Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 3,849,990 : : Positions : :1,560,965 980,781 142,382 868,737 570,850 314,559 185,796 922,185 38,583 27,199 275,993 : : : : Changes from: September 7, 2010 : : 46,682 10,851 4,628 3,568 16,160 10,710 9,544 -31,488 -37,754 1,324 36,524 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 25.5 3.7 22.6 14.8 8.2 4.8 24.0 1.0 0.7 7.2 : : : : Number of Traders in Each Category Total Traders: 225 : : 107 92 14 21 32 22 19 35 22 17 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 369,064 : : Positions : : 173,681 252,795 80,701 26,981 53,029 27,758 13,981 17,780 7,262 0 811 : : : : Changes from: September 7, 2010 : : 10,911 10,785 3,448 -1,249 -3,427 -4,163 2,887 6,197 -283 -1,444 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 68.5 21.9 7.3 14.4 7.5 3.8 4.8 2.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 30 5 8 10 5 4 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 188,483 : : Positions : : 144,666 110,451 7,408 44,101 19,487 7,559 2,901 6,759 0 0 0 : : : : Changes from: September 7, 2010 : : 3,512 164 -1,996 651 2,327 259 -798 830 -1,712 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 58.6 3.9 23.4 10.3 4.0 1.5 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 25 . 8 10 4 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 374,025 : : Positions : : 221,018 213,101 57,390 87,751 60,005 18,303 1,276 7,895 128 0 775 : : : : Changes from: September 7, 2010 : : -1,987 -2,594 -2,543 698 4,483 820 467 -181 128 -660 474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 57.0 15.3 23.5 16.0 4.9 0.3 2.1 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 19 4 10 13 4 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 559,837 : : Positions : : 383,544 268,695 61,029 149,724 76,388 1,521 27,799 33,701 504 1,485 523 : : : : Changes from: September 7, 2010 : : -548 -9,694 -6,913 10,992 1,943 1,521 -5,890 7,994 122 394 -366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 48.0 10.9 26.7 13.6 0.3 5.0 6.0 0.1 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 70 : : 36 29 8 13 20 . 8 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 194,376 : : Positions : : 139,286 132,779 13,428 46,594 398 26,905 775 6,711 0 0 0 : : : : Changes from: September 7, 2010 : : -2,309 -61 0 273 30 240 -829 635 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 68.3 6.9 24.0 0.2 13.8 0.4 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 22 . 4 . 6 . 5 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 391,710 : : Positions : : 282,457 150,732 21,297 102,464 32,127 20,003 70,437 27,284 0 0 0 : : : : Changes from: September 7, 2010 : : 13,453 4,175 46 -1,410 2,589 3,868 15,636 -3,943 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 38.5 5.4 26.2 8.2 5.1 18.0 7.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 26 4 12 13 4 5 8 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 172,176 : : Positions : : 118,635 61,641 9,680 29,676 21,445 12,399 45,517 7,276 0 0 0 : : : : Changes from: September 7, 2010 : : 8,943 592 -1,902 -2,346 3,538 3,240 9,237 -470 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 35.8 5.6 17.2 12.5 7.2 26.4 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 23 . 8 8 5 . 7 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 926,162 : : Positions : : 116,057 130,864 178,710 81,507 95,515 144,850 220,541 204,086 23,280 65,944 83,982 : : : : Changes from: September 7, 2010 : : 7,837 6,091 -1,032 -2,793 -4,941 -4,948 2,140 -4,822 6,404 3,783 -3,156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 14.1 19.3 8.8 10.3 15.6 23.8 22.0 2.5 7.1 9.1 : : : : Number of Traders in Each Category Total Traders: 302 : : 61 49 21 11 24 54 68 73 33 42 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 53,796 : : Positions : : 31,948 27,129 5,850 14,154 3,517 663 0 1,288 0 0 0 : : : : Changes from: September 7, 2010 : : 341 1,048 0 0 0 -62 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 50.4 10.9 26.3 6.5 1.2 0.0 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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: September 7, 2010 : : 0 0 0 0 0 0 0 0 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 14, 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 63,070 : : Positions : : 38,919 37,462 12,698 10,568 4,553 0 0 0 0 0 0 : : : : Changes from: September 7, 2010 : : 0 -720 -720 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 59.4 20.1 16.8 7.2 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 14, 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: September 7, 2010 : : 0 0 0 0 0 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 14, 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 71,339 : : Positions : : 39,688 50,585 12,610 7,042 905 4,908 659 5,971 0 0 0 : : : : Changes from: September 7, 2010 : : -396 560 0 0 0 1,615 659 -1,356 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 70.9 17.7 9.9 1.3 6.9 0.9 8.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 . 