Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 4,019,783 : : Positions : :1,632,869 1,052,484 143,550 847,363 613,368 255,953 99,018 1,039,671 32,102 69,188 273,896 : : : : Changes from: August 17, 2010 : : 18,552 -789 -1,798 -29,382 28,219 -4,167 32,544 -46,116 1,418 6,409 -22,206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 26.2 3.6 21.1 15.3 6.4 2.5 25.9 0.8 1.7 6.8 : : : : Number of Traders in Each Category Total Traders: 225 : : 108 97 17 19 32 23 16 36 15 21 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 345,675 : : Positions : : 146,848 230,039 75,950 34,092 56,844 40,053 8,963 11,165 6,575 31 1,618 : : : : Changes from: August 17, 2010 : : 8,702 17,724 -2,318 -3,177 6,351 949 -6,579 -1,042 86 -184 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 66.5 22.0 9.9 16.4 11.6 2.6 3.2 1.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 28 5 9 11 8 4 10 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 202,588 : : Positions : : 155,977 108,579 8,654 55,719 20,731 9,897 7,705 5,100 0 0 0 : : : : Changes from: August 17, 2010 : : -7,472 2,173 925 -7,880 2,129 570 -274 -66 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 53.6 4.3 27.5 10.2 4.9 3.8 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 25 . 10 11 6 5 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 385,397 : : Positions : : 218,789 229,563 69,466 86,626 57,949 23,689 372 5,780 0 610 62 : : : : Changes from: August 17, 2010 : : -1,336 570 -3,675 -4,335 3,728 -1,425 276 1,205 0 60 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 59.6 18.0 22.5 15.0 6.1 0.1 1.5 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 16 6 8 12 4 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 573,978 : : Positions : : 399,350 244,803 65,584 145,082 83,131 156 77,323 19,153 0 610 2,186 : : : : Changes from: August 17, 2010 : : 14,350 3,073 3,877 -4,537 2,872 156 20,616 -17,317 0 -365 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 42.7 11.4 25.3 14.5 0.0 13.5 3.3 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 35 27 7 14 19 . 7 6 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 197,049 : : Positions : : 142,040 139,427 12,511 42,127 2,278 28,153 541 4,898 0 0 0 : : : : Changes from: August 17, 2010 : : 6,950 3,037 -604 3,628 542 1,093 -122 -622 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 70.8 6.3 21.4 1.2 14.3 0.3 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 22 . 5 5 7 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 385,487 : : Positions : : 280,317 151,130 24,581 109,476 29,738 15,156 57,595 30,185 0 0 0 : : : : Changes from: August 17, 2010 : : 14,440 13,676 -282 3,695 552 1,363 -2,800 181 -428 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 39.2 6.4 28.4 7.7 3.9 14.9 7.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 29 4 13 13 6 . 9 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 161,673 : : Positions : : 104,966 66,811 17,315 41,461 15,147 10,267 23,906 8,473 0 0 0 : : : : Changes from: August 17, 2010 : : 9,419 1,580 -1,418 2,762 -399 -5,770 -2,357 980 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 41.3 10.7 25.6 9.4 6.4 14.8 5.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 22 . 8 8 5 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 938,961 : : Positions : : 108,078 120,430 166,288 84,701 98,947 141,426 214,611 222,517 24,531 55,788 98,808 : : : : Changes from: August 17, 2010 : : -467 -2,302 111 -1,879 2,622 -1,109 6,662 -3,072 4,406 -354 961 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 12.8 17.7 9.0 10.5 15.1 22.9 23.7 2.6 5.9 10.5 : : : : Number of Traders in Each Category Total Traders: 300 : : 60 52 22 11 26 52 69 79 38 33 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 55,297 : : Positions : : 33,374 27,329 5,490 14,916 4,872 721 493 1,530 0 0 0 : : : : Changes from: August 17, 2010 : : -11 -103 0 0 0 68 493 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 49.4 9.9 27.0 8.8 1.3 0.9 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365B Open Interest is 35,026 : : Positions : : 18,149 9,493 5,507 8,847 6,379 0 530 2,909 0 0 0 : : : : Changes from: August 17, 2010 : : 0 180 857 0 -23 0 80 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 27.1 15.7 25.3 18.2 0.0 1.5 8.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 5 . 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 17, 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 24, 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 17, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 46.8 20.3 39.5 8.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 76,851 : : Positions : : 43,755 55,438 12,664 8,178 1,691 6,175 0 5,221 0 0 0 : : : : Changes from: August 17, 2010 : : -4 2,296 151 0 188 964 0 16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 72.1 16.5 10.6 2.2 8.0 0.0 6.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 . 5 4 4 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365K Open Interest is 67,384 : : Positions : : 55,543 28,155 2,640 13,052 1,461 488 6,692 1,572 0 0 0 : : : : Changes from: August 17, 2010 : : -1,460 830 0 4 608 0 -1,924 -201 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 41.8 3.9 19.4 2.2 0.7 9.9 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365M Open Interest is 44,074 : : Positions : : 31,261 29,922 0 1,586 0 6,019 1,987 2,330 0 0 0 : : : : Changes from: August 17, 2010 : : 1,014 -302 0 0 0 -956 0 630 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 67.9 0.0 3.6 0.0 13.7 4.5 5.