NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Futures Only, October 19, 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 : 3,917,102: 1,600,160 1,037,179 167,043 905,531 566,932 311,526 111,925 926,696 32,519 66,995 290,961: 21,265 10,883
Old : 3,917,102: 1,600,160 1,037,179 167,043 905,531 566,932 311,526 111,925 926,696 32,519 66,995 290,961: 21,265 10,883
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 15,275: 9,489 29,881 6,246 -3,026 -881 34,339 9,170 -23,496 -5,860 11,655 -4,126: -436 -3,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 26.5 4.3 23.1 14.5 8.0 2.9 23.7 0.8 1.7 7.4: 0.5 0.3
Old : 100.0: 40.9 26.5 4.3 23.1 14.5 8.0 2.9 23.7 0.8 1.7 7.4: 0.5 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 : 218: 100 88 15 20 32 21 17 35 9 28 33:
Old : 218: 100 88 15 20 32 21 17 35 9 28 33:
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 : 20.4 25.8 34.4 39.0 11.2 17.0 16.8 23.1
Old : 20.4 25.8 34.4 39.0 11.2 17.0 16.8 23.1
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, October 19, 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 : 361,326: 196,927 246,859 60,950 21,682 62,950 15,756 10,587 14,940 1,389 0 668: 7,746 3,640
Old : 361,326: 196,927 246,859 60,950 21,682 62,950 15,756 10,587 14,940 1,389 0 668: 7,746 3,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,105: 13,976 3,526 831 2,640 -4,233 -6,755 2,926 -2,275 879 0 -458: -860 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 68.3 16.9 6.0 17.4 4.4 2.9 4.1 0.4 0.0 0.2: 2.1 1.0
Old : 100.0: 54.5 68.3 16.9 6.0 17.4 4.4 2.9 4.1 0.4 0.0 0.2: 2.1 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 : 57: 31 28 7 7 9 4 . 5 . 0 .:
Old : 57: 31 28 7 7 9 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 : 42.1 52.2 57.4 68.1 19.5 29.2 30.1 36.5
Old : 42.1 52.2 57.4 68.1 19.5 29.2 30.1 36.5
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, October 19, 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 : 179,716: 134,393 110,797 13,850 41,491 17,401 7,808 330 4,933 0 0 0: 1,331 4,764
Old : 179,716: 134,393 110,797 13,850 41,491 17,401 7,808 330 4,933 0 0 0: 1,331 4,764
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -630: 1,585 1,399 -372 -595 -313 -614 0 -529 0 0 0: -387 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 61.7 7.7 23.1 9.7 4.3 0.2 2.7 0.0 0.0 0.0: 0.7 2.7
Old : 100.0: 74.8 61.7 7.7 23.1 9.7 4.3 0.2 2.7 0.0 0.0 0.0: 0.7 2.7
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 : 46: 19 24 4 7 10 6 . 6 0 0 0:
Old : 46: 19 24 4 7 10 6 . 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 : 56.3 35.9 72.5 57.6 55.0 35.0 68.0 55.0
Old : 56.3 35.9 72.5 57.6 55.0 35.0 68.0 55.0
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, October 19, 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 : 364,090: 201,994 172,457 39,403 84,494 74,037 16,859 1,412 25,799 0 2,412 31: 5,967 3,448
Old : 364,090: 201,994 172,457 39,403 84,494 74,037 16,859 1,412 25,799 0 2,412 31: 5,967 3,448
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 16,978: 10,305 14,717 -3 3,020 3,248 7,746 -434 -3,346 0 145 0: -972 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 47.4 10.8 23.2 20.3 4.6 0.4 7.1 0.0 0.7 0.0: 1.6 0.9
Old : 100.0: 55.5 47.4 10.8 23.2 20.3 4.6 0.4 7.1 0.0 0.7 0.0: 1.6 0.9
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 : 51: 24 23 . 11 13 6 . 5 0 . .:
Old : 51: 24 23 . 11 13 6 . 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 : 41.0 48.6 58.4 71.8 37.5 38.9 50.3 53.6
Old : 41.0 48.6 58.4 71.8 37.5 38.9 50.3 53.6
