NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, September 21, 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 : 4,027,298: 1,649,170 1,035,114 128,379 966,276 592,326 331,702 101,779 976,619 35,355 50,685 288,574: 25,173 15,925
Old : 4,027,298: 1,649,170 1,035,114 128,379 966,276 592,326 331,702 101,779 976,619 35,355 50,685 288,574: 25,173 15,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 177,308: 88,205 54,333 -14,003 97,539 21,476 17,143 -84,017 54,434 -3,228 23,486 12,581: 700 -2,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 25.7 3.2 24.0 14.7 8.2 2.5 24.2 0.9 1.3 7.2: 0.6 0.4
Old : 100.0: 40.9 25.7 3.2 24.0 14.7 8.2 2.5 24.2 0.9 1.3 7.2: 0.6 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 : 230: 109 95 15 20 32 24 17 36 19 21 37:
Old : 230: 109 95 15 20 32 24 17 36 19 21 37:
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 : 21.1 26.8 36.2 41.3 11.1 16.8 16.8 22.6
Old : 21.1 26.8 36.2 41.3 11.1 16.8 16.8 22.6
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 - Options and Futures Combined, September 21, 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 : 373,438: 171,942 258,954 70,281 23,686 60,948 43,912 7,819 17,589 0 347 524: 8,242 3,571
Old : 373,438: 171,942 258,954 70,281 23,686 60,948 43,912 7,819 17,589 0 347 524: 8,242 3,571
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 4,374: -1,739 6,159 -10,420 -3,295 7,919 16,154 -6,162 -191 -7,262 347 -287: 200 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 69.3 18.8 6.3 16.3 11.8 2.1 4.7 0.0 0.1 0.1: 2.2 1.0
Old : 100.0: 46.0 69.3 18.8 6.3 16.3 11.8 2.1 4.7 0.0 0.1 0.1: 2.2 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 : 59: 30 30 5 8 10 6 . 7 0 . .:
Old : 59: 30 30 5 8 10 6 . 7 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 : 40.4 45.7 59.9 64.3 24.9 29.3 37.1 37.0
Old : 40.4 45.7 59.9 64.3 24.9 29.3 37.1 37.0
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 - Options and Futures Combined, September 21, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 182,821: 139,139 103,323 7,899 47,812 20,255 6,753 512 6,528 0 0 0: 2,247 4,391
Old : 182,821: 139,139 103,323 7,899 47,812 20,255 6,753 512 6,528 0 0 0: 2,247 4,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -5,662: -5,527 -7,128 491 3,711 768 -806 -2,389 -231 0 0 0: -357 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 56.5 4.3 26.2 11.1 3.7 0.3 3.6 0.0 0.0 0.0: 1.2 2.4
Old : 100.0: 76.1 56.5 4.3 26.2 11.1 3.7 0.3 3.6 0.0 0.0 0.0: 1.2 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 : 46: 21 25 4 8 11 5 . 5 0 0 0:
Old : 46: 21 25 4 8 11 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 : 55.9 35.1 71.3 56.6 55.5 34.3 66.2 52.0
Old : 55.9 35.1 71.3 56.6 55.5 34.3 66.2 52.0
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 - Options and Futures Combined, September 21, 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 : 363,437: 209,024 198,626 52,877 88,204 62,367 18,886 1,219 8,161 0 513 510: 11,612 3,837
Old : 363,437: 209,024 198,626 52,877 88,204 62,367 18,886 1,219 8,161 0 513 510: 11,612 3,837
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -10,588: -11,994 -14,475 -4,513 453 2,362 583 -57 266 -128 513 -265: 3,101 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 54.7 14.5 24.3 17.2 5.2 0.3 2.2 0.0 0.1 0.1: 3.2 1.1
Old : 100.0: 57.5 54.7 14.5 24.3 17.2 5.2 0.3 2.2 0.0 0.1 0.1: 3.2 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 : 44: 22 18 4 10 14 . . 4 0 . .:
