Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 3,764,325 : : Positions : :1,530,590 982,127 139,241 849,187 556,891 287,789 146,192 932,104 45,704 31,671 244,715 : : : : Changes from: August 24, 2010 : : -102,279 -70,357 -4,309 1,824 -56,477 31,836 47,174 -107,567 13,602 -37,517 -29,181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 26.1 3.7 22.6 14.8 7.6 3.9 24.8 1.2 0.8 6.5 : : : : Number of Traders in Each Category Total Traders: 215 : : 104 92 14 21 32 22 15 34 18 15 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 361,829 : : Positions : : 152,502 249,745 84,402 31,606 54,849 44,550 11,250 10,421 7,867 0 571 : : : : Changes from: August 24, 2010 : : 5,654 19,706 8,452 -2,486 -1,995 4,497 2,287 -744 1,292 -31 -1,047 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 69.0 23.3 8.7 15.2 12.3 3.1 2.9 2.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 29 6 8 11 6 4 8 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 209,256 : : Positions : : 163,574 119,230 8,743 49,973 21,062 7,838 8,938 4,990 0 0 0 : : : : Changes from: August 24, 2010 : : 7,597 10,651 89 -5,746 331 -2,059 1,233 -110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 57.0 4.2 23.9 10.1 3.7 4.3 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 26 . 9 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 393,566 : : Positions : : 232,870 234,421 69,293 89,392 57,006 18,589 978 8,046 0 582 0 : : : : Changes from: August 24, 2010 : : 14,081 4,858 -173 2,766 -943 -5,100 606 2,266 0 -28 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 59.6 17.6 22.7 14.5 4.7 0.2 2.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 18 6 8 12 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 573,297 : : Positions : : 400,325 276,778 67,268 147,387 79,610 0 45,779 19,609 901 0 2,073 : : : : Changes from: August 24, 2010 : : 975 31,975 1,684 2,305 -3,521 -156 -31,544 456 901 -610 -113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 48.3 11.7 25.7 13.9 0.0 8.0 3.4 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 70 : : 36 28 7 14 19 0 8 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 203,576 : : Positions : : 146,907 143,259 12,511 45,818 2,274 30,294 541 4,750 0 0 0 : : : : Changes from: August 24, 2010 : : 4,867 3,832 0 3,691 -4 2,141 0 -148 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 70.4 6.1 22.5 1.1 14.9 0.3 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 23 . 5 5 7 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 392,765 : : Positions : : 285,417 154,388 24,093 110,944 29,594 14,152 56,882 34,810 0 0 0 : : : : Changes from: August 24, 2010 : : 5,100 3,258 -488 1,468 -144 -1,004 -713 4,625 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 39.3 6.1 28.2 7.5 3.6 14.5 8.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 36 31 4 13 13 4 5 8 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 169,869 : : Positions : : 113,595 70,578 14,876 39,076 15,733 12,985 31,275 7,603 0 0 0 : : : : Changes from: August 24, 2010 : : 8,629 3,767 -2,439 -2,385 586 2,718 7,369 -870 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 41.5 8.8 23.0 9.3 7.6 18.4 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 21 . 8 8 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 816,477 : : Positions : : 96,291 113,709 180,800 33,648 80,325 95,015 222,472 206,589 18,978 55,227 64,901 : : : : Changes from: August 24, 2010 : : -7,023 -1,866 3,441 -379 -107 3,357 3,437 -3,794 -2,295 -1,865 -7,513 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 13.9 22.1 4.1 9.8 11.6 27.2 25.3 2.3 6.8 7.9 : : : : Number of Traders in Each Category Total Traders: 286 : : 54 45 24 10 28 52 65 76 26 34 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365A Open Interest is 55,470 : : Positions : : 33,292 26,794 5,490 15,671 4,872 1,143 0 1,288 0 0 0 : : : : Changes from: August 24, 2010 : : 1,200 747 0 755 0 422 -493 -242 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 48.3 9.9 28.3 8.8 2.1 0.0 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365B Open Interest is 35,758 : : Positions : : 18,149 9,493 5,507 8,847 6,379 244 42 3,397 0 0 0 : : : : Changes from: August 24, 2010 : : 0 0 0 0 0 244 -488 488 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 26.5 15.4 24.7 17.8 0.7 0.1 9.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 5 . 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365C Open Interest is 60,168 : : Positions : : 34,309 32,211 13,012 10,718 5,063 0 0 0 0 0 0 : : : : Changes from: August 24, 2010 : : -208 -448 -240 0 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 53.5 21.6 17.8 8.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365D Open Interest is 66,077 : : Positions : : 37,636 30,923 13,406 26,119 5,724 0 0 0 0 0 0 : : : : Changes from: August 24, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 46.8 20.3 39.5 8.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365G Open Interest is 78,013 : : Positions : : 45,251 54,264 12,664 8,178 1,691 3,385 0 7,557 0 0 0 : : : : Changes from: August 24, 2010 : : 1,496 -1,174 0 0 0 -2,790 0 2,336 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 69.6 16.2 10.5 2.2 4.3 0.0 9.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 . 