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 0 . 0 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #02365O Open Interest is 75,196 : : Positions : : 42,521 22,710 10,256 37,665 3,749 1,900 1,360 5,208 0 0 0 : : : : Changes from: August 17, 2010 : : 122 2,060 600 0 -180 338 -712 1,655 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 30.2 13.6 50.1 5.0 2.5 1.8 6.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . 6 4 4 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 1,808,051 : : Positions : : 349,876 332,923 89,249 83,166 688,955 23,408 88,460 198,158 58,011 13,905 394,825 : : : : Changes from: August 17, 2010 : : 16,706 15,713 -3,438 -171 19,753 4,251 2,690 14,259 1,352 414 26,036 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 18.4 4.9 4.6 38.1 1.3 4.9 11.0 3.2 0.8 21.8 : : : : Number of Traders in Each Category Total Traders: 147 : : 42 39 10 15 23 24 20 34 22 13 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 51,606 : : Positions : : 10,861 15,908 7,232 4,145 4,849 6,121 7,637 12,581 4,836 1,644 4,508 : : : : Changes from: August 17, 2010 : : -305 -240 465 88 -136 -95 122 37 41 136 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 30.8 14.0 8.0 9.4 11.9 14.8 24.4 9.4 3.2 8.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 15 13 . 7 10 . 12 8 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 62,691 : : Positions : : 39,625 50,603 21,382 9,718 244 840 0 0 0 0 0 : : : : Changes from: August 17, 2010 : : 0 0 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 80.7 34.1 15.5 0.4 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 154,717 : : Positions : : 85,700 90,212 41,089 33,962 13,761 5,087 7,389 4,270 0 0 0 : : : : Changes from: August 17, 2010 : : 1,098 1,183 91 0 0 -310 -304 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 58.3 26.6 22.0 8.9 3.3 4.8 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 24, 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 116,659 : : Positions : : 63,309 66,225 29,045 26,175 13,754 711 3,713 1,253 0 0 0 : : : : Changes from: August 17, 2010 : : 379 431 68 0 515 11 -407 -0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 56.8 24.9 22.4 11.8 0.6 3.2 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 12 9 4 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 195,774 : : Positions : : 107,388 84,843 30,879 70,022 26,095 10,566 1,890 6,896 0 0 0 : : : : Changes from: August 17, 2010 : : 3,214 1,899 -4 428 -638 -1,223 0 -728 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 43.3 15.8 35.8 13.3 5.4 1.0 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 25 5 10 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035656 Open Interest is 44,109 : : Positions : : 31,027 17,856 5,042 14,246 4,063 0 2,719 1,086 0 0 0 : : : : Changes from: August 17, 2010 : : 189 0 -189 0 96 0 120 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 40.5 11.4 32.3 9.2 0.0 6.2 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 24, 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 2,792,383 : : Positions : : 833,650 512,321 77,847 867,283 408,177 517,466 58,538 574,108 114,271 109,344 245,148 : : : : Changes from: August 17, 2010 : : 35,300 10,337 4,314 15,123 14,920 -2,019 -2,307 -1,256 731 16,519 1,495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 18.3 2.8 31.1 14.6 18.5 2.1 20.6 4.1 3.9 8.8 : : : : Number of Traders in Each Category Total Traders: 188 : : 85 72 12 19 28 23 13 34 13 16 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 1,061,876 : : Positions : : 225,311 276,923 285,184 196,799 240,103 71,983 94,135 78,151 48,373 61,411 111,778 : : : : Changes from: August 17, 2010 : : 6,417 2,220 -30,277 -6,219 33,420 5,809 -2,891 14,918 454 -11,369 13,574 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 26.1 26.9 18.5 22.6 6.8 8.9 7.4 4.6 5.8 10.5 : : : : Number of Traders in Each Category Total Traders: 102 : : 27 26 13 8 19 13 14 20 14 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 24,557 : : Positions : : 20,991 15,681 307 6,086 2,076 48 0 72 75 430 30 : : : : Changes from: August 17, 2010 : : -210 1 20 -395 154 -70 0 29 0 210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 63.9 1.3 24.8 8.5 0.2 0.0 0.3 0.3 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 22 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 15,898 : : Positions : : 14,956 8,151 0 6,664 346 0 0 0 90 0 0 : : : : Changes from: August 17, 2010 : : -441 -455 0 -220 -138 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 51.3 0.0 41.9 2.2 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 0 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 9,722 : : Positions : : 7,357 6,350 55 1,584 1,309 89 0 124 420 0 0 : : : : Changes from: August 17, 2010 : : -172 -602 0 505 -135 -45 0 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 65.3 0.6 16.3 13.5 0.9 0.0 1.3 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . 5 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 9,701 : : Positions : : 8,473 6,855 425 1,464 600 0 0 0 0 0 0 : : : : Changes from: August 17, 2010 : : 155 40 0 45 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 70.7 4.4 15.1 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 4,300 : : Positions : : 3,392 2,330 25 1,130 542 0 0 0 155 0 25 : : : : Changes from: August 17, 2010 : : 25 5 25 20 -25 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 54.2 0.6 26.3 12.6 0.0 0.0 0.0 3.6 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . 4 4 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated August 27, 2010