Old : 44: 22 18 4 10 14 . . 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 : 39.1 59.4 58.9 81.5 38.4 51.1 53.7 66.0
Old : 39.1 59.4 58.9 81.5 38.4 51.1 53.7 66.0
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 - Options and Futures Combined, September 21, 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 : 594,314: 398,679 243,193 92,221 219,909 61,978 0 28,200 38,611 0 757 459: 2,366 1,207
Old : 594,314: 398,679 243,193 92,221 219,909 61,978 0 28,200 38,611 0 757 459: 2,366 1,207
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 34,477: 15,135 -25,502 31,192 70,185 -14,410 -1,521 401 4,910 -504 -728 -64: -261 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 40.9 15.5 37.0 10.4 0.0 4.7 6.5 0.0 0.1 0.1: 0.4 0.2
Old : 100.0: 67.1 40.9 15.5 37.0 10.4 0.0 4.7 6.5 0.0 0.1 0.1: 0.4 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 : 69: 36 28 9 12 20 0 9 5 0 . .:
Old : 69: 36 28 9 12 20 0 9 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 : 38.0 43.0 54.5 57.6 23.1 24.1 33.5 33.1
Old : 38.0 43.0 54.5 57.6 23.1 24.1 33.5 33.1
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 - Options and Futures Combined, September 21, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 196,183: 140,115 130,732 13,579 50,682 488 27,885 1,090 5,493 0 0 0: 8,623 7,698
Old : 196,183: 140,115 130,732 13,579 50,682 488 27,885 1,090 5,493 0 0 0: 8,623 7,698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,807: 829 -2,047 151 4,088 90 980 315 -1,218 0 0 0: 975 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 66.6 6.9 25.8 0.2 14.2 0.6 2.8 0.0 0.0 0.0: 4.4 3.9
Old : 100.0: 71.4 66.6 6.9 25.8 0.2 14.2 0.6 2.8 0.0 0.0 0.0: 4.4 3.9
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 : 43: 24 21 . 4 . 5 . 5 0 0 0:
Old : 43: 24 21 . 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 : 44.3 59.2 64.0 72.0 38.3 58.2 57.3 68.5
Old : 44.3 59.2 64.0 72.0 38.3 58.2 57.3 68.5
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 - Options and Futures Combined, September 21, 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 : 390,745: 286,853 145,098 24,546 103,280 33,590 19,946 83,087 18,730 0 0 0: 7,080 6,960
Old : 390,745: 286,853 145,098 24,546 103,280 33,590 19,946 83,087 18,730 0 0 0: 7,080 6,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -965: 4,396 -5,634 3,249 816 1,463 -57 12,650 -8,554 0 0 0: -1,462 -1,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 37.1 6.3 26.4 8.6 5.1 21.3 4.8 0.0 0.0 0.0: 1.8 1.8
Old : 100.0: 73.4 37.1 6.3 26.4 8.6 5.1 21.3 4.8 0.0 0.0 0.0: 1.8 1.8
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 : 60: 31 27 5 11 13 . 6 8 0 0 0:
Old : 60: 31 27 5 11 13 . 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 38.2 48.7 54.1 23.6 34.1 38.0 44.4
Old : 28.5 38.2 48.7 54.1 23.6 34.1 38.0 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, September 21, 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 : 174,463: 118,339 63,652 12,446 36,161 18,218 14,372 42,469 8,069 0 0 0: 3,019 5,894
Old : 174,463: 118,339 63,652 12,446 36,161 18,218 14,372 42,469 8,069 0 0 0: 3,019 5,894
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 2,287: -296 2,011 2,766 6,485 -3,227 1,973 -3,048 793 0 0 0: 278 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 36.5 7.1 20.7 10.4 8.2 24.3 4.6 0.0 0.0 0.0: 1.7 3.4
Old : 100.0: 67.8 36.5 7.1 20.7 10.4 8.2 24.3 4.6 0.0 0.0 0.0: 1.7 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: 27 24 . 9 8 5 . 6 0 0 0:
Old : 48: 27 24 . 9 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 : 40.5 48.4 56.5 64.4 33.7 46.8 47.6 60.4
Old : 40.5 48.4 56.5 64.4 33.7 46.8 47.6 60.4
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 - Options and Futures Combined, September 21, 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 : 923,545: 123,914 134,571 177,672 80,510 94,370 140,185 217,102 195,014 23,852 70,126 88,827: 79,710 43,025
Old : 923,545: 123,914 134,571 177,672 80,510 94,370 140,185 217,102 195,014 23,852 70,126 88,827: 79,710 43,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -2,617: 7,858 3,707 -1,038 -996 -1,145 -4,665 -3,440 -9,072 572 4,182 4,845: 27 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.6 19.2 8.7 10.2 15.2 23.5 21.1 2.6 7.6 9.6: 8.6 4.7
Old : 100.0: 13.4 14.6 19.2 8.7 10.2 15.2 23.5 21.1 2.6 7.6 9.6: 8.6 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 : 304: 63 49 23 11 26 59 63 75 32 40 64:
Old : 304: 63 49 23 11 26 59 63 75 32 40 64:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 26.6 29.7 39.5 15.9 17.4 22.0 26.7
Old : 18.2 26.6 29.7 39.5 15.9 17.4 22.0 26.7
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 - Options and Futures Combined, September 21, 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 : 53,468: 31,950 26,856 5,850 14,154 3,517 340 0 1,357 0 0 0: 10,454 7,584
Old : 53,468: 31,950 26,856 5,850 14,154 3,517 340 0 1,357 0 0 0: 10,454 7,584
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -328: 2 -273 0 0 0 -323 0 69 0 0 0: -76 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 50.2 10.9 26.5 6.6 0.6 0.0 2.5 0.0 0.0 0.0: 19.6 14.2
Old : 100.0: 59.8 50.2 10.9 26.5 6.6 0.6 0.0 2.5 0.0 0.0 0.0: 19.6 14.2
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: 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 : 48.7 47.9 64.4 69.4 39.2 44.0 50.2 54.2
Old : 48.7 47.9 64.4 69.4 39.2 44.0 50.2 54.2
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 - Options and Futures Combined, September 21, 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 : 32,398: 14,987 6,821 4,859 8,284 6,369 531 170 2,782 0 0 0: 2,870 7,972
Old : 32,398: 14,987 6,821 4,859 8,284 6,369 531 170 2,782 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 14, 2010 :
: 478: 0 -120 0 0 340 -304 0 198 0 0 0: 244 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 21.1 15.0 25.6 19.7 1.6 0.5 8.6 0.0 0.0 0.0: 8.9 24.6
Old : 100.0: 46.3 21.1 15.0 25.6 19.7 1.6 0.5 8.6 0.0 0.0 0.0: 8.9 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 37.7 72.1 61.9 29.9 27.1 40.0 30.3
Old : 49.0 37.7 72.1 61.9 29.9 27.1 40.0 30.3
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 - Options and Futures Combined, September 21, 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 : 62,334: 39,223 36,726 11,658 10,568 4,553 0 0 0 0 0 0: 6,900 10,487
Old : 62,334: 39,223 36,726 11,658 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 14, 2010 :
: -736: 304 -736 -1,040 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 58.9 18.7 17.0 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 11.1 16.8
Old : 100.0: 62.9 58.9 18.7 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 63.0 69.8 38.3 51.2 57.3 61.9
Old : 40.3 54.9 63.0 69.8 38.3 51.2 57.3 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 - Options and Futures Combined, September 21, 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 14, 2010 :
: 856: 0 0 0 0 0 0 0 0 0 0 0: 856 856
: : :