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, October 19, 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 : 643,775: 429,269 234,379 101,903 283,599 63,144 0 18,253 37,340 6,596 0 1,159: 4,364 5,901
Old : 643,775: 429,269 234,379 101,903 283,599 63,144 0 18,253 37,340 6,596 0 1,159: 4,364 5,901
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 23,876: 8,765 8,496 3,553 12,102 3,440 0 -5,744 6,560 2,407 0 -146: -703 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 36.4 15.8 44.1 9.8 0.0 2.8 5.8 1.0 0.0 0.2: 0.7 0.9
Old : 100.0: 66.7 36.4 15.8 44.1 9.8 0.0 2.8 5.8 1.0 0.0 0.2: 0.7 0.9
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 : 66: 35 26 9 11 19 0 8 6 . 0 .:
Old : 66: 35 26 9 11 19 0 8 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 : 37.8 43.6 52.2 59.9 26.1 31.9 37.7 42.9
Old : 37.8 43.6 52.2 59.9 26.1 31.9 37.7 42.9
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, October 19, 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 : 194,807: 142,388 125,923 11,540 54,430 1,338 28,664 465 2,521 0 0 0: 8,356 10,130
Old : 194,807: 142,388 125,923 11,540 54,430 1,338 28,664 465 2,521 0 0 0: 8,356 10,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,174: 2,718 922 355 -161 580 -1,755 465 128 0 0 0: 148 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 64.6 5.9 27.9 0.7 14.7 0.2 1.3 0.0 0.0 0.0: 4.3 5.2
Old : 100.0: 73.1 64.6 5.9 27.9 0.7 14.7 0.2 1.3 0.0 0.0 0.0: 4.3 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 : 40: 22 20 . 4 5 4 . . 0 0 0:
Old : 40: 22 20 . 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 : 45.8 61.1 68.0 76.7 42.1 59.5 63.8 71.6
Old : 45.8 61.1 68.0 76.7 42.1 59.5 63.8 71.6
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, October 19, 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 : 377,906: 252,532 142,764 31,131 91,958 33,856 28,151 81,997 21,863 0 0 0: 10,373 5,468
Old : 377,906: 252,532 142,764 31,131 91,958 33,856 28,151 81,997 21,863 0 0 0: 10,373 5,468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 9,762: 6,064 -1,327 945 1,390 474 887 8,489 2,024 0 0 0: -632 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 37.8 8.2 24.3 9.0 7.4 21.7 5.8 0.0 0.0 0.0: 2.7 1.4
Old : 100.0: 66.8 37.8 8.2 24.3 9.0 7.4 21.7 5.8 0.0 0.0 0.0: 2.7 1.4
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 : 61: 33 25 5 12 14 5 . 6 0 0 0:
Old : 61: 33 25 5 12 14 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 : 28.0 41.9 46.8 59.7 23.9 37.2 39.2 49.1
Old : 28.0 41.9 46.8 59.7 23.9 37.2 39.2 49.1
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, October 19, 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 : 137,708: 84,985 29,803 10,865 53,839 16,384 17,141 25,133 3,786 0 0 0: 4,547 8,763
Old : 137,708: 84,985 29,803 10,865 53,839 16,384 17,141 25,133 3,786 0 0 0: 4,547 8,763
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -4,851: -3,491 1,481 -623 -113 201 1,559 -6,450 88 0 0 0: -2,585 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 21.6 7.9 39.1 11.9 12.4 18.3 2.7 0.0 0.0 0.0: 3.3 6.4
Old : 100.0: 61.7 21.6 7.9 39.1 11.9 12.4 18.3 2.7 0.0 0.0 0.0: 3.3 6.4
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 : 45: 25 18 . 9 7 4 . 4 0 0 0:
Old : 45: 25 18 . 9 7 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 : 37.8 39.0 56.1 61.1 32.7 37.9 46.5 53.9
Old : 37.8 39.0 56.1 61.1 32.7 37.9 46.5 53.9
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, October 19, 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 : 807,824: 112,684 125,211 182,209 30,314 94,644 90,442 229,185 159,867 24,803 59,934 65,997: 77,178 42,672
