Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 4,047,828 : : Positions : :1,614,317 1,053,273 145,348 876,745 585,149 260,120 66,474 1,085,787 30,684 62,779 296,102 : : : : Changes from: August 10, 2010 : : 43,314 36,936 -7,993 -11,101 4,092 21,525 45,865 -31,682 4,097 -11,155 -671 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 26.0 3.6 21.7 14.5 6.4 1.6 26.8 0.8 1.6 7.3 : : : : Number of Traders in Each Category Total Traders: 226 : : 105 93 17 19 32 25 16 37 16 23 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 333,798 : : Positions : : 138,146 212,315 78,268 37,269 50,493 39,104 15,542 12,207 6,489 215 1,408 : : : : Changes from: August 10, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 63.6 23.4 11.2 15.1 11.7 4.7 3.7 1.9 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 28 4 8 10 6 6 10 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 206,898 : : Positions : : 163,449 106,406 7,729 63,599 18,602 9,327 7,979 5,166 0 0 0 : : : : Changes from: August 10, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 51.4 3.7 30.7 9.0 4.5 3.9 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 23 . 10 10 6 5 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 385,221 : : Positions : : 220,125 228,993 73,141 90,961 54,221 25,114 96 4,575 0 550 122 : : : : Changes from: August 10, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 59.4 19.0 23.6 14.1 6.5 0.0 1.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 15 7 8 13 4 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 570,301 : : Positions : : 385,000 241,730 61,707 149,619 80,259 0 56,707 36,470 0 975 2,156 : : : : Changes from: August 10, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 42.4 10.8 26.2 14.1 0.0 9.9 6.4 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 68 : : 34 27 8 13 18 0 8 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 190,194 : : Positions : : 135,090 136,390 13,115 38,499 1,736 27,060 663 5,520 0 0 0 : : : : Changes from: August 10, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 71.7 6.9 20.2 0.9 14.2 0.3 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 21 . 5 5 7 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 371,355 : : Positions : : 265,877 137,454 24,863 105,781 29,186 13,793 60,395 30,004 428 0 0 : : : : Changes from: August 10, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 37.0 6.7 28.5 7.9 3.7 16.3 8.1 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 26 4 12 12 4 6 8 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 157,458 : : Positions : : 95,547 65,231 18,733 38,699 15,546 16,037 26,263 7,493 0 0 0 : : : : Changes from: August 10, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 41.4 11.9 24.6 9.9 10.2 16.7 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 20 . 8 8 6 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 935,562 : : Positions : : 108,545 122,732 166,177 86,580 96,325 142,535 207,949 225,589 20,125 56,141 97,847 : : : : Changes from: August 10, 2010 : : -4,383 -6,878 954 1,023 2,933 -3,837 -8,012 -767 -4,061 3,504 -2,456 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 13.1 17.8 9.3 10.3 15.2 22.2 24.1 2.2 6.0 10.5 : : : : Number of Traders in Each Category Total Traders: 294 : : 60 51 23 10 26 55 66 80 33 35 66 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 55,220 : : Positions : : 33,385 27,432 5,490 14,916 4,872 653 0 1,530 0 0 0 : : : : Changes from: August 10, 2010 : : -20 436 0 0 0 319 -137 -319 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 49.7 9.9 27.0 8.8 1.2 0.0 2.8 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- Options and Futures Combined Positions as of August 17, 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 34,616 : : Positions : : 18,149 9,313 4,650 8,847 6,402 0 450 2,789 0 0 0 : : : : Changes from: August 10, 2010 : : 151 0 0 0 0 0 151 -31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 26.9 13.4 25.6 18.5 0.0 1.3 8.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 4 . 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 60,376 : : Positions : : 34,517 32,659 13,252 10,718 4,823 0 0 0 0 0 0 : : : : Changes from: August 10, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 54.1 21.9 17.8 8.0 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- Options and Futures Combined Positions as of August 17, 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 10, 2010 : : 1,060 510 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- Options and Futures Combined Positions as of August 17, 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 75,989 : : Positions : : 43,759 53,142 12,513 8,178 1,503 5,211 0 5,205 0 0 0 : : : : Changes from: August 10, 2010 : : 2,052 3,589 124 0 -124 1,292 0 856 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 69.9 16.5 10.8 2.0 6.9 0.0 6.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 . 5 4 4 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 68,617 : : Positions : : 57,003 27,325 2,640 13,048 853 488 8,616 1,773 0 0 0 : : : : Changes from: August 10, 2010 : : -127 124 0 0 0 0 57 124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 39.8 3.8 19.0 1.2 0.7 12.6 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 43,746 : : Positions : : 30,247 30,224 0 1,586 0 6,975 1,987 1,700 0 0 0 : : : : Changes from: August 10, 2010 : : 1,122 2,481 0 0 0 836 0 -469 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 69.1 0.0 3.6 0.0 15.9 4.5 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 0 . 