8.5 20.1
Old : 100.0: 82.4 42.1 3.3 23.3 2.4 0.4 9.1 3.0 0.0 0.0 0.0: 8.5 20.1
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 : 27: 12 14 . 5 . . . . 0 0 0:
Old : 27: 12 14 . 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 : 63.9 41.0 81.7 59.4 60.4 40.0 68.9 51.6
Old : 63.9 41.0 81.7 59.4 60.4 40.0 68.9 51.6
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 28, 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 : 39,416: 28,667 25,788 0 806 0 3,113 2,329 2,126 0 0 0: 5,510 8,367
Old : 39,416: 28,667 25,788 0 806 0 3,113 2,329 2,126 0 0 0: 5,510 8,367
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 475: 382 350 0 0 0 0 -120 31 0 0 0: 62 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 65.4 0.0 2.0 0.0 7.9 5.9 5.4 0.0 0.0 0.0: 14.0 21.2
Old : 100.0: 72.7 65.4 0.0 2.0 0.0 7.9 5.9 5.4 0.0 0.0 0.0: 14.0 21.2
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 : 20: 12 11 0 . 0 . . . 0 0 0:
Old : 20: 12 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 : 57.3 45.9 72.6 66.1 52.1 36.6 63.1 53.5
Old : 57.3 45.9 72.6 66.1 52.1 36.6 63.1 53.5
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 28, 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 : 73,764: 38,983 21,885 10,534 37,675 4,197 5,062 2,149 4,579 0 0 0: 10,409 3,279
Old : 73,764: 38,983 21,885 10,534 37,675 4,197 5,062 2,149 4,579 0 0 0: 10,409 3,279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,029: 399 -217 428 420 958 -307 829 513 0 0 0: 38 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 29.7 14.3 51.1 5.7 6.9 2.9 6.2 0.0 0.0 0.0: 14.1 4.4
Old : 100.0: 52.8 29.7 14.3 51.1 5.7 6.9 2.9 6.2 0.0 0.0 0.0: 14.1 4.4
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 : 31: 17 15 4 5 5 . . . 0 0 0:
Old : 31: 17 15 4 5 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 : 38.2 59.0 57.9 76.2 36.9 56.5 53.7 70.1
Old : 38.2 59.0 57.9 76.2 36.9 56.5 53.7 70.1
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 28, 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 : 55,212: 33,358 46,488 19,942 6,594 604 840 0 0 0 0 0: 468 1,526
Old : 55,212: 33,358 46,488 19,942 6,594 604 840 0 0 0 0 0: 468 1,526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 589: 773 589 0 0 0 0 0 0 0 0 0: -184 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 84.2 36.1 11.9 1.1 1.5 0.0 0.0 0.0 0.0 0.0: 0.8 2.8
Old : 100.0: 60.4 84.2 36.1 11.9 1.1 1.5 0.0 0.0 0.0 0.0 0.0: 0.8 2.8
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: 16 14 . 5 . . 0 0 0 0 0:
Old : 28: 16 14 . 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 : 74.9 58.0 86.7 81.3 67.8 55.0 74.2 69.4
Old : 74.9 58.0 86.7 81.3 67.8 55.0 74.2 69.4
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 28, 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 : 141,313: 78,997 78,949 38,772 33,301 12,239 2,118 7,141 4,954 0 0 0: 4,233 4,729
Old : 141,313: 78,997 78,949 38,772 33,301 12,239 2,118 7,141 4,954 0 0 0: 4,233 4,729
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 705: 1,712 566 132 -217 -132 -1,154 248 240 0 0 0: -93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 55.9 27.4 23.6 8.7 1.5 5.1 3.5 0.0 0.0 0.0: 3.0 3.3
Old : 100.0: 55.9 55.9 27.4 23.6 8.7 1.5 5.1 3.5 0.0 0.0 0.0: 3.0 3.3
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 : 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 : 37.9 42.2 59.2 62.9 36.3 39.8 46.9 53.6
Old : 37.9 42.2 59.2 62.9 36.3 39.8 46.9 53.6
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 28, 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 : 110,632: 58,706 65,562 29,330 23,393 12,510 610 2,131 1,217 0 0 0: 8,259 5,819