Old : 807,824: 112,684 125,211 182,209 30,314 94,644 90,442 229,185 159,867 24,803 59,934 65,997: 77,178 42,672
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 13,155: 6,689 3,408 -11,666 -1,282 4,811 -8,009 -11,242 14,442 -1,749 117 3,514: 5,123 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.5 22.6 3.8 11.7 11.2 28.4 19.8 3.1 7.4 8.2: 9.6 5.3
Old : 100.0: 13.9 15.5 22.6 3.8 11.7 11.2 28.4 19.8 3.1 7.4 8.2: 9.6 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 : 277: 54 40 26 11 29 47 65 66 30 33 53:
Old : 277: 54 40 26 11 29 47 65 66 30 33 53:
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 : 17.0 23.1 29.0 38.0 14.4 17.6 21.3 24.5
Old : 17.0 23.1 29.0 38.0 14.4 17.6 21.3 24.5
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, October 19, 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 : 47,910: 25,834 23,457 6,222 13,504 3,175 0 1,625 532 0 0 0: 12,147 5,617
Old : 47,910: 25,834 23,457 6,222 13,504 3,175 0 1,625 532 0 0 0: 12,147 5,617
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -478: -428 -856 0 0 0 0 440 -62 0 0 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 49.0 13.0 28.2 6.6 0.0 3.4 1.1 0.0 0.0 0.0: 25.4 11.7
Old : 100.0: 53.9 49.0 13.0 28.2 6.6 0.0 3.4 1.1 0.0 0.0 0.0: 25.4 11.7
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 : 20: 11 12 . . . 0 . . 0 0 0:
Old : 20: 11 12 . . . 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 : 48.4 51.0 64.5 73.8 38.4 48.4 48.0 59.3
Old : 48.4 51.0 64.5 73.8 38.4 48.4 48.0 59.3
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, October 19, 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 : 56,895: 34,783 31,342 10,549 10,413 4,274 0 0 0 0 0 0: 7,289 10,866
Old : 56,895: 34,783 31,342 10,549 10,413 4,274 0 0 0 0 0 0: 7,289 10,866
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 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: 61.1 55.1 18.5 18.3 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 19.1
Old : 100.0: 61.1 55.1 18.5 18.3 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 19.1
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 : 22: 12 10 . 4 4 0 0 0 0 0 0:
Old : 22: 12 10 . 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 : 43.3 57.5 67.3 73.1 41.7 55.0 63.4 66.3
Old : 43.3 57.5 67.3 73.1 41.7 55.0 63.4 66.3
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, October 19, 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 : 62,702: 35,878 30,250 11,788 24,035 4,852 0 0 0 0 0 0: 10,184 3,565
Old : 62,702: 35,878 30,250 11,788 24,035 4,852 0 0 0 0 0 0: 10,184 3,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 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: 57.2 48.2 18.8 38.3 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 16.2 5.7
Old : 100.0: 57.2 48.2 18.8 38.3 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 16.2 5.7
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 : 21: 11 10 . 5 . 0 0 0 0 0 0:
Old : 21: 11 10 . 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 : 47.9 51.9 67.9 74.9 44.3 46.2 59.1 67.3
Old : 47.9 51.9 67.9 74.9 44.3 46.2 59.1 67.3
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, October 19, 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 : 65,456: 35,549 44,734 12,367 4,997 280 2,147 2,341 5,583 0 0 0: 9,530 7,521
Old : 65,456: 35,549 44,734 12,367 4,997 280 2,147 2,341 5,583 0 0 0: 9,530 7,521
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 122: -604 72 0 0 0 -302 -432 494 0 0 0: 534 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 68.3 18.9 7.6 0.4 3.3 3.6 8.5 0.0 0.0 0.0: 14.6 11.5
Old : 100.0: 54.3 68.3 18.9 7.6 0.4 3.3 3.6 8.5 0.0 0.0 0.0: 14.6 11.5