: : 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 - Options and Futures Combined, September 21, 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 : 72,702: 41,738 50,231 12,610 7,042 905 4,062 2,519 5,828 0 0 0: 7,559 6,177
Old : 72,702: 41,738 50,231 12,610 7,042 905 4,062 2,519 5,828 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 14, 2010 :
: 1,363: 2,050 -354 0 0 0 -846 1,860 -143 0 0 0: 302 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 69.1 17.3 9.7 1.2 5.6 3.5 8.0 0.0 0.0 0.0: 10.4 8.5
Old : 100.0: 57.4 69.1 17.3 9.7 1.2 5.6 3.5 8.0 0.0 0.0 0.0: 10.4 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 : 44.5 44.3 61.4 63.7 42.4 41.9 54.5 57.4
Old : 44.5 44.3 61.4 63.7 42.4 41.9 54.5 57.4
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 - Options and Futures Combined, September 21, 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 : 63,186: 52,639 26,597 2,102 12,439 946 248 6,035 1,633 0 0 0: 5,618 15,536
Old : 63,186: 52,639 26,597 2,102 12,439 946 248 6,035 1,633 0 0 0: 5,618 15,536
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 35: 36 -20 0 0 0 0 56 -1 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 42.1 3.3 19.7 1.5 0.4 9.6 2.6 0.0 0.0 0.0: 8.9 24.6
Old : 100.0: 83.3 42.1 3.3 19.7 1.5 0.4 9.6 2.6 0.0 0.0 0.0: 8.9 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 13 . 4 . . . . 0 0 0:
Old : 25: 11 13 . 4 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 41.2 83.0 58.5 61.7 40.3 70.2 49.9
Old : 65.2 41.2 83.0 58.5 61.7 40.3 70.2 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Disaggregated Commitments of Traders - Options and Futures Combined, September 21, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 38,941: 28,285 25,438 0 806 0 3,113 2,449 2,095 0 0 0: 5,448 8,153
Old : 38,941: 28,285 25,438 0 806 0 3,113 2,449 2,095 0 0 0: 5,448 8,153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -13: 240 -862 0 0 0 -580 312 243 0 0 0: 84 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 65.3 0.0 2.1 0.0 8.0 6.3 5.4 0.0 0.0 0.0: 14.0 20.9
Old : 100.0: 72.6 65.3 0.0 2.1 0.0 8.0 6.3 5.4 0.0 0.0 0.0: 14.0 20.9
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: 11 11 0 . 0 . . . 0 0 0:
Old : 20: 11 11 0 . 0 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 47.1 74.5 67.9 55.5 37.9 65.5 55.0
Old : 59.0 47.1 74.5 67.9 55.5 37.9 65.5 55.0
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 - Options and Futures Combined, September 21, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 71,735: 38,584 22,102 10,106 37,255 3,239 5,369 1,320 4,066 0 0 0: 10,371 3,753
Old : 71,735: 38,584 22,102 10,106 37,255 3,239 5,369 1,320 4,066 0 0 0: 10,371 3,753
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -255: -1,642 306 0 0 0 1,938 0 -592 0 0 0: 41 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 30.8 14.1 51.9 4.5 7.5 1.8 5.7 0.0 0.0 0.0: 14.5 5.2
Old : 100.0: 53.8 30.8 14.1 51.9 4.5 7.5 1.8 5.7 0.0 0.0 0.0: 14.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 16 . 6 4 . . . 0 0 0:
Old : 31: 17 16 . 6 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 58.8 58.6 76.5 37.5 55.9 54.1 70.3
Old : 38.9 58.8 58.6 76.5 37.5 55.9 54.1 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, September 21, 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 : 1,806,130: 343,545 333,054 77,714 74,600 686,046 22,569 98,912 196,164 71,648 8,875 401,958: 6,486 6,521
Old : 1,806,130: 343,545 333,054 77,714 74,600 686,046 22,569 98,912 196,164 71,648 8,875 401,958: 6,486 6,521