Old : 110,632: 58,706 65,562 29,330 23,393 12,510 610 2,131 1,217 0 0 0: 8,259 5,819
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 186: -122 62 122 0 0 0 -666 186 0 0 0: 0 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 59.3 26.5 21.1 11.3 0.6 1.9 1.1 0.0 0.0 0.0: 7.5 5.3
Old : 100.0: 53.1 59.3 26.5 21.1 11.3 0.6 1.9 1.1 0.0 0.0 0.0: 7.5 5.3
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 : 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 : 54.9 52.0 70.4 72.5 47.4 50.9 58.5 68.5
Old : 54.9 52.0 70.4 72.5 47.4 50.9 58.5 68.5
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 28, 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 : 181,303: 97,779 75,497 32,781 67,609 23,067 7,237 248 8,122 0 0 0: 12,317 6,760
Old : 181,303: 97,779 75,497 32,781 67,609 23,067 7,237 248 8,122 0 0 0: 12,317 6,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -836: 2,188 -2,597 0 1,024 0 -1,789 0 827 0 0 0: -2,062 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 41.6 18.1 37.3 12.7 4.0 0.1 4.5 0.0 0.0 0.0: 6.8 3.7
Old : 100.0: 53.9 41.6 18.1 37.3 12.7 4.0 0.1 4.5 0.0 0.0 0.0: 6.8 3.7
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 : 45: 24 22 6 9 10 . . . 0 0 0:
Old : 45: 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 30.2 52.3 53.7 25.1 23.7 37.2 42.5
Old : 32.1 30.2 52.3 53.7 25.1 23.7 37.2 42.5
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 28, 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 : 2,712,600: 843,363 518,925 75,956 811,234 398,871 428,407 37,766 628,067 114,583 98,994 202,466: 20,887 16,277
Old : 2,712,600: 843,363 518,925 75,956 811,234 398,871 428,407 37,766 628,067 114,583 98,994 202,466: 20,887 16,277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 13,373: 25,108 15,985 5,534 24,125 -42,093 -30,477 -15,547 63,325 16,764 -7,036 -26,132: 1,344 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 19.1 2.8 29.9 14.7 15.8 1.4 23.2 4.2 3.6 7.5: 0.8 0.6
Old : 100.0: 31.1 19.1 2.8 29.9 14.7 15.8 1.4 23.2 4.2 3.6 7.5: 0.8 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 : 189: 85 67 11 20 29 23 15 36 16 13 23:
Old : 189: 85 67 11 20 29 23 15 36 16 13 23:
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 : 26.8 25.2 37.5 39.8 16.5 20.0 21.8 27.4
Old : 26.8 25.2 37.5 39.8 16.5 20.0 21.8 27.4
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 28, 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 : 869,163: 202,415 236,541 213,107 137,666 241,493 27,421 73,147 72,434 38,359 32,596 71,788: 2,146 3,498
Old : 869,163: 202,415 236,541 213,107 137,666 241,493 27,421 73,147 72,434 38,359 32,596 71,788: 2,146 3,498
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -192,995: -57,872 -29,825 -62,492 -43,731 -75 -31,820 -39,206 -10,122 914 -38,550 -31,144: -384 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 27.2 24.5 15.8 27.8 3.2 8.4 8.3 4.4 3.8 8.3: 0.2 0.4
Old : 100.0: 23.3 27.2 24.5 15.8 27.8 3.2 8.4 8.3 4.4 3.8 8.3: 0.2 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 : 92: 23 21 13 8 18 8 13 15 12 13 22:
Old : 92: 23 21 13 8 18 8 13 15 12 13 22:
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 : 31.8 36.0 47.8 54.5 19.9 27.7 30.6 34.7
Old : 31.8 36.0 47.8 54.5 19.9 27.7 30.6 34.7
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 28, 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 : 26,853: 22,550 16,680 278 6,639 1,913 30 0 553 90 275 591: 848 202