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 : 26: 14 14 . . . . . . 0 0 0:
Old : 26: 14 14 . . . . . . 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 : 46.8 47.6 63.2 66.1 46.1 44.8 58.4 60.5
Old : 46.8 47.6 63.2 66.1 46.1 44.8 58.4 60.5
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, October 19, 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 : 58,293: 48,361 22,026 0 13,971 564 0 4,503 2,126 0 0 0: 7,242 15,103
Old : 58,293: 48,361 22,026 0 13,971 564 0 4,503 2,126 0 0 0: 7,242 15,103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -360: -360 -46 0 0 0 0 -314 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 37.8 0.0 24.0 1.0 0.0 7.7 3.6 0.0 0.0 0.0: 12.4 25.9
Old : 100.0: 83.0 37.8 0.0 24.0 1.0 0.0 7.7 3.6 0.0 0.0 0.0: 12.4 25.9
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 : 23: 10 12 0 5 . 0 . . 0 0 0:
Old : 23: 10 12 0 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 : 66.3 42.9 81.5 59.5 62.5 40.8 68.1 49.4
Old : 66.3 42.9 81.5 59.5 62.5 40.8 68.1 49.4
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, October 19, 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 : 68,890: 35,111 19,646 10,291 36,282 3,765 4,357 0 3,731 0 0 0: 11,635 5,466
Old : 68,890: 35,111 19,646 10,291 36,282 3,765 4,357 0 3,731 0 0 0: 11,635 5,466
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 732: 600 -8 37 127 -7 -632 0 530 0 0 0: 204 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 28.5 14.9 52.7 5.5 6.3 0.0 5.4 0.0 0.0 0.0: 16.9 7.9
Old : 100.0: 51.0 28.5 14.9 52.7 5.5 6.3 0.0 5.4 0.0 0.0 0.0: 16.9 7.9
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 : 26: 14 11 . 6 4 . 0 . 0 0 0:
Old : 26: 14 11 . 6 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 : 40.1 61.5 59.7 78.5 37.9 59.8 54.0 73.3
Old : 40.1 61.5 59.7 78.5 37.9 59.8 54.0 73.3
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, October 19, 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 : 47,054: 26,706 42,266 18,702 3,452 0 840 0 0 0 0 0: 806 1,336
Old : 47,054: 26,706 42,266 18,702 3,452 0 840 0 0 0 0 0: 806 1,336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -300: -300 -300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 89.8 39.7 7.3 0.0 1.8 0.0 0.0 0.0 0.0 0.0: 1.7 2.8
Old : 100.0: 56.8 89.8 39.7 7.3 0.0 1.8 0.0 0.0 0.0 0.0 0.0: 1.7 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 : 20: 10 11 . . 0 . 0 0 0 0 0:
Old : 20: 10 11 . . 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 : 79.9 67.3 93.0 89.1 76.4 63.8 83.7 80.2
Old : 79.9 67.3 93.0 89.1 76.4 63.8 83.7 80.2
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, October 19, 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 : 127,089: 71,215 65,754 35,122 33,211 10,491 436 8,610 3,111 0 0 0: 6,714 5,912
Old : 127,089: 71,215 65,754 35,122 33,211 10,491 436 8,610 3,111 0 0 0: 6,714 5,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 322: 1,498 4 0 0 0 0 34 -320 0 0 0: -856 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 51.7 27.6 26.1 8.3 0.3 6.8 2.4 0.0 0.0 0.0: 5.3 4.7
Old : 100.0: 56.0 51.7 27.6 26.1 8.3 0.3 6.8 2.4 0.0 0.0 0.0: 5.3 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 : 38: 20 20 6 5 9 . . . 0 0 0:
Old : 38: 20 20 6 5 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 : 41.1 40.0 63.1 62.1 39.7 38.6 50.7 54.7
Old : 41.1 40.0 63.1 62.1 39.7 38.6 50.7 54.7
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, October 19, 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 : 103,266: 55,221 61,899 27,747 21,943 11,401 0 1,648 1,102 0 0 0: 7,795 5,273