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 38,267: 8,631 6,276 -800 -138 7,361 2,446 6,339 5,644 3,120 957 11,389: 476 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 18.4 4.3 4.1 38.0 1.2 5.5 10.9 4.0 0.5 22.3: 0.4 0.4
Old : 100.0: 19.0 18.4 4.3 4.1 38.0 1.2 5.5 10.9 4.0 0.5 22.3: 0.4 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 : 148: 40 40 8 15 21 23 23 35 25 11 30:
Old : 148: 40 40 8 15 21 23 23 35 25 11 30:
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 : 32.3 33.1 54.4 51.3 6.3 5.5 8.2 7.4
Old : 32.3 33.1 54.4 51.3 6.3 5.5 8.2 7.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, September 21, 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 : 55,438: 11,966 13,610 7,808 4,452 4,553 4,652 9,424 16,218 4,734 1,589 5,009: 497 582
Old : 55,438: 11,966 13,610 7,808 4,452 4,553 4,652 9,424 16,218 4,734 1,589 5,009: 497 582
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 5,777: 1,505 1,266 783 194 -135 52 1,125 2,939 -314 -480 739: 208 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 24.5 14.1 8.0 8.2 8.4 17.0 29.3 8.5 2.9 9.0: 0.9 1.0
Old : 100.0: 21.6 24.5 14.1 8.0 8.2 8.4 17.0 29.3 8.5 2.9 9.0: 0.9 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 : 46: 14 13 6 4 9 4 11 10 . 4 .:
Old : 46: 14 13 6 4 9 4 11 10 . 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 : 55.2 54.7 88.2 79.8 35.2 23.9 39.1 35.4
Old : 55.2 54.7 88.2 79.8 35.2 23.9 39.1 35.4
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 - Options and Futures Combined, September 21, 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 : 54,623: 32,585 45,899 19,942 6,594 604 840 0 0 0 0 0: 652 1,526
Old : 54,623: 32,585 45,899 19,942 6,594 604 840 0 0 0 0 0: 652 1,526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -3,660: -3,784 -3,660 0 0 0 0 0 0 0 0 0: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 84.0 36.5 12.1 1.1 1.5 0.0 0.0 0.0 0.0 0.0: 1.2 2.8
Old : 100.0: 59.7 84.0 36.5 12.1 1.1 1.5 0.0 0.0 0.0 0.0 0.0: 1.2 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 : 26: 14 14 . 5 . . 0 0 0 0 0:
Old : 26: 14 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 : 76.2 58.6 88.1 82.2 69.2 55.6 75.7 69.5
Old : 76.2 58.6 88.1 82.2 69.2 55.6 75.7 69.5
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 - Options and Futures Combined, September 21, 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 : 144,374: 81,049 82,149 38,640 33,518 12,371 3,272 6,890 4,717 0 0 0: 4,326 4,729
Old : 144,374: 81,049 82,149 38,640 33,518 12,371 3,272 6,890 4,717 0 0 0: 4,326 4,729
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 800: 899 670 0 0 0 -585 -356 486 0 0 0: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 56.9 26.8 23.2 8.6 2.3 4.8 3.3 0.0 0.0 0.0: 3.0 3.3
Old : 100.0: 56.1 56.9 26.8 23.2 8.6 2.3 4.8 3.3 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 25 7 5 10 . . 4 0 0 0:
Old : 44: 23 25 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 : 37.2 41.0 57.1 61.3 35.2 38.4 45.5 51.9
Old : 37.2 41.0 57.1 61.3 35.2 38.4 45.5 51.9
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 - Options and Futures Combined, September 21, 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 : 110,555: 58,919 65,544 29,208 23,393 12,510 609 2,860 1,033 0 0 0: 8,276 5,215
Old : 110,555: 58,919 65,544 29,208 23,393 12,510 609 2,860 1,033 0 0 0: 8,276 5,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 267: 26 490 0 0 0 0 -468 245 0 0 0: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 59.3 26.4 21.2 11.3 0.6 2.6 0.9 0.0 0.0 0.0: 7.5 4.7
