Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 3,806,575 : : Positions : :1,514,283 969,930 137,754 865,169 554,690 303,849 176,252 953,673 76,337 25,875 239,469 : : : : Changes from: August 31, 2010 : : -16,307 -12,197 -1,487 15,982 -2,201 16,060 30,060 21,569 30,633 -5,796 -5,246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 25.5 3.6 22.7 14.6 8.0 4.6 25.1 2.0 0.7 6.3 : : : : Number of Traders in Each Category Total Traders: 215 : : 103 91 14 21 32 22 16 35 23 13 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 354,348 : : Positions : : 162,770 242,010 77,253 28,230 56,456 31,921 11,094 11,583 7,545 1,444 806 : : : : Changes from: August 31, 2010 : : 10,268 -7,735 -7,149 -3,376 1,607 -12,629 -156 1,162 -322 1,444 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 68.3 21.8 8.0 15.9 9.0 3.1 3.3 2.1 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 27 28 5 9 11 5 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 185,112 : : Positions : : 141,154 110,287 9,404 43,450 17,160 7,300 3,699 5,929 1,712 0 0 : : : : Changes from: August 31, 2010 : : -22,420 -8,943 661 -6,523 -3,902 -538 -5,239 939 1,712 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 59.6 5.1 23.5 9.3 3.9 2.0 3.2 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 25 . 8 10 4 . 5 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 371,667 : : Positions : : 223,005 215,695 59,933 87,053 55,522 17,483 809 8,076 0 660 301 : : : : Changes from: August 31, 2010 : : -9,865 -18,726 -9,360 -2,339 -1,484 -1,106 -169 30 0 78 301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 58.0 16.1 23.4 14.9 4.7 0.2 2.2 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 19 5 8 12 4 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 556,662 : : Positions : : 384,092 278,389 67,942 138,732 74,445 0 33,689 25,707 382 1,091 889 : : : : Changes from: August 31, 2010 : : -16,233 1,611 674 -8,655 -5,165 0 -12,090 6,098 -519 1,091 -1,184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 50.0 12.2 24.9 13.4 0.0 6.1 4.6 0.1 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 35 28 7 14 19 0 8 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 196,209 : : Positions : : 141,595 132,840 13,428 46,321 368 26,665 1,604 6,076 0 0 0 : : : : Changes from: August 31, 2010 : : -5,312 -10,419 917 503 -1,906 -3,629 1,063 1,326 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 67.7 6.8 23.6 0.2 13.6 0.8 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 . 4 . 5 . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 372,956 : : Positions : : 269,004 146,557 21,251 103,874 29,538 16,135 54,801 31,227 0 0 0 : : : : Changes from: August 31, 2010 : : -16,413 -7,831 -2,842 -7,070 -56 1,983 -2,081 -3,583 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 39.3 5.7 27.9 7.9 4.3 14.7 8.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 26 4 12 13 5 4 8 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 160,010 : : Positions : : 109,692 61,049 11,582 32,022 17,907 9,159 36,280 7,746 0 0 0 : : : : Changes from: August 31, 2010 : : -3,903 -9,529 -3,294 -7,054 2,174 -3,826 5,005 143 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 38.2 7.2 20.0 11.2 5.7 22.7 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 20 . 9 8 4 . 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 932,272 : : Positions : : 108,220 124,774 179,742 84,300 100,456 149,798 218,401 208,908 16,876 62,161 87,138 : : : : Changes from: August 31, 2010 : : 8,127 6,253 10,224 1,409 2,170 2,910 -48 -6,780 -5,580 6,566 -705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 13.4 19.3 9.0 10.8 16.1 23.4 22.4 1.8 6.7 9.3 : : : : Number of Traders in Each Category Total Traders: 305 : : 60 50 22 12 27 58 68 79 31 40 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 53,517 : : Positions : : 31,607 26,081 5,850 14,154 3,517 725 0 1,288 0 0 0 : : : : Changes from: August 31, 2010 : : -2,957 -1,985 360 -1,517 -1,355 -418 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 48.7 10.9 26.4 6.6 1.4 0.0 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 31,920 : : Positions : : 14,987 6,941 4,859 8,284 6,029 835 170 2,584 0 0 0 : : : : Changes from: August 31, 2010 : : -3,162 -2,552 -648 -563 -350 591 128 -813 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 21.7 15.2 26.0 18.9 2.6 0.5 8.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 4 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 63,790 : : Positions : : 38,919 38,182 13,418 10,568 4,553 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : 4,610 5,971 406 -150 -510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 59.9 21.0 16.6 7.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 63,554 : : Positions : : 36,122 30,008 12,536 25,465 5,216 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -1,514 -915 -870 -654 -508 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 47.2 19.7 40.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 71,476 : : Positions : : 40,084 50,025 12,610 7,042 905 3,293 0 7,327 0 0 0 : : : : Changes from: August 31, 2010 : : -5,167 -4,239 -54 -1,136 -786 -92 0 -230 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 70.0 17.6 9.9 1.3 4.6 0.0 10.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 . 