Old : 103,266: 55,221 61,899 27,747 21,943 11,401 0 1,648 1,102 0 0 0: 7,795 5,273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -14: 142 -10 -152 0 0 0 4 -4 0 0 0: 0 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 59.9 26.9 21.2 11.0 0.0 1.6 1.1 0.0 0.0 0.0: 7.5 5.1
Old : 100.0: 53.5 59.9 26.9 21.2 11.0 0.0 1.6 1.1 0.0 0.0 0.0: 7.5 5.1
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 : 28: 11 10 9 4 9 0 . . 0 0 0:
Old : 28: 11 10 9 4 9 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 : 57.4 53.1 73.6 72.7 49.8 52.3 61.4 68.7
Old : 57.4 53.1 73.6 72.7 49.8 52.3 61.4 68.7
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, October 19, 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 : 170,775: 92,824 69,054 29,241 64,538 23,705 5,651 125 7,001 0 0 0: 12,353 6,352
Old : 170,775: 92,824 69,054 29,241 64,538 23,705 5,651 125 7,001 0 0 0: 12,353 6,352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,967: 1,500 377 -2,028 0 1,424 -111 -1,318 1,182 0 0 0: 0 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 40.4 17.1 37.8 13.9 3.3 0.1 4.1 0.0 0.0 0.0: 7.2 3.7
Old : 100.0: 54.4 40.4 17.1 37.8 13.9 3.3 0.1 4.1 0.0 0.0 0.0: 7.2 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 : 41: 23 21 5 9 9 . . . 0 0 0:
Old : 41: 23 21 5 9 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 : 32.0 32.5 54.5 56.3 25.7 26.2 38.9 44.8
Old : 32.0 32.5 54.5 56.3 25.7 26.2 38.9 44.8
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, October 19, 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 : 2,635,280: 837,171 487,613 99,303 785,068 398,182 393,339 60,823 578,619 94,011 94,336 212,587: 22,068 18,052
Old : 2,635,280: 837,171 487,613 99,303 785,068 398,182 393,339 60,823 578,619 94,011 94,336 212,587: 22,068 18,052
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -9,248: 13,357 -14,032 13,104 14,596 -1,680 -44,500 -1,363 -8,878 1,995 -16,297 18,389: -1,035 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 18.5 3.8 29.8 15.1 14.9 2.3 22.0 3.6 3.6 8.1: 0.8 0.7
Old : 100.0: 31.8 18.5 3.8 29.8 15.1 14.9 2.3 22.0 3.6 3.6 8.1: 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 : 175: 76 65 10 19 27 22 14 35 12 15 22:
Old : 175: 76 65 10 19 27 22 14 35 12 15 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 : 26.3 26.0 36.9 40.2 15.9 21.0 21.2 27.5
Old : 26.3 26.0 36.9 40.2 15.9 21.0 21.2 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, October 19, 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 : 977,555: 240,575 267,113 194,456 130,439 263,101 50,529 88,107 79,836 37,143 34,266 109,907: 2,008 4,786
Old : 977,555: 240,575 267,113 194,456 130,439 263,101 50,529 88,107 79,836 37,143 34,266 109,907: 2,008 4,786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 48,931: 9,698 15,159 -1,844 3,659 3,988 17,535 4,932 97 -1,518 -1,049 22,026: -1,051 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 27.3 19.9 13.3 26.9 5.2 9.0 8.2 3.8 3.5 11.2: 0.2 0.5
Old : 100.0: 24.6 27.3 19.9 13.3 26.9 5.2 9.0 8.2 3.8 3.5 11.2: 0.2 0.5
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 : 98: 23 22 12 9 18 9 16 15 11 16 22:
Old : 98: 23 22 12 9 18 9 16 15 11 16 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 : 29.3 31.9 45.3 48.2 17.7 23.2 27.3 30.0
Old : 29.3 31.9 45.3 48.2 17.7 23.2 27.3 30.0
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, October 19, 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 : 27,429: 23,371 16,849 135 7,646 2,018 194 0 505 80 0 126: 1,000 285