Old : 26,853: 22,550 16,680 278 6,639 1,913 30 0 553 90 275 591: 848 202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 648: 867 399 25 180 -157 -110 0 103 0 225 -105: 25 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 62.1 1.0 24.7 7.1 0.1 0.0 2.1 0.3 1.0 2.2: 3.2 0.8
Old : 100.0: 84.0 62.1 1.0 24.7 7.1 0.1 0.0 2.1 0.3 1.0 2.2: 3.2 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 : 46: 27 24 . 6 6 . 0 4 . . .:
Old : 46: 27 24 . 6 6 . 0 4 . . .:
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 : 38.8 42.5 59.3 67.3 26.8 35.0 38.7 50.6
Old : 38.8 42.5 59.3 67.3 26.8 35.0 38.7 50.6
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 28, 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 : 14,844: 13,941 7,065 0 6,739 168 0 0 0 45 0 0: 690 872
Old : 14,844: 13,941 7,065 0 6,739 168 0 0 0 45 0 0: 690 872
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -371: -389 -514 0 170 8 0 0 0 0 0 0: 10 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 47.6 0.0 45.4 1.1 0.0 0.0 0.0 0.3 0.0 0.0: 4.6 5.9
Old : 100.0: 93.9 47.6 0.0 45.4 1.1 0.0 0.0 0.0 0.3 0.0 0.0: 4.6 5.9
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 : 20: 13 9 0 5 . 0 0 0 . 0 0:
Old : 20: 13 9 0 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 : 66.2 64.1 89.4 86.6 57.5 62.8 75.4 74.7
Old : 66.2 64.1 89.4 86.6 57.5 62.8 75.4 74.7
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 28, 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 : 9,491: 7,500 6,131 100 1,472 1,317 70 0 172 57 105 70: 205 224
Old : 9,491: 7,500 6,131 100 1,472 1,317 70 0 172 57 105 70: 205 224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 525: 552 391 0 90 -17 -30 0 70 -1 0 1: -50 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 64.6 1.1 15.5 13.9 0.7 0.0 1.8 0.6 1.1 0.7: 2.2 2.4
Old : 100.0: 79.0 64.6 1.1 15.5 13.9 0.7 0.0 1.8 0.6 1.1 0.7: 2.2 2.4
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 : 32: 20 12 . 6 6 . 0 . . . .:
Old : 32: 20 12 . 6 6 . 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 : 63.8 52.2 75.8 73.3 57.9 42.4 63.6 58.9
Old : 63.8 52.2 75.8 73.3 57.9 42.4 63.6 58.9
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 28, 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 : 9,867: 8,678 6,759 549 1,957 397 0 0 0 0 0 0: 243 754
Old : 9,867: 8,678 6,759 549 1,957 397 0 0 0 0 0 0: 243 754
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 572: 767 407 20 80 5 0 0 0 0 0 0: -220 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 68.5 5.6 19.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 7.6
Old : 100.0: 87.9 68.5 5.6 19.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 7.6
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 : 26: 16 16 . . . 0 0 0 0 0 0:
Old : 26: 16 16 . . . 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 : 58.3 57.2 75.6 73.9 53.6 52.9 66.1 65.8
Old : 58.3 57.2 75.6 73.9 53.6 52.9 66.1 65.8
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 28, 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 : 4,799: 3,869 2,991 100 1,097 508 0 0 0 130 0 50: 142 153
Old : 4,799: 3,869 2,991 100 1,097 508 0 0 0 130 0 50: 142 153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 161: 161 221 0 -60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 62.3 2.1 22.9 10.6 0.0 0.0 0.0 2.7 0.0 1.0: 3.0 3.2
Old : 100.0: 80.6 62.3 2.1 22.9 10.6 0.0 0.0 0.0 2.7 0.0 1.0: 3.0 3.2
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 : 22: 15 11 . 4 . 0 0 0 . 0 .:
Old : 22: 15 11 . 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 : 54.6 63.2 73.7 86.7 42.8 51.4 53.3 63.6
Old : 54.6 63.2 73.7 86.7 42.8 51.4 53.3 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 1, 2010