5 4 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 26,617 2,102 12,439 946 248 5,979 1,634 0 0 0 : : : : Changes from: September 7, 2010 : : 0 60 0 0 0 0 -60 0 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 9.5 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 38,954 : : Positions : : 28,045 26,300 0 806 0 3,693 2,137 1,852 0 0 0 : : : : Changes from: September 7, 2010 : : 382 0 0 0 0 -382 0 258 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 67.5 0.0 2.1 0.0 9.5 5.5 4.8 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 14, 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 71,990 : : Positions : : 40,226 21,796 10,106 37,255 3,239 3,431 1,320 4,658 0 0 0 : : : : Changes from: September 7, 2010 : : 1,032 542 0 0 0 -510 0 400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 30.3 14.0 51.8 4.5 4.8 1.8 6.5 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 14, 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 1,767,863 : : Positions : : 334,914 326,778 78,515 74,739 678,685 20,123 92,573 190,520 68,528 7,918 390,569 : : : : Changes from: September 7, 2010 : : 1,596 2,703 -86 -1,427 7,575 -68 2,749 1,407 2,206 108 11,552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 18.5 4.4 4.2 38.4 1.1 5.2 10.8 3.9 0.4 22.1 : : : : Number of Traders in Each Category Total Traders: 146 : : 40 40 8 15 21 24 20 35 26 10 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 49,661 : : Positions : : 10,461 12,344 7,025 4,259 4,688 4,600 8,299 13,280 5,048 2,069 4,270 : : : : Changes from: September 7, 2010 : : -227 -515 375 -90 -560 -628 156 -539 -85 -133 264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 24.9 14.1 8.6 9.4 9.3 16.7 26.7 10.2 4.2 8.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 14 12 4 6 10 4 10 10 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 58,283 : : Positions : : 36,369 49,559 19,942 6,594 604 840 0 0 0 0 0 : : : : Changes from: September 7, 2010 : : 372 372 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 85.0 34.2 11.3 1.0 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 143,574 : : Positions : : 80,150 81,479 38,640 33,518 12,371 3,857 7,246 4,231 0 0 0 : : : : Changes from: September 7, 2010 : : -1,021 -572 0 0 0 476 27 -511 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 56.8 26.9 23.3 8.6 2.7 5.0 2.9 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 14, 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 110,288 : : Positions : : 58,893 65,054 29,208 23,393 12,510 609 3,328 788 0 0 0 : : : : Changes from: September 7, 2010 : : -101 106 -480 0 0 0 -673 95 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 59.0 26.5 21.2 11.3 0.6 3.0 0.7 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 14, 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 183,618 : : Positions : : 98,165 78,658 32,460 66,155 22,641 7,827 1,860 7,542 0 0 0 : : : : Changes from: September 7, 2010 : : -1,959 -2,534 0 -604 124 -1,612 0 323 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 42.8 17.7 36.0 12.3 4.3 1.0 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 21 6 9 10 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 2,687,461 : : Positions : : 815,637 507,196 80,563 780,140 427,043 454,261 61,891 556,614 100,594 104,331 234,700 : : : : Changes from: September 7, 2010 : : -1,059 16,516 81 -9,766 7,545 -4,118 1,823 -11,259 16,285 1,647 -7,194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 18.9 3.0 29.0 15.9 16.9 2.3 20.7 3.7 3.9 8.7 : : : : Number of Traders in Each Category Total Traders: 185 : : 82 69 11 20 29 22 15 35 12 18 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 1,030,710 : : Positions : : 252,342 266,204 272,075 173,884 241,259 58,178 92,703 82,986 32,420 80,985 89,129 : : : : Changes from: September 7, 2010 : : 8,101 8,260 -7,221 -12,408 15,792 1,684 3,475 -2,206 868 3,885 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 25.8 26.4 16.9 23.4 5.6 9.0 8.1 3.1 7.9 8.6 : : : : Number of Traders in Each Category Total Traders: 99 : : 26 23 13 7 18 12 14 19 13 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 25,113 : : Positions : : 20,893 15,561 253 6,532 1,920 164 0 228 160 0 671 : : : : Changes from: September 7, 2010 : : 401 223 0 324 -25 136 0 163 0 0 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 62.0 1.0 26.0 7.6 0.7 0.0 0.9 0.6 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 23 . 5 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 14,888 : : Positions : : 14,143 7,412 0 6,324 280 0 0 0 45 0 0 : : : : Changes from: September 7, 2010 : : 280 480 0 -200 29 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 49.8 0.0 42.5 1.9 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 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 8,983 : : Positions : : 6,859 5,799 0 1,087 1,447 75 0 127 0 105 40 : : : : Changes from: September 7, 2010 : : 19 -226 0 -100 16 50 0 -7 -435 105 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 64.6 0.0 12.1 16.1 0.8 0.0 1.4 0.0 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 0 6 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 9,070 : : Positions : : 7,816 6,312 529 1,687 332 0 0 0 0 0 0 : : : : Changes from: September 7, 2010 : : 345 80 0 185 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 69.6 5.8 18.6 3.7 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 14, 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 4,534 : : Positions : : 3,629 2,671 100 1,177 483 0 0 0 130 0 50 : : : : Changes from: September 7, 2010 : : 102 107 0 55 -9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 58.9 2.2 26.0 10.7 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 17, 2010