Old : 27,429: 23,371 16,849 135 7,646 2,018 194 0 505 80 0 126: 1,000 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,184: 1,208 1,088 -10 145 -22 25 0 -12 0 0 0: -5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 61.4 0.5 27.9 7.4 0.7 0.0 1.8 0.3 0.0 0.5: 3.6 1.0
Old : 100.0: 85.2 61.4 0.5 27.9 7.4 0.7 0.0 1.8 0.3 0.0 0.5: 3.6 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 : 45: 28 21 . 7 7 . 0 4 . 0 .:
Old : 45: 28 21 . 7 7 . 0 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 : 35.8 44.0 57.4 67.3 26.0 35.8 39.4 49.8
Old : 35.8 44.0 57.4 67.3 26.0 35.8 39.4 49.8
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, October 19, 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 : 14,835: 13,776 6,334 260 7,899 120 0 0 0 460 0 15: 204 467
Old : 14,835: 13,776 6,334 260 7,899 120 0 0 0 460 0 15: 204 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -32: -120 -195 180 275 -52 0 0 0 55 0 -30: -65 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 42.7 1.8 53.2 0.8 0.0 0.0 0.0 3.1 0.0 0.1: 1.4 3.1
Old : 100.0: 92.9 42.7 1.8 53.2 0.8 0.0 0.0 0.0 3.1 0.0 0.1: 1.4 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 : 22: 12 10 . 4 . 0 0 0 . 0 .:
Old : 22: 12 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 : 67.5 67.5 90.2 91.5 62.5 67.5 81.8 83.5
Old : 67.5 67.5 90.2 91.5 62.5 67.5 81.8 83.5
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, October 19, 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 : 10,000: 7,622 6,378 145 1,277 1,643 126 0 142 0 0 0: 322 560
Old : 10,000: 7,622 6,378 145 1,277 1,643 126 0 142 0 0 0: 322 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 295: 85 198 60 62 40 15 0 -5 0 0 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 63.8 1.5 12.8 16.4 1.3 0.0 1.4 0.0 0.0 0.0: 3.2 5.6
Old : 100.0: 76.2 63.8 1.5 12.8 16.4 1.3 0.0 1.4 0.0 0.0 0.0: 3.2 5.6
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: 20 13 . 7 7 . 0 . 0 0 0:
Old : 32: 20 13 . 7 7 . 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 : 61.8 49.0 74.9 68.4 56.8 40.5 62.4 53.6
Old : 61.8 49.0 74.9 68.4 56.8 40.5 62.4 53.6
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, October 19, 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 : 10,294: 9,120 6,961 511 2,396 278 0 0 0 0 0 0: 385 659
Old : 10,294: 9,120 6,961 511 2,396 278 0 0 0 0 0 0: 385 659
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 87: 105 80 145 0 -8 0 0 0 0 0 0: -155 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 67.6 5.0 23.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 6.4
Old : 100.0: 88.6 67.6 5.0 23.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 6.4
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 : 26: 16 16 . 4 4 0 0 0 0 0 0:
Old : 26: 16 16 . 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 : 62.3 60.2 79.0 76.4 59.3 58.1 70.8 72.4
Old : 62.3 60.2 79.0 76.4 59.3 58.1 70.8 72.4
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, October 19, 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 : 4,611: 3,727 2,978 265 1,027 483 0 0 0 0 0 0: 136 123
Old : 4,611: 3,727 2,978 265 1,027 483 0 0 0 0 0 0: 136 123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 155: 155 145 -10 0 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 64.6 5.7 22.3 10.5 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 2.7
Old : 100.0: 80.8 64.6 5.7 22.3 10.5 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 2.7
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 : 21: 15 10 . 4 . 0 0 0 0 0 0:
Old : 21: 15 10 . 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 : 57.8 66.7 76.9 89.0 46.8 54.5 58.4 65.3
Old : 57.8 66.7 76.9 89.0 46.8 54.5 58.4 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2010