Old : 100.0: 53.3 59.3 26.4 21.2 11.3 0.6 2.6 0.9 0.0 0.0 0.0: 7.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 14 12 9 4 9 . . . 0 0 0:
Old : 33: 14 12 9 4 9 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 52.0 70.5 72.6 47.6 50.9 58.6 69.1
Old : 55.0 52.0 70.5 72.6 47.6 50.9 58.6 69.1
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 - Options and Futures Combined, September 21, 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 : 184,553: 97,203 78,897 32,781 66,585 23,067 9,829 1,860 7,295 0 0 0: 14,379 6,850
Old : 184,553: 97,203 78,897 32,781 66,585 23,067 9,829 1,860 7,295 0 0 0: 14,379 6,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 935: -962 238 321 430 426 2,001 0 -247 0 0 0: -604 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 42.8 17.8 36.1 12.5 5.3 1.0 4.0 0.0 0.0 0.0: 7.8 3.7
Old : 100.0: 52.7 42.8 17.8 36.1 12.5 5.3 1.0 4.0 0.0 0.0 0.0: 7.8 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 : 44: 23 21 6 9 10 . . . 0 0 0:
Old : 44: 23 21 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 : 32.0 30.0 52.5 52.6 24.7 23.5 37.2 41.6
Old : 32.0 30.0 52.5 52.6 24.7 23.5 37.2 41.6
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 - Options and Futures Combined, September 21, 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 : 2,699,227: 818,255 502,940 70,422 787,109 440,964 458,884 53,313 564,742 97,819 106,030 228,598: 19,543 15,531
Old : 2,699,227: 818,255 502,940 70,422 787,109 440,964 458,884 53,313 564,742 97,819 106,030 228,598: 19,543 15,531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 11,766: 2,618 -4,256 -10,141 6,969 13,921 4,623 -8,578 8,128 -2,775 1,699 -6,102: 1,494 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 18.6 2.6 29.2 16.3 17.0 2.0 20.9 3.6 3.9 8.5: 0.7 0.6
Old : 100.0: 30.3 18.6 2.6 29.2 16.3 17.0 2.0 20.9 3.6 3.9 8.5: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 186: 83 70 10 21 29 22 14 36 14 16 24:
Old : 186: 83 70 10 21 29 22 14 36 14 16 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 24.8 37.7 39.4 17.4 19.7 22.5 27.0
Old : 26.6 24.8 37.7 39.4 17.4 19.7 22.5 27.0
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 - Options and Futures Combined, September 21, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,062,158: 260,287 266,366 275,599 181,397 241,568 59,241 112,353 82,556 37,445 71,146 102,932: 2,530 3,840
Old : 1,062,158: 260,287 266,366 275,599 181,397 241,568 59,241 112,353 82,556 37,445 71,146 102,932: 2,530 3,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 31,448: 7,945 162 3,524 7,513 309 1,063 19,650 -430 5,025 -9,839 13,803: 209 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 25.1 25.9 17.1 22.7 5.6 10.6 7.8 3.5 6.7 9.7: 0.2 0.4
Old : 100.0: 24.5 25.1 25.9 17.1 22.7 5.6 10.6 7.8 3.5 6.7 9.7: 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 : 99: 26 22 14 7 18 10 15 18 11 16 22:
Old : 99: 26 22 14 7 18 10 15 18 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 : 32.8 33.7 47.9 52.4 20.6 25.7 30.9 36.8
Old : 32.8 33.7 47.9 52.4 20.6 25.7 30.9 36.8
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 - Options and Futures Combined, September 21, 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 : 26,205: 21,683 16,281 253 6,459 2,070 140 0 450 90 50 696: 823 199
Old : 26,205: 21,683 16,281 253 6,459 2,070 140 0 450 90 50 696: 823 199