0 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 73,194 : : Positions : : 42,399 20,650 9,656 37,665 3,929 1,562 2,072 3,553 0 0 0 : : : : Changes from: August 10, 2010 : : 1,710 270 -232 988 -291 -1,060 -48 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 28.2 13.2 51.5 5.4 2.1 2.8 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 1,728,352 : : Positions : : 333,170 317,210 92,687 83,336 669,202 19,157 85,770 183,899 56,659 13,491 368,789 : : : : Changes from: August 10, 2010 : : 7,403 5,718 -2,085 -3,042 13,653 532 1,493 2,895 -2,600 -994 14,795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 18.4 5.4 4.8 38.7 1.1 5.0 10.6 3.3 0.8 21.3 : : : : Number of Traders in Each Category Total Traders: 148 : : 42 40 10 15 23 24 21 34 21 14 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 51,664 : : Positions : : 11,166 16,148 6,767 4,058 4,985 6,215 7,515 12,544 4,795 1,507 4,609 : : : : Changes from: August 10, 2010 : : -307 -35 296 -200 -72 -935 466 -765 1,026 -182 319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 31.3 13.1 7.9 9.6 12.0 14.5 24.3 9.3 2.9 8.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 15 14 . 7 10 . 12 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 62,511 : : Positions : : 39,625 50,603 21,142 9,718 244 840 0 0 0 0 0 : : : : Changes from: August 10, 2010 : : 1,140 1,140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 81.0 33.8 15.5 0.4 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 153,838 : : Positions : : 84,602 89,029 40,998 33,962 13,761 5,397 7,693 4,270 0 0 0 : : : : Changes from: August 10, 2010 : : -1,414 -394 547 0 -69 368 -560 278 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 57.9 26.7 22.1 8.9 3.5 5.0 2.8 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- Options and Futures Combined Positions as of August 17, 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 116,120 : : Positions : : 62,930 65,794 28,977 26,175 13,239 700 4,120 1,254 0 0 0 : : : : Changes from: August 10, 2010 : : -239 -241 0 -4 0 0 468 -51 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 56.7 25.0 22.5 11.4 0.6 3.5 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 12 8 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 195,719 : : Positions : : 104,174 82,944 30,883 69,594 26,733 11,789 1,890 7,624 0 0 0 : : : : Changes from: August 10, 2010 : : 580 288 1,268 2,152 -1,673 1,025 30 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 42.4 15.8 35.6 13.7 6.0 1.0 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 22 5 10 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 43,923 : : Positions : : 30,838 17,856 5,231 14,246 3,967 0 2,599 1,116 0 0 0 : : : : Changes from: August 10, 2010 : : 244 0 0 0 0 0 244 -73 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 40.7 11.9 32.4 9.0 0.0 5.9 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- Options and Futures Combined Positions as of August 17, 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 2,739,077 : : Positions : : 798,350 501,984 73,533 852,160 393,257 519,485 60,845 575,364 113,540 92,825 243,653 : : : : Changes from: August 10, 2010 : : 11,011 3,951 4,304 8,311 -4,536 -9,804 605 -23,590 -2,946 -9,080 15,584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 18.3 2.7 31.1 14.4 19.0 2.2 21.0 4.1 3.4 8.9 : : : : Number of Traders in Each Category Total Traders: 187 : : 82 72 12 19 28 24 13 36 14 15 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 1,017,025 : : Positions : : 218,894 274,703 315,461 203,018 206,683 66,174 97,026 63,233 47,919 72,780 98,204 : : : : Changes from: August 10, 2010 : : 4,479 3,398 -10,634 -755 5,674 8,144 6,548 -1,661 -4,686 -11,361 16,142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 27.0 31.0 20.0 20.3 6.5 9.5 6.2 4.7 7.2 9.7 : : : : Number of Traders in Each Category Total Traders: 101 : : 26 25 12 9 19 13 14 20 16 10 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 24,588 : : Positions : : 21,201 15,680 287 6,481 1,922 118 0 43 75 220 30 : : : : Changes from: August 10, 2010 : : -67 -199 7 95 205 -15 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 63.8 1.2 26.4 7.8 0.5 0.0 0.2 0.3 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 21 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 16,457 : : Positions : : 15,397 8,606 0 6,884 484 0 0 0 90 0 0 : : : : Changes from: August 10, 2010 : : 819 903 0 165 53 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 52.3 0.0 41.8 2.9 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 9,909 : : Positions : : 7,529 6,952 55 1,079 1,444 134 0 79 420 0 0 : : : : Changes from: August 10, 2010 : : 378 340 15 123 -156 10 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 70.2 0.6 10.9 14.6 1.4 0.0 0.8 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . 5 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 9,566 : : Positions : : 8,318 6,815 425 1,419 630 0 0 0 0 0 0 : : : : Changes from: August 10, 2010 : : 95 55 -70 -45 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 71.2 4.4 14.8 6.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 4,275 : : Positions : : 3,367 2,325 0 1,110 567 0 0 0 180 0 0 : : : : Changes from: August 10, 2010 : : 161 40 0 50 19 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 54.4 0.0 26.0 13.3 0.0 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 0 5 4 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 20, 2010