5 4 4 0 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 63,151 : : Positions : : 52,603 26,557 2,102 12,439 946 248 6,039 1,634 0 0 0 : : : : Changes from: August 31, 2010 : : -3,140 -2,238 -589 -613 -779 -240 -233 -124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 42.1 3.3 19.7 1.5 0.4 9.6 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 38,696 : : Positions : : 27,663 26,300 0 806 0 4,075 2,137 1,594 0 0 0 : : : : Changes from: August 31, 2010 : : -3,598 -3,926 0 -780 0 -2,248 150 -554 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 68.0 0.0 2.1 0.0 10.5 5.5 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 0 . 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 71,048 : : Positions : : 39,194 21,254 10,106 37,255 3,239 3,941 1,320 4,258 0 0 0 : : : : Changes from: August 31, 2010 : : -1,899 -1,782 -150 -410 -510 -20 -40 -565 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 29.9 14.2 52.4 4.6 5.5 1.9 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 1,747,806 : : Positions : : 333,318 324,074 78,601 76,166 671,110 20,191 89,824 189,112 66,321 7,810 379,017 : : : : Changes from: August 31, 2010 : : 2,904 2,045 -887 347 4,619 -1,539 6,470 7,892 8,045 -139 7,982 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 18.5 4.5 4.4 38.4 1.2 5.1 10.8 3.8 0.4 21.7 : : : : Number of Traders in Each Category Total Traders: 143 : : 39 39 8 15 21 24 18 34 27 9 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 51,054 : : Positions : : 10,688 12,859 6,650 4,348 5,248 5,228 8,143 13,818 5,133 2,202 4,006 : : : : Changes from: August 31, 2010 : : -768 -587 204 -89 146 -917 -698 443 -77 -301 495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 25.2 13.0 8.5 10.3 10.2 15.9 27.1 10.1 4.3 7.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 14 13 4 6 10 4 10 10 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 57,911 : : Positions : : 35,997 49,187 19,942 6,594 604 840 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -5,659 -5,071 -1,440 -1,500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 84.9 34.4 11.4 1.0 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 144,630 : : Positions : : 81,171 82,051 38,640 33,518 12,371 3,381 7,220 4,741 0 0 0 : : : : Changes from: August 31, 2010 : : -4,158 -7,477 -2,416 -444 -1,390 -1,393 45 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 56.7 26.7 23.2 8.6 2.3 5.0 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 25 7 5 10 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 110,759 : : Positions : : 58,994 64,949 29,688 23,393 12,510 608 4,000 693 0 0 0 : : : : Changes from: August 31, 2010 : : -3,904 -1,096 643 -2,782 -1,244 -363 -61 -223 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 58.6 26.8 21.1 11.3 0.5 3.6 0.6 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 September 7, 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 186,007 : : Positions : : 100,124 81,192 32,460 66,759 22,517 9,439 1,860 7,219 0 0 0 : : : : Changes from: August 31, 2010 : : -6,957 -4,214 781 -3,112 -3,150 -1,162 -30 308 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 43.7 17.5 35.9 12.1 5.1 1.0 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 22 6 9 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 2,690,629 : : Positions : : 816,696 490,680 80,482 789,906 419,498 458,379 60,068 567,873 84,309 102,684 241,894 : : : : Changes from: August 31, 2010 : : -155 -254 -2,853 4,970 9,662 6,594 -643 4,651 -1,647 -3,182 8,233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 18.2 3.0 29.4 15.6 17.0 2.2 21.1 3.1 3.8 9.0 : : : : Number of Traders in Each Category Total Traders: 185 : : 81 70 11 20 29 22 15 36 11 17 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 1,014,143 : : Positions : : 244,241 257,944 279,296 186,292 225,467 56,494 89,228 85,192 31,552 77,100 89,028 : : : : Changes from: August 31, 2010 : : 2,651 -349 4,441 -2,590 -3,986 -1,778 -3,164 5,590 -4,861 6,626 3,128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 25.4 27.5 18.4 22.2 5.6 8.8 8.4 3.1 7.6 8.8 : : : : Number of Traders in Each Category Total Traders: 98 : : 25 23 12 8 18 14 12 19 13 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 24,513 : : Positions : : 20,492 15,338 253 6,208 1,945 28 0 65 160 0 545 : : : : Changes from: August 31, 2010 : : -1,392 -906 -69 -98 -91 -25 0 13 85 -530 515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 62.6 1.0 25.3 7.9 0.1 0.0 0.3 0.7 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 22 . 5 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 14,549 : : Positions : : 13,863 6,932 0 6,524 251 0 0 0 45 0 0 : : : : Changes from: August 31, 2010 : : -1,103 -1,104 0 -215 -78 0 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 47.6 0.0 44.8 1.7 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 0 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 9,200 : : Positions : : 6,840 6,025 0 1,187 1,431 25 0 134 435 0 75 : : : : Changes from: August 31, 2010 : : -807 -415 -55 -444 158 1 0 -1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 65.5 0.0 12.9 15.6 0.3 0.0 1.5 4.7 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 0 6 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 8,795 : : Positions : : 7,471 6,232 529 1,502 332 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -767 -640 -48 8 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 70.9 6.0 17.1 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 4,441 : : Positions : : 3,527 2,564 100 1,122 492 0 0 0 130 0 50 : : : : Changes from: August 31, 2010 : : 5 239 50 -8 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 57.7 2.3 25.3 11.1 0.0 0.0 0.0 2.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 10 . 4 . 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 10, 2010