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,092: 790 720 0 -73 150 -24 0 222 -70 50 25: -1 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 62.1 1.0 24.6 7.9 0.5 0.0 1.7 0.3 0.2 2.7: 3.1 0.8
Old : 100.0: 82.7 62.1 1.0 24.6 7.9 0.5 0.0 1.7 0.3 0.2 2.7: 3.1 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 : 44: 26 22 . 6 6 . 0 4 . . .:
Old : 44: 26 22 . 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 : 37.4 43.2 58.1 66.8 26.1 34.4 38.6 48.6
Old : 37.4 43.2 58.1 66.8 26.1 34.4 38.6 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, September 21, 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 : 15,215: 14,330 7,579 0 6,569 160 0 0 0 45 0 0: 680 907
Old : 15,215: 14,330 7,579 0 6,569 160 0 0 0 45 0 0: 680 907
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 327: 187 167 0 245 -120 0 0 0 0 0 0: 260 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 49.8 0.0 43.2 1.1 0.0 0.0 0.0 0.3 0.0 0.0: 4.5 6.0
Old : 100.0: 94.2 49.8 0.0 43.2 1.1 0.0 0.0 0.0 0.3 0.0 0.0: 4.5 6.0
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 : 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 : 68.3 65.0 90.1 85.2 59.4 64.0 75.1 75.1
Old : 68.3 65.0 90.1 85.2 59.4 64.0 75.1 75.1
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 - Options and Futures Combined, September 21, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 8,966: 6,948 5,740 100 1,382 1,334 100 0 102 58 105 69: 255 234
Old : 8,966: 6,948 5,740 100 1,382 1,334 100 0 102 58 105 69: 255 234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -17: 89 -59 100 295 -113 25 0 -25 58 0 29: -180 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 64.0 1.1 15.4 14.9 1.1 0.0 1.1 0.6 1.2 0.8: 2.8 2.6
Old : 100.0: 77.5 64.0 1.1 15.4 14.9 1.1 0.0 1.1 0.6 1.2 0.8: 2.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 12 . 6 6 . 0 . . . .:
Old : 32: 18 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 : 66.7 51.1 78.1 73.1 61.3 44.3 66.9 60.7
Old : 66.7 51.1 78.1 73.1 61.3 44.3 66.9 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, September 21, 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 : 9,295: 7,911 6,352 529 1,877 392 0 0 0 0 0 0: 463 674
Old : 9,295: 7,911 6,352 529 1,877 392 0 0 0 0 0 0: 463 674
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 225: 95 40 0 190 60 0 0 0 0 0 0: 70 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 68.3 5.7 20.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 5.0 7.3
Old : 100.0: 85.1 68.3 5.7 20.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 5.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 . . . 0 0 0 0 0 0:
Old : 26: 15 14 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 59.2 73.8 76.5 50.9 54.8 64.6 68.0
Old : 55.0 59.2 73.8 76.5 50.9 54.8 64.6 68.0
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 - Options and Futures Combined, September 21, 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 : 4,638: 3,708 2,770 100 1,157 508 0 0 0 130 0 50: 142 153
Old : 4,638: 3,708 2,770 100 1,157 508 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 14, 2010 :
: 104: 79 99 0 -20 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 59.7 2.2 24.9 11.0 0.0 0.0 0.0 2.8 0.0 1.1: 3.1 3.3
Old : 100.0: 79.9 59.7 2.2 24.9 11.0 0.0 0.0 0.0 2.8 0.0 1.1: 3.1 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 : 22: 15 10 . 4 . 0 0 0 . 0 .:
Old : 22: 15 10 . 4 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 62.6 73.6 86.7 41.8 50.6 53.1 62.2
Old : 54.2 62.6 73.6 86.7 41.8 50.6 53.1 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2010