5 4 4 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 67,922 : : Positions : : 55,743 28,795 2,691 13,052 1,725 488 6,272 1,758 0 0 0 : : : : Changes from: August 24, 2010 : : 200 640 51 0 264 0 -420 186 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 42.4 4.0 19.2 2.5 0.7 9.2 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365M Open Interest is 44,196 : : Positions : : 31,261 30,226 0 1,586 0 6,323 1,987 2,148 0 0 0 : : : : Changes from: August 24, 2010 : : 0 304 0 0 0 304 0 -182 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 68.4 0.0 3.6 0.0 14.3 4.5 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 0 . 0 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 75,203 : : Positions : : 41,093 23,036 10,256 37,665 3,749 3,961 1,360 4,823 0 0 0 : : : : Changes from: August 24, 2010 : : -1,428 326 0 0 0 2,061 0 -385 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 30.6 13.6 50.1 5.0 5.3 1.8 6.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 16 . 6 4 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #023A85 Open Interest is 31,050 : : Positions : : 20,203 23,113 3,300 2,306 1,344 0 0 0 0 0 0 : : : : Changes from: August 24, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 74.4 10.6 7.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035652 Open Interest is 65,082 : : Positions : : 41,656 54,258 21,382 8,094 604 840 0 0 0 0 0 : : : : Changes from: August 24, 2010 : : 2,031 3,655 0 -1,624 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 83.4 32.9 12.4 0.9 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 149,237 : : Positions : : 80,370 84,490 41,056 33,962 13,761 4,695 7,175 4,726 0 0 0 : : : : Changes from: August 24, 2010 : : 180 -91 -33 0 0 -271 -214 456 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 56.6 27.5 22.8 9.2 3.1 4.8 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 27 9 4 10 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035654 Open Interest is 116,192 : : Positions : : 62,617 66,014 29,045 26,175 13,754 1,000 3,838 872 0 0 0 : : : : Changes from: August 24, 2010 : : -60 31 0 0 0 0 227 52 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 56.8 25.0 22.5 11.8 0.9 3.3 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 11 9 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 192,950 : : Positions : : 105,269 83,616 31,679 69,871 25,667 8,611 278 6,911 0 0 0 : : : : Changes from: August 24, 2010 : : -307 968 800 -151 -428 40 0 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 43.3 16.4 36.2 13.3 4.5 0.1 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 24 5 10 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035656 Open Interest is 44,298 : : Positions : : 31,216 18,045 5,042 14,246 4,063 0 2,719 1,086 0 0 0 : : : : Changes from: August 24, 2010 : : 189 189 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 40.7 11.4 32.2 9.2 0.0 6.1 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,665,426 : : Positions : : 816,851 490,934 83,335 784,936 409,836 451,785 60,711 563,222 85,956 105,866 233,661 : : : : Changes from: August 24, 2010 : : -16,799 -21,387 5,488 -82,347 1,659 -65,681 2,173 -10,886 -28,315 -3,478 -11,487 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 18.4 3.1 29.4 15.4 16.9 2.3 21.1 3.2 4.0 8.8 : : : : Number of Traders in Each Category Total Traders: 183 : : 80 69 11 20 28 21 16 34 10 18 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,008,742 : : Positions : : 241,590 258,293 274,855 188,882 229,453 58,272 92,392 79,602 36,413 70,474 85,900 : : : : Changes from: August 24, 2010 : : 16,279 -18,630 -10,329 -7,917 -10,650 -13,711 -1,743 1,451 -11,960 9,063 -25,878 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 25.6 27.2 18.7 22.7 5.8 9.2 7.9 3.6 7.0 8.5 : : : : Number of Traders in Each Category Total Traders: 98 : : 25 24 12 8 18 14 11 19 13 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 25,485 : : Positions : : 21,884 16,244 322 6,306 2,036 53 0 52 75 530 30 : : : : Changes from: August 24, 2010 : : 893 563 15 220 -40 5 0 -20 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 63.7 1.3 24.7 8.0 0.2 0.0 0.2 0.3 2.1 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 21 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 15,841 : : Positions : : 14,966 8,036 0 6,739 329 0 0 0 90 0 0 : : : : Changes from: August 24, 2010 : : 10 -115 0 75 -17 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 50.7 0.0 42.5 2.1 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 0 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 9,913 : : Positions : : 7,647 6,440 55 1,631 1,273 24 0 135 435 0 75 : : : : Changes from: August 24, 2010 : : 290 90 0 47 -36 -65 0 11 15 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 65.0 0.6 16.5 12.8 0.2 0.0 1.4 4.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . 5 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,595 : : Positions : : 8,238 6,872 577 1,494 457 0 0 0 0 0 0 : : : : Changes from: August 24, 2010 : : -235 17 152 30 -143 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 71.6 6.0 15.6 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 31, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 4,440 : : Positions : : 3,522 2,325 50 1,130 527 0 0 0 130 0 50 : : : : Changes from: August 24, 2010 : : 130 -5 25 0 -15 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 52.4 1.1 25.5 11.9 0.0 0.0 0.0 2.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . 4 